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

9

DOWNLOADS
Rank 3,915

SSRN RANKINGS

Top 3,915

in Total Papers Downloads

8,481

CITATIONS
Rank 14,594

SSRN RANKINGS

Top 14,594

in Total Papers Citations

25

Scholarly Papers (9)

1.
Downloads 5,006 ( 1,144)

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
Yale University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 4,985 (1,144)

Abstract:

Volatility Managed Portfolios

NBER Working Paper No. w22208
Number of pages: 57 Posted: 02 May 2016
Alan Moreira and Tyler Muir
Yale University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 21 (461,725)
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Abstract:

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 (28,811)
Citation 22

Abstract:

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 (10,485)

Abstract:

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 177 (143,661)

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: 24 Sep 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 105 (219,904)

Abstract:

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 (557,573)
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Abstract:

asset pricing, cost of capital, financial intermediation

5.
Downloads 277 ( 92,333)
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 277 (91,830)
Citation 3

Abstract:

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 0
Citation 3

Abstract:

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 198 (129,382)

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 49 (342,114)

Abstract:

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
Gary B. Gorton and Tyler Muir
Yale School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 10 (525,609)
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Abstract:

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 (122,651)

Abstract:

Asset Pricing, Financial Intermediation

8.

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 (499,008)
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Abstract:

9.

Should Long-Term Investors Time Volatility?

Number of pages: 62 Posted: 03 Dec 2016 Last Revised: 30 May 2017
Alan Moreira and Tyler Muir
Yale University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 0 (75,584)

Abstract: