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Koijen, Ralph S. J.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
22,678 |
Total
Citations
200 |
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1.
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Rodriguez, Juan Carlos
Tilburg University and CentER Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
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07 Jun 06
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Last Revised:
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28 Jan 09
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3,237
(1,185)
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7
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Return predictability, Momentum, Mean reversion, Portfolio choice
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2.
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Predictive Regressions: A Present-Value Approach
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Versions (2)
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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Posted:
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04 Mar 07
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Last Revised:
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16 Aug 10
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2,741
(1,610)
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30
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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20
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30
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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04 Mar 07
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Last Revised:
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16 Feb 09
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2,721
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30
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predictive regressions, present-value models
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3.
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The Cross-Section and Time-Series of Stock and Bond Returns
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Versions (4)
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Lustig, Hanno N.
National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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Posted:
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11 Feb 09
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Last Revised:
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28 Sep 12
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2,457
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28
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Lustig, Hanno N.
National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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2
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28
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bond risk premium, cross-section of stock returns
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Lustig, Hanno N.
National Bureau of Economic Research (NBER) Nieuwerburgh, Stijn Van
affiliation not provided to SSRN
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| Posted: |
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13 Jan 12
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Last Revised:
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30 Aug 12
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107
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28
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Lustig, Hanno N.
National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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69
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28
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Lustig, Hanno N.
National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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| Posted: |
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11 Feb 09
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Last Revised:
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30 Aug 12
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2,279
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28
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4.
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On the Timing and Pricing of Dividends
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Brandt, Michael W.
Duke University - Fuqua School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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Posted:
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12 Feb 10
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Last Revised:
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12 Oct 11
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2,250
(2,309)
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9
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Brandt, Michael W.
Duke University - Fuqua School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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16 Mar 11
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Last Revised:
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09 Oct 11
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124
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9
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Dividend Strips, Equity Risk Premium, Term Structure of Equity
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Brandt, Michael W.
Duke University - Fuqua School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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17 Nov 10
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Last Revised:
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02 Apr 11
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111
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9
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Equity risk premium, dividend strips, excess volatility
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Brandt, Michael W.
Duke University - Fuqua School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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18
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9
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Brandt, Michael W.
Duke University - Fuqua School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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| Posted: |
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12 Feb 10
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Last Revised:
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12 Oct 11
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1,997
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9
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Equity Risk Premium, Pricing Dividends, Trading Dividends, Return Predictability
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5.
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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23 Mar 09
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Last Revised:
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17 Oct 12
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1,628
(4,030)
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15
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mutual fund performance measurement, structural estimation
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6.
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Equity Yields
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Versions (3)
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Hueskes, Wouter
APG Asset Management Koijen, Ralph S. J.
University of Chicago - Booth School of Business Vrugt, Evert B.
VU University Amsterdam, PGO-IM
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Posted:
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27 Jan 11
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Last Revised:
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24 Jul 12
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1,313
(5,884)
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Hueskes, Wouter
APG Asset Management Koijen, Ralph S. J.
University of Chicago - Booth School of Business Vrugt, Evert B.
VU University Amsterdam, PGO-IM
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22
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Hueskes, Wouter
APG Asset Management Koijen, Ralph S. J.
University of Chicago - Booth School of Business Vrugt, Evert B.
VU University Amsterdam, PGO-IM
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| Posted: |
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08 Sep 11
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Last Revised:
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15 Mar 12
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248
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Hueskes, Wouter
APG Asset Management Koijen, Ralph S. J.
University of Chicago - Booth School of Business Vrugt, Evert B.
VU University Amsterdam, PGO-IM
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| Posted: |
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27 Jan 11
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Last Revised:
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24 Jul 12
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1,043
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Growth expectations, Equity risk premium, Term structure of equity
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7.
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Mortgage Timing
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Versions (3)
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hide multiple versions |
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Hemert, Otto
New York University (NYU) - Department of Finance Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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Posted:
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10 Sep 07
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Last Revised:
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07 Feb 12
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1,311
(5,884)
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19
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Hemert, Otto Van
affiliation not provided to SSRN Nieuwerburgh, Stijn Van
affiliation not provided to SSRN
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22
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19
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Hemert, Otto
New York University (NYU) - Department of Finance Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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1,264
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19
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Hemert, Otto
New York University (NYU) - Department of Finance Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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25
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19
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8.
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Optimal Decentralized Investment Management
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Brandt, Michael W.
Duke University - Fuqua School of Business van Binsbergen, Jules H.
Stanford University - Graduate School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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Posted:
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02 Mar 06
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Last Revised:
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08 Sep 10
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1,173
(7,099)
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18
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Brandt, Michael W.
Duke University - Fuqua School of Business van Binsbergen, Jules H.
Stanford University - Graduate School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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35
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18
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Brandt, Michael W.
Duke University - Fuqua School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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1,138
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18
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Decentralized investment management, performance benchmark
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9.
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Predictability of Returns and Cash Flows
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Versions (4)
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Nieuwerburgh, Stijn Van
affiliation not provided to SSRN
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Posted:
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12 Dec 10
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Last Revised:
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07 Feb 12
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1,165
(7,180)
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17
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Nieuwerburgh, Stijn Van
affiliation not provided to SSRN
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158
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17
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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0
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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25
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17
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
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| Posted: |
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12 Dec 10
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Last Revised:
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09 Jan 11
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982
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17
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return predictability, present-value moel, dividend growth predictability
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10.
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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| Posted: |
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01 Mar 07
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Last Revised:
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03 Sep 09
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1,054
(8,520)
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4
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optimal life-cycle portfolio choice, annuity risk
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11.
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When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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Posted:
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01 Mar 07
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Last Revised:
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29 Jul 10
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1,029
(8,855)
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24
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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0
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G11
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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| Posted: |
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01 Mar 07
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Last Revised:
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04 Feb 09
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1,029
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24
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bond risk premia, life-cycle consumption, portfolio choice
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12.
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Determinants and Consequences of Mortgage Default
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Demyanyk, Yuliya S.
Federal Reserve Bank of Cleveland Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Hemert, Otto
New York University (NYU) - Department of Finance
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Posted:
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24 Oct 10
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Last Revised:
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30 Mar 11
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696
(16,116)
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6
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Demyanyk, Yuliya S.
Federal Reserve Bank of Cleveland Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Hemert, Otto
New York University (NYU) - Department of Finance
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| Posted: |
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24 Oct 10
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Last Revised:
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21 Jan 11
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420
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6
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Mortgage default, credit score
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Demyanyk, Yuliya S.
Federal Reserve Bank of Cleveland Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Hemert, Otto
New York University (NYU) - Department of Finance
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| Posted: |
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30 Oct 10
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Last Revised:
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30 Mar 11
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276
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6
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13.
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The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
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Versions (3)
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Fernández-Villaverde, Jesús
University of Pennsylvania - Department of Economics Koijen, Ralph S. J.
University of Chicago - Booth School of Business Rubio-Ramirez, Juan Francisco
Duke University - Department of Economics
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Posted:
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15 Mar 10
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Last Revised:
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09 Mar 11
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621
(18,982)
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10
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Fernández-Villaverde, Jesús
University of Pennsylvania - Department of Economics Koijen, Ralph S. J.
University of Chicago - Booth School of Business Rubio-Ramirez, Juan Francisco
Duke University - Department of Economics van Binsbergen, Jules H.
Stanford University - Graduate School of Business
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2
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10
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DSGE models, Epstein-Zin Preferences, Likelihood Estimation
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Fernández-Villaverde, Jesús
University of Pennsylvania - Department of Economics Koijen, Ralph S. J.
University of Chicago - Booth School of Business Rubio-Ramirez, Juan Francisco
Duke University - Department of Economics
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30
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10
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Fernández-Villaverde, Jesús
University of Pennsylvania - Department of Economics Koijen, Ralph S. J.
University of Chicago - Booth School of Business Rubio-Ramirez, Juan Francisco
Duke University - Department of Economics
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| Posted: |
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15 Mar 10
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Last Revised:
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09 Mar 11
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589
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10
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14.
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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610
(19,507)
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2
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15.
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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| Posted: |
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28 Jul 09
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Last Revised:
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17 Mar 11
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474
(27,313)
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1
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16.
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Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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Posted:
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10 May 11
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Last Revised:
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15 Dec 12
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330
(43,068)
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1
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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3
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1
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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| Posted: |
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10 May 11
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Last Revised:
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15 Dec 12
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327
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1
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Annuity, Health insurance, Life insurance, Life-cycle model, Health expenditure
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17.
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The Cost of Financial Frictions for Life Insurers
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Versions (2)
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hide multiple versions |
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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Posted:
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31 Mar 12
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Last Revised:
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16 Apr 13
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325
(43,981)
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1
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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4
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1
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Yogo, Motohiro
Federal Reserve Bank of Minneapolis
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31 Mar 12
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Last Revised:
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16 Apr 13
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321
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1
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Annuities, Financial crisis, Leverage, Life insurance, Statutory reserve regulation
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18.
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van Binsbergen, Jules H.
Stanford University - Graduate School of Business Brandt, Michael W.
Duke University - Fuqua School of Business Koijen, Ralph S. J.
University of Chicago - Booth School of Business
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209
(71,444)
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7
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19.
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Koijen, Ralph S. J.
University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance Vestman, Roine
Stockholm Institute for Financial Research (SIFR)
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55
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1
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Consumption measurement, consumption inequality, measurement error, surveys, household finance
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