Tyler Muir

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

Assistant Professor of Finance

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 3,305

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Top 3,305

in Total Papers Downloads

10,129

CITATIONS
Rank 14,445

SSRN RANKINGS

Top 14,445

in Total Papers Citations

25

Scholarly Papers (11)

1.
Downloads 6,048 ( 898)

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 6,000 (904)

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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 48 (362,064)

Abstract:

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2.

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 627 (29,335)
Citation 22

Abstract:

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cross sectional asset pricing, financial intermediation

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 555 (10,169)

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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 218 (124,334)

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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 125 (203,236)

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cost of capital, financial intermediation, asset pricing, capital structure

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 (580,884)
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asset pricing, cost of capital, financial intermediation

5.
Downloads 285 ( 94,580)
Citation 3

Aggregate Issuance and Savings Waves

Number of pages: 34 Posted: 13 Jan 2012 Last Revised: 21 May 2014
Andrea L. Eisfeldt and Tyler Muir
UCLA Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 282 (95,190)
Citation 3

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liquidity management, external finance

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 (587,289)
Citation 3

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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 218 (124,334)

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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 (349,200)

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Liquidity regulation, collateral, policy evaluation with economic history

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 12 (535,695)
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7.

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 191 (128,114)

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Asset Pricing, Financial Intermediation

8.

Hedging Risk Factors

Number of pages: 34 Posted: 24 Mar 2018 Last Revised: 17 Apr 2018
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 0 (199,982)

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Risk and Return, Equity Premium, Hedging, Asset Pricing Models, Factor Models

9.

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

Number of pages: 37 Posted: 14 Feb 2018 Last Revised: 25 Mar 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 0 (264,292)

Abstract:

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intermediary asset pricing, return predictability

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 0 (493,096)
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11.

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 0 (48,388)

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