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

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 4,708

SSRN RANKINGS

Top 4,708

in Total Papers Downloads

6,871

CITATIONS
Rank 15,810

SSRN RANKINGS

Top 15,810

in Total Papers Citations

22

Scholarly Papers (8)

1.
Downloads 3,936 ( 1,573)

Volatility Managed Portfolios

Journal of Finance, Forthcoming
Number of pages: 70 Posted: 12 Sep 2015 Last Revised: 28 Oct 2016
Alan Moreira and Tyler Muir
Yale University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 3,918 (1,557)

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 18 (451,241)

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 (27,712)
Citation 18

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 (14,053)

Abstract:

4.
Downloads 268 ( 89,187)
Citation 4

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 268 (88,740)
Citation 4

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 4

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 132 (173,005)

Abstract:

The Cost of Capital of the Financial Sector

FRB of NY Staff Report No. 755
Number of pages: 52 Posted: 11 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 99 (214,639)

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 3 (533,516)

Abstract:

asset pricing, cost of capital, financial intermediation

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 178 (133,730)

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 43 (339,227)

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 9 (502,269)

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 (116,219)

Abstract:

Asset Pricing, Financial Intermediation

8.

How Should Investors Respond to Increases in Volatility?

Number of pages: 54 Posted: 03 Dec 2016
Alan Moreira and Tyler Muir
Yale University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 0 (117,323)

Abstract: