Publications

Title Author Year Publication typesort descending
2011-04: Will My Risk Parity Strategy Outperform? Lisa Goldberg; Robert Anderson; Stephen Bianchi 2011 2011 Working Papers
2010-02: Contractibility and the Design of Research Agreements Josh Lerner; Ulrike Malmendier 2010 2010 Working Papers
2010-01: Contingent Convertible Bonds and Capital Structure Decisions Boris Albul; Dwight M. Jaffee; Alexei Tchistyi 2010 2010 Working Papers
2010-03: Do Security Analysts Speak in Two Tongues? Ulrike Malmendier; Devin Shanthikumar 2010 2010 Working Papers
2010-04: New Performance – Vested Stock Option Schemes Markus Pelger; An Chen; Klaus Sandmann 2010 2010 Working Papers
2010-05: The Pricing of “Troubled” Assets Konstantin Magin 2010 2010 Working Papers
2009-01: Equity Risk Premium and Insecure Property Konstantin Magin 2009 2009 Working Papers
2009-02: Interest Rate Conundrum Roger Craine; Vance L. Martin 2009 2009 Working Papers
2009-03: Lenders of Last Resort in a Globalized World Maurice Obstfeld 2009 2009 Working Papers
2009-04: Exit Options and Dividend Policy under Liquidity Constraints Pauli Murto; Marko Tervio 2009 2009 Working Papers
2009-05: Estimating Ambinguity Aversion in a Portfolio Choice Experiment David Ahn; Syngjoo Choi; Douglas Gale; Shachar Kariv 2009 2009 Working Papers
2009-06: Piercing the Veil of Ignorance Shachar Kariv; William R. Zame 2009 2009 Working Papers
2009-07: Depression Babies: Do Macroeconomic Experiences Affect Risk – Taking? Ulrike Malmendier; Stefan Nagel 2009 2009 Working Papers
2009-08: Fragility of CVar in portfolio optimization A.E.B. Lim; J.G. Shanthikumar; G.Y. Vahn 2009 2009 Working Papers
2008-04: An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting Yongheon Lee; Shmuel S. Oren 2008 2008 Working Papers
2008-05: A Multi-Period Equilibrium Pricing Model of Weather Derivatives Yongheon Lee; Shmuel S. Oren 2008 2008 Working Papers
2008-01: The U.S. Equity Return Premium: Past, Present and Future Konstantin Magin; J. Bradford DeLong 2008 2008 Working Papers
2008-02: Is The Potential For High Investor Leverage A Threat To Social Security Privatization? Konstantin Magin 2008 2008 Working Papers
2008-03: The Interest Rate Conundrum Roger Craine; Vance L. Martin 2008 2008 Working Papers
2007-01: Connections between Singular Control and Optimal Switching Xin Guo; Pascal Tomecek 2007 2007 Working Papers
2007-02: Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets Robert Anderson; Roberto C. Raimondo 2007 2007 Working Papers
2007-03: Stock Return Autocorrelation is Not Spurious Kyong Shik Eom; Robert Anderson; Sang Buhm Hahn; Jong-Ho Park 2007 2007 Working Papers
2007-04: Optimal Spot Market Inventory Strategies in the Presence of Cost and Price Risk Xin Guo; Philip Kaminsky; Pascal Tomecek; M. Yuen 2007 2007 Working Papers
2007-05: A Class of Singular Control Problems and the Smooth Fit Principle Xin Guo; Pascal Tomecek 2007 2007 Working Papers
2007-07: International Monetary Policy Surprise Spillovers Roger Craine; Vance L. Martin 2007 2007 Working Papers
2007-08: Principal-agent incentives, excess caution, and market inefficiency: Evidence from utility regulation Severin Borenstein; Meghan Busse; Ryan Kellogg 2007 2007 Working Papers
2006-01: Time-Varying Risk Premia and Stock Return Autocorrelation Robert Anderson 2006 2006 Working Papers
2013-06: Conditional Risk Premia in Currency Markets and Other Asset Classes Martin Lettau; Matteo Maggiori; Michael Weber 2013 2013. Working Papers
2013-01: In Search of a Statistically Valid Volatility Risk Factor Lisa Goldberg; Robert Anderson; Stephen Bianchi 2013 2013. Working Papers
2013-03: Risk Without Return Lisa Goldberg; Ola Mahmoud 2013 2013. Working Papers
2013-05: Finance at Center Stage: Some Lessons of the Euro Crisis Maurice Obstfeld 2013 2013. Working Papers
2013-04: Equity Risk Premium and Insecure Property Rights Konstantin Magin 2013 2013. Working Papers
2021-03: Skin in the Game: Risk Analysis of Central Counterparties Rama Cont; Samim Ghamami 2021 2021 Working Papers
2021-01: Existence of Equilibria in Infinite Horizon Finance Economies with Stochastic Taxation Konstantin Magin 2021 2021 Working Papers
2021-04: Comparative Statics of Equilibria with Respect to Stochastic Tax Rates Konstantin Magin 2021 2021 Working Papers
2021-02: Existence of Equilibria in Infinite Horizon Finance Economies with Stochastic Taxation Konstantin Magin 2021 2021 Working Papers
ESG Does Not Mean Impact Kathleen Houssels 2021 Commentary
2023-01: Skin in the Game: Risk Analysis of Central Counterparties Rama Cont; Samim Ghamami 2023 2023 Working Papers
2023-02: General Equilibrium Theory For Climate Change Robert Anderson; Haosui Duanmu 2023 2023 Working Papers
2023-03: Lack of Compactness of Budget Sets in Infinite Dimensional Commodity Spaces and Its Consequences Konstantin Magin 2023 2023 Working Papers