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

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

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

12

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11,909

CITATIONS
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SSRN RANKINGS

Top 14,497

in Total Papers Citations

25

Scholarly Papers (12)

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1.

Volatility-Managed Portfolios

Downloads 6,991 ( 781)

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 6,919 (783)

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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 72 (314,613)

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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 1,583 (10,066)

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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 792 (28,747)
Citation 22

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cross sectional asset pricing, financial intermediation

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 747 (31,182)

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5.

Hedging Risk Factors

Number of pages: 38 Posted: 24 Mar 2018 Last Revised: 20 Jan 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 615 (40,468)

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

6.

The Cost of Capital of the Financial Sector

Downloads 411 ( 67,225)

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 274 (105,725)

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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 133 (207,127)

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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 (619,042)
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asset pricing, cost of capital, financial intermediation

7.

Mobile Collateral Versus Immobile Collateral

Downloads 314 ( 91,758)

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 247 (117,919)

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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 53 (369,080)

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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 14 (555,116)

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8.

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 214 (136,352)

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intermediary asset pricing, return predictability

9.

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 (136,352)

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Asset Pricing, Financial Intermediation

10.

1930: First Modern Crisis

Downloads 6 (403,602)

1930: First Modern Crisis

NBER Working Paper No. w25452
Number of pages: 32 Posted: 15 Jan 2019
Gary B. Gorton, Toomas Laarits and Tyler Muir
Yale School of Management, Yale SOM and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 6 (605,616)
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11.

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 (522,754)
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12.

Aggregate External Financing and Savings Waves

Downloads 6 (579,697)
Citation 3

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 (626,926)
Citation 3

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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 3 (626,926)
Citation 3

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Cost of External Finance, Issuance Waves, Cash, Business Cycles