Rochester, NY 14627
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Simon Business School, University of Rochester
National Bureau of Economic Research (NBER)
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Anomalies, Alphas, Factor Regressions, Asset Pricing Tests
public pensions, financial risk, state and local governments, portfolio choice, municipal bonds
Real Options, General Equilibrium, Asset Pricing, Real Estate, Development
G12, E22, R14
pensions, state and local government, public finance
public pensions, financial risk, state and local governments, portfolio choice
fiscal imbalances, deficits, public debt, interest rates, borrowing costs, public employee pensions, public pension funds
Investment, Irreversibility, Real Estate, Tobin's Q, Real Options, General Equilibrium, Multiple Goods, Interest Rates, Asset Pricing
pensions, pension benefit guaranty corporation, insurance valuation
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