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Alan Moreira

Yale University

Assistant Professor of Finance

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

http://faculty.som.yale.edu/alanmoreira/index.html

  • Yale University

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 4,766

SSRN RANKINGS

Top 4,766

in Total Papers Downloads

7,302

CITATIONS

0

Scholarly Papers (5)

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1.

Volatility-Managed Portfolios

Downloads 5,016 ( 1,143)

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
Yale University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 4,995 (1,135)

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 21 (462,021)
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2.

The Macroeconomics of Shadow Banking

Downloads 1,574 ( 8,575)

The Macroeconomics of Shadow Banking

Journal of Finance, Forthcoming
Number of pages: 56 Posted: 16 Aug 2013 Last Revised: 05 Jan 2017
Alan Moreira and Alexi Savov
Yale University and New York University (NYU) - Department of Finance
Downloads 1,545 (8,688)

Abstract:

Financial intermediation, liquidity transformation, shadow banking, unconventional monetary policy

The Macroeconomics of Shadow Banking

NBER Working Paper No. w20335
Number of pages: 56 Posted: 28 Jul 2014
Alan Moreira and Alexi Savov
Yale University and New York University (NYU) - Department of Finance
Downloads 29 (418,480)

Abstract:

3.

News Implied Volatility and Disaster Concerns

Journal of Financial Economics (JFE), Vol. 123, No. 1, 2017
Number of pages: 63 Posted: 21 Jan 2014 Last Revised: 10 Jan 2017
Asaf Manela and Alan Moreira
Washington University in St. Louis - John M. Olin Business School and Yale University
Downloads 112 (85,502)

Abstract:

Text-based analysis, implied volatility, rare disasters, equity premium, return predictability, machine learning

4.

Capital Immobility and the Reach for Yield

Number of pages: 50 Posted: 23 Oct 2014 Last Revised: 13 Nov 2015
Alan Moreira
Yale University
Downloads 33 (253,543)

Abstract:

financial intermediation, reaching for yield, slow-moving capital

5.

Should Long-Term Investors Time Volatility?

Number of pages: 62 Posted: 03 Dec 2016 Last Revised: 30 May 2017
Alan Moreira and Tyler Muir
Yale University and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 0 (75,666)

Abstract:

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