The Wharton School
3620 Locust Walk
Philadelphia, PA 19104
1050 Massachusetts Avenue
Cambridge, MA 02138
University of Pennsylvania - Finance Department
in Total Papers Downloads
in Total Papers Citations
Mutual fund, performance evaluation
Equity premium, macroeconomic volatility, stock market boom, regime shifts
Decreasing relative risk aversion, Engel curves, Life-cycle model, Nonhomothetic utility, Portfolio choice
Value, Growth, duration, habit formation
Value, growth, duration, habit formation
Rare disasters, Peso problem, Excess volatility
implied volatilities, consumption disasters, jump-diffusions
disaster risk, financial crisis, collateralized debt obligations
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