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 8,386 (679)

Citation 22

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 85 (320,139)

Citation 41

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 1,702 (10,529)

Citation 31

Abstract:

3.

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 1,157 (19,121)

Citation 4

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 961 (25,137)

Citation 10

Abstract:

5.

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 873 (28,833)

Citation 82

Abstract:

6.

The Cost of Capital of the Financial Sector

Downloads 478 ( 64,013)

Citation 9

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 326 (99,508)

Citation 10

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 148 (214,348)

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 (700,086)

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Abstract:

7.

Intermediaries and Asset Prices: International Evidence since 1870

Number of pages: 145 Posted: 14 Feb 2018 Last Revised: 30 Jun 2020

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 387 (82,344)

Citation 1

Abstract:

8.

Mobile Collateral Versus Immobile Collateral

Downloads 357 ( 90,412)

Citation 2

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 277 (118,841)

Citation 2

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 61 (386,480)

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 19 (588,066)

Abstract:

9.

Volatility Expectations and Returns

Number of pages: 71 Posted: 30 Oct 2019 Last Revised: 02 Dec 2019

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 309 (106,183)

Citation 2

Abstract:

10.

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 220 (150,526)

Abstract:

11.

1930: First Modern Crisis

Downloads 11 (247,129)

1

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

Downloads 11 (646,333)

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Abstract:

12.

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

Number of pages: 46 Posted: 04 May 2020 Last Revised: 08 May 2020

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 82 (324,345)

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 May 2020

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 36 (474,523)

Abstract:

14.

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 27 (519,501)

Citation 6

Abstract:

15.

Aggregate External Financing and Savings Waves

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Citation 22

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 11 (646,333)

Citation 8

Abstract:

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 6 (684,170)

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 (15)

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The Cost of Capital of the Financial Sector

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1930: First Modern Crisis

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