Author Page for Tyler Muir

Volatility-Managed Portfolios

Journal of Finance, Forthcoming

Number of pages: 76 Posted: 12 Sep 2015 Last Revised: 08 Mar 2017

Alan Moreira and Tyler Muir

University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 6,543 (832)

Abstract:

Volatility Managed Portfolios

NBER Working Paper No. w22208

Number of pages: 57 Posted: 02 May 2016

Alan Moreira and Tyler Muir

University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 66 (321,358)

Abstract:

2.

Financial Crises and Risk Premia

Number of pages: 52 Posted: 17 Jan 2014 Last Revised: 03 Nov 2016

Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 1,547 (10,061)

Abstract:

3.

Financial Intermediaries and the Cross-Section of Asset Returns

Journal of Finance, December 2014, AFA 2012 Chicago Meetings Paper

Number of pages: 58 Posted: 23 Mar 2011 Last Revised: 20 Nov 2014

Tobias Adrian, Erkko Etula and Tyler Muir

International Monetary Fund, Independent and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 785 (28,171)

Citation 22

Abstract:

4.

Should Long-Term Investors Time Volatility?

Number of pages: 61 Posted: 03 Dec 2016 Last Revised: 16 Jan 2018

Alan Moreira and Tyler Muir

University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 634 (37,641)

Abstract:

5.

Hedging Risk Factors

Number of pages: 34 Posted: 24 Mar 2018 Last Revised: 17 Apr 2018

Bernard Herskovic, Alan Moreira and Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 467 (55,890)

Abstract:

6.

The Cost of Capital of the Financial Sector

Downloads 379 ( 71,724)

3

The Cost of Capital of the Financial Sector

Number of pages: 57 Posted: 22 Dec 2015 Last Revised: 17 Dec 2016

Tobias Adrian, Evan Friedman and Tyler Muir

International Monetary Fund, Columbia University and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 248 (113,938)

Abstract:

The Cost of Capital of the Financial Sector

FRB of NY Staff Report No. 755

Number of pages: 52 Posted: 11 Jan 2016 Last Revised: 11 Nov 2017

Tobias Adrian, Evan Friedman and Tyler Muir

International Monetary Fund, Columbia University and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 127 (209,021)

Abstract:

The Cost of Capital of the Financial Sector

CEPR Discussion Paper No. DP11031

Number of pages: 53 Posted: 12 Jan 2016

Tobias Adrian, Evan Friedman and Tyler Muir

International Monetary Fund, Columbia University and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 4 (603,183)

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Abstract:

7.

Mobile Collateral Versus Immobile Collateral

Downloads 304 ( 92,207)

3

Mobile Collateral Versus Immobile Collateral

Number of pages: 55 Posted: 03 Aug 2015

Gary B. Gorton and Tyler Muir

Yale School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 238 (118,897)

Abstract:

Mobile Collateral Versus Immobile Collateral

BIS Working Paper No. 561

Number of pages: 56 Posted: 07 Jun 2016

Gary B. Gorton and Tyler Muir

Yale School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 52 (362,618)

Abstract:

Mobile Collateral Versus Immobile Collateral

NBER Working Paper No. w22619

Number of pages: 55 Posted: 12 Sep 2016 Last Revised: 28 Sep 2016

Gary B. Gorton and Tyler Muir

Yale School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 14 (542,095)

Abstract:

8.

Intermediary Leverage and the Cross-Section of Expected Returns

Number of pages: 41 Posted: 07 Jun 2010 Last Revised: 09 Jun 2010

Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 214 (132,477)

Abstract:

9.

Intermediaries and Asset Prices: Evidence from the U.S., U.K., and Japan, 1870-2016

Number of pages: 95 Posted: 14 Feb 2018 Last Revised: 16 Jun 2018

Matthew Baron and Tyler Muir

Cornell University - Samuel Curtis Johnson Graduate School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 169 (164,527)

Abstract:

10.

How Credit Cycles Across a Financial Crisis

NBER Working Paper No. w23850

Number of pages: 55 Posted: 25 Sep 2017

Arvind Krishnamurthy and Tyler Muir

Stanford Graduate School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 16 (510,537)

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Abstract:

11.

Aggregate External Financing and Savings Waves

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Citation 3

2

Aggregate External Financing and Savings Waves

NBER Working Paper No. w20442

Number of pages: 34 Posted: 08 Sep 2014

Andrea L. Eisfeldt and Tyler Muir

UCLA Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 3 (610,320)

Citation 3

Abstract:

Aggregate External Financing and Savings Waves

Journal of Monetary Economics, Vol. 84, No. 1, 2016

Number of pages: 34 Posted: 07 Oct 2018

Andrea L. Eisfeldt and Tyler Muir

UCLA Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 2 (619,984)

Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management

Assistant Professor of Finance

National Bureau of Economic Research (NBER)

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Scholarly Papers (11)

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The Cost of Capital of the Financial Sector

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How Credit Cycles Across a Financial Crisis

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