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 9,746 (771)

Citation 17

Abstract:

Volatility Managed Portfolios

NBER Working Paper No. w22208

Number of pages: 57 Posted: 02 May 2016 Last Revised: 07 Mar 2022

Alan Moreira and Tyler Muir

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

Downloads 113 (336,344)

Citation 56

Abstract:

2.

When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response

Number of pages: 69 Posted: 04 May 2020 Last Revised: 28 Aug 2021

Valentin Haddad, 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 2,003 (11,335)

Citation 9

Abstract:

3.

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 1,816 (13,219)

Citation 42

Abstract:

4.

Hedging Risk Factors

Number of pages: 83 Posted: 24 Mar 2018 Last Revised: 28 Sep 2019

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 1,785 (13,595)

Citation 7

Abstract:

5.

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 1,137 (26,785)

Citation 16

Abstract:

6.

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

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Citation 151

Abstract:

7.

Volatility Expectations and Returns

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Citation 2

2

Volatility Expectations and Returns

Number of pages: 84 Posted: 30 Oct 2019 Last Revised: 12 Dec 2020

Lars A. Lochstoer and Tyler Muir

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

Downloads 781 (44,723)

Citation 2

Abstract:

Volatility Expectations and Returns

NBER Working Paper No. w28102

Number of pages: 85 Posted: 16 Nov 2020 Last Revised: 15 Apr 2022

Lars A. Lochstoer and Tyler Muir

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

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Abstract:

8.

Intermediaries and Asset Prices: International Evidence since 1870

Review of Financial Studies

Number of pages: 153 Posted: 14 Feb 2018 Last Revised: 02 Jul 2021

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

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Citation 5

Abstract:

9.

The Cost of Capital of the Financial Sector

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Citation 12

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

Downloads 438 (93,152)

Citation 16

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

Downloads 181 (231,385)

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

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Abstract:

10.

Mobile Collateral Versus Immobile Collateral

Downloads 431 ( 95,712)

Citation 9

3

Mobile Collateral Versus Immobile Collateral

Number of pages: 36 Posted: 03 Aug 2015 Last Revised: 18 May 2020

Gary B. Gorton, Toomas Laarits and Tyler Muir

Yale School of Management, New York University (NYU) - Department of Finance and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 338 (125,289)

Citation 3

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 65 (471,531)

Citation 1

Abstract:

Mobile Collateral Versus Immobile Collateral

NBER Working Paper No. w22619

Number of pages: 55 Posted: 12 Sep 2016 Last Revised: 22 Apr 2022

Gary B. Gorton and Tyler Muir

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

Downloads 28 (661,680)

Citation 5

Abstract:

11.

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 231 (185,121)

Abstract:

12.

1930: First Modern Crisis

Downloads 14 (234,513)

Citation 1

1

1930: First Modern Crisis

NBER Working Paper No. w25452

Number of pages: 32 Posted: 15 Jan 2019 Last Revised: 18 Jul 2022

Gary B. Gorton, Toomas Laarits and Tyler Muir

Yale School of Management, New York University (NYU) - Department of Finance and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 14 (780,788)

Citation 2

Abstract:

13.

When Selling Becomes Viral: Disruptions in Debt Markets in the Covid-19 Crisis and the Fed's Response

NBER Working Paper No. w27168

Number of pages: 53 Posted: 18 May 2020 Last Revised: 27 Mar 2022

Valentin Haddad, 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 91 (385,121)

Citation 5

Abstract:

14.

How Credit Cycles Across a Financial Crisis

NBER Working Paper No. w23850

Number of pages: 56 Posted: 25 Sep 2017 Last Revised: 03 Mar 2022

Arvind Krishnamurthy and Tyler Muir

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

Downloads 54 (507,766)

Citation 10

Abstract:

15.

Aggregate External Financing and Savings Waves

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Citation 31

2

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 28 (661,680)

Citation 12

Abstract:

Aggregate External Financing and Savings Waves

NBER Working Paper No. w20442

Number of pages: 34 Posted: 08 Sep 2014 Last Revised: 11 May 2022

Andrea L. Eisfeldt and Tyler Muir

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

Downloads 8 (842,805)

Citation 9

Abstract:

16.

Do Intermediaries Matter for Aggregate Asset Prices?

NBER Working Paper No. w28692

Number of pages: 79 Posted: 19 Apr 2021 Last Revised: 26 May 2022

Valentin Haddad and Tyler Muir

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

Downloads 6 (831,732)

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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 (16)

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Volatility Expectations and Returns

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The Cost of Capital of the Financial Sector

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Do Intermediaries Matter for Aggregate Asset Prices?

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