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Harvard Business School - Finance Unit
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Mutual funds, lifecyce funds, lifestyle funds, risk-based investing, age-based investing, long-term asset allocation, asset allocation, portfolio choice,investing, human capital, pension funds, defined-contribution pension funds, retirement, Social Security, TIPS, inflation, mean-reversion, risk
Foreign exchange, Siegel's paradox, risk management
portfolio choice, value premium
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id932108.
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Intertemporal hedging, portfolio choice, risk and value, growth investing
Expectations hypothesis, Liquidity, Term premia, TIPS
Nominal Bond Beta, New-Keynesian Model, Taylor Rule
Hedging Demand, Intertemporal Portfolio Choice, And Mean Reversion
Term structure of interest rates, inflation risk, time varying expected returns, bond return predictability, expectations hypothesis, macro asset pricing
File name: DP4160.
Foreign Exchange Rates, Home Bias, Intertemporal Hedging Demand, Portfolio Choice, Uncovered Interest Parity
File name: DP3463.
Home bias, portfolio choice, foreign exchange rates, intertemporal hedging demand, uncovered interest parity
Continuous-time, Estimation, Stochastic Volatility, Characteristic Function
Term structure, Real interest rate risk, Inflation risk, Inflation-Indexed Bonds
File name: DP3070.
Intertemporal hedging demand, portfolio choice, predictability, strategic asset allocation
File name: SSRN-id743125.
Risk-return tradeoff, mean-variance analysis, long-horizon investing, vector autoregression
Euro, Reserve Currency, Currency hedging, Market Integration, Beta decomposition
File name: SSRN-id743114.
Long-horizon investing, dynamic portfolio choice, intertemporal hedging, stochastic volatility, spectral GMM, recursive utility
Portfolio Management, Asset Allocation, Investment Theory, Portfolio Theory
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