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Dahlquist, Magnus's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
9,494 |
Total
Citations
539 |
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1.
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Dahlquist, Magnus
Stockholm School of Economics Harvey, Campbell R.
Duke University - Fuqua School of Business
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4,011
(821)
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5
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Benchmarks, strategic asset allocation, tactical asset allocation, dynamic trading strategies, return predictability, trading strategies, active management, passive management, business cycle, yield curve, term structure
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2.
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Dynamic Trading Strategies and Portfolio Choice
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Bansal, Ravi
Duke University and NBER Harvey, Campbell R.
Duke University - Fuqua School of Business Dahlquist, Magnus
Stockholm School of Economics
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Posted:
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24 Sep 04
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Last Revised:
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27 Jul 10
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1,308
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11
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Bansal, Ravi
Duke University and NBER Harvey, Campbell R.
Duke University - Fuqua School of Business Dahlquist, Magnus
Stockholm School of Economics
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76
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11
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Bansal, Ravi
Duke University and NBER Harvey, Campbell R.
Duke University - Fuqua School of Business Dahlquist, Magnus
Stockholm School of Economics
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1,232
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11
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Dynamic strategies, mean-variance optimization, multiperiod choice, efficient frontier, buy-and-hold investment
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3.
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Dahlquist, Magnus
Stockholm School of Economics Pinkowitz, Lee
Georgetown University - Department of Finance Stulz, Rene M.
Ohio State University (OSU) - Department of Finance Williamson, Rohan
Georgetown University - McDonough School of Business
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1,143
(7,409)
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391
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4.
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An Evaluation of International Asset Pricing Models
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Dahlquist, Magnus
Stockholm School of Economics Saellstrom, Torbjorn
Stockholm School of Economics - Department of Finance
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Posted:
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31 Jan 02
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Last Revised:
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18 Nov 08
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919
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10
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Dahlquist, Magnus
Stockholm School of Economics Saellstrom, Torbjorn
Stockholm School of Economics - Department of Finance
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879
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10
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Characteristics, Conditional Information, Foreign Exchange Risk, HML, SMB, World CAPM
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Dahlquist, Magnus
Stockholm School of Economics Sallstrom, Torbjorn
Stockholm School of Economics - Department of Finance
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40
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10
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Characteristics, conditional information, foreign exchange risk, HML, SMB, world CAPM
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5.
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International Bond Risk Premia
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Dahlquist, Magnus
Stockholm School of Economics Hasseltoft, Henrik
University of Zurich
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Posted:
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03 Sep 10
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Last Revised:
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16 Dec 12
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427
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2
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Dahlquist, Magnus
Stockholm School of Economics Hasseltoft, Henrik
University of Zurich
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230
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2
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Affine model, local and global factors, time-varying risk premia
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Dahlquist, Magnus
Stockholm School of Economics Hasseltoft, Henrik
University of Zurich
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03 Sep 10
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Last Revised:
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16 Dec 12
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197
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2
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Affine model, local and global factors, time-varying risk premia
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6.
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Dahlquist, Magnus
Stockholm School of Economics Bansal, Ravi
Duke University and NBER
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414
(32,678)
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7
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Sample Selectivity, Sovereign Risk, Peso Problem, World CAPM.
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7.
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Direct Evidence of Dividend Tax Clienteles
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Dahlquist, Magnus
Stockholm School of Economics Robertsson, Goran
Swedish Institute for Financial Research (SIFR) Rydqvist, Kristian
State University of New York at Binghamton - School of Management
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Posted:
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20 Nov 06
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Last Revised:
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02 Apr 13
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237
(62,702)
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8
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Dahlquist, Magnus
Stockholm School of Economics Robertsson, Goran
Swedish Institute for Financial Research (SIFR) Rydqvist, Kristian
State University of New York at Binghamton - School of Management
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24
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8
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Capital gains tax, dividend tax clienteles, stock ownership, tax incidence
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Dahlquist, Magnus
Stockholm School of Economics Robertsson, Goran
Swedish Institute for Financial Research (SIFR) Rydqvist, Kristian
State University of New York at Binghamton - School of Management
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20 Nov 06
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Last Revised:
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02 Apr 13
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213
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Tax-CAPM, stock ownership, institutional investors, private corporations, foundations, partnerships
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8.
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Söderlind, Paul
University of St. Gallen Dahlquist, Magnus
Stockholm School of Economics Martinez, Jose Vicente
University of Oxford - Said Business School
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229
(65,093)
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Coordinated fund changes, financial advisors, fire sales, 401(k)
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9.
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Dahlquist, Magnus
Stockholm School of Economics de Jong, Frank
Tilburg University - Department of Finance
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216
(69,194)
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11
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Abnormal return measures, Endogenous events, Event studies, Initial public offerings, Long-run underperformance
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10.
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Dahlquist, Magnus
Stockholm School of Economics Engstrom, Stefan
Stockholm School of Economics, Department of Finance Söderlind, Paul
University of St. Gallen
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02 Jun 09
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Last Revised:
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07 Jun 10
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171
(86,980)
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29
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flows, persistence, portfolio evaluation, survivorship bias, style analysis
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11.
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Dahlquist, Magnus
Stockholm School of Economics Robertsson, Goran
Swedish Institute for Financial Research (SIFR)
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139
(104,610)
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15
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Feedback Trading, Momentum, Portfolio Flows
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12.
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Dahlquist, Magnus
Stockholm School of Economics Söderlind, Paul
University of St. Gallen
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20 Aug 99
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Last Revised:
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07 Jun 10
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82
(154,033)
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22
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13.
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Dahlquist, Magnus
Stockholm School of Economics Martinez, Jose Vicente
University of Oxford - Said Business School
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24 Dec 10
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Last Revised:
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02 Apr 11
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65
(176,355)
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Flows, Inertia, Pension Plan Design, Performance, Redemptions
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14.
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Individual Investor Activity and Performance
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Show Abstracts |
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Versions (3)
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Dahlquist, Magnus
Stockholm School of Economics Martinez, Jose Vicente
University of Oxford - Said Business School Söderlind, Paul
University of St. Gallen
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Posted:
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25 Nov 11
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Last Revised:
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12 Mar 12
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64
(177,820)
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Dahlquist, Magnus
Stockholm School of Economics Martinez, Jose Vicente
University of Oxford - Said Business School Söderlind, Paul
University of St. Gallen
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28
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Coordinated fund changes, financial advisors, fire sales, 401(k)
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Dahlquist, Magnus
Stockholm School of Economics Martinez, Jose Vicente
University of Oxford - Said Business School Söderlind, Paul
University of St. Gallen
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8
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401(k), Coordinated fund changes, Financial advisors, Fire sales
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Dahlquist, Magnus
Stockholm School of Economics Martinez, Jose Vicente
University of Oxford - Said Business School Soderlind, Paul
affiliation not provided to SSRN
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28
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Coordinated fund changes, financial advisors, fire sales, 401(k)
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15.
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Bansal, Ravi
Duke University and NBER Dahlquist, Magnus
Stockholm School of Economics
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36
(228,589)
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7
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Credibility, dynamic general equilibrium model, international CAPM, sample selectivity, peso problems
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16.
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Dahlquist, Magnus
Stockholm School of Economics Robertsson, Goran
Swedish Institute for Financial Research (SIFR)
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19
(278,834)
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11
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Feedback trading, momentum, portfolio flows
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17.
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Dahlquist, Magnus
Stockholm School of Economics de Jong, Frank
Tilburg University - Department of Finance
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14
(296,700)
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10
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Abnormal return measures, endogenous events, event studies, initial public offerings, long-run underperformance, pseudo market timing
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