Matthijs Breugem

University of Turin - Collegio Carlo Alberto

Piazza Albarello 8

Torino, Torino 10122

Italy

SCHOLARLY PAPERS

7

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823

SSRN CITATIONS
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in Total Papers Citations

12

CROSSREF CITATIONS

7

Scholarly Papers (7)

Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency

INSEAD Working Paper No. 2017/21/FIN
Number of pages: 56 Posted: 01 Feb 2017 Last Revised: 19 Oct 2018
Matthijs Breugem and Adrian Buss
University of Turin - Collegio Carlo Alberto and INSEAD - Finance
Downloads 372 (84,604)

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benchmarking, institutional investors, informational efficiency, asset allocation, asset pricing

Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency

NBER Working Paper No. w23561
Number of pages: 49 Posted: 10 Jul 2017
Matthijs Breugem and Adrian Buss
University of Turin - Collegio Carlo Alberto and INSEAD - Finance
Downloads 14 (617,998)

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Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency

CEPR Discussion Paper No. DP12900
Number of pages: 52 Posted: 24 May 2018
Matthijs Breugem and Adrian Buss
University of Turin - Collegio Carlo Alberto and INSEAD - Finance
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Citation 4
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asset allocation, Asset Pricing, benchmarking, Informational efficiency, institutional investors

Survey Expectations and the Equilibrium Risk-Return Trade Off

Number of pages: 45 Posted: 17 Dec 2011 Last Revised: 04 Aug 2018
Matthijs Breugem and Roberto Marfè
University of Turin - Collegio Carlo Alberto and University of Turin - Collegio Carlo Alberto
Downloads 255 (128,217)
Citation 2

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risk-return trade off, survey expectations, pro-cyclical optimism, asset pricing puzzles, heterogeneous preferences

Survey Expectations and the Equilibrium Risk-Return Trade Off

Number of pages: 45 Posted: 15 Mar 2012 Last Revised: 04 Aug 2018
Matthijs Breugem and Roberto Marfè
University of Turin - Collegio Carlo Alberto and University of Turin - Collegio Carlo Alberto
Downloads 97 (291,228)
Citation 2

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risk-return trade off, survey expectations, general equilibrium, optimism, asset pricing puzzles, heterogeneous preferences, external habit, forecast errors, closed-form expression

3.

The Information Rat Race

Number of pages: 57 Posted: 17 Aug 2014 Last Revised: 02 Mar 2015
Matthijs Breugem
University of Turin - Collegio Carlo Alberto
Downloads 83 (318,842)

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information acquisition, dynamic equilibrium, portfolio choice, transaction tax, delegated portfolio management

4.

Corporate Policies and the Term Structure of Risk

Number of pages: 53
Matthijs Breugem, Roberto Marfè and Francesca Zucchi
University of Turin - Collegio Carlo Alberto, University of Turin - Collegio Carlo Alberto and Federal Reserve Board
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Temporary vs. permanent shocks, Term structure of risk prices, Corporate horizon

5.

Dynamic Portfolio Choice with Information Acquisition

Posted: 20 Jan 2014
Matthijs Breugem and Marija Djordjevic
University of Turin - Collegio Carlo Alberto and Independent

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Portfolio Choice, Information Acquisition

6.

Incomplete Market Equilibria Solved on the GPU

Posted: 22 May 2013
Matthijs Breugem
University of Turin - Collegio Carlo Alberto

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Fixed Transaction Costs, Incomplete Markets, Dynamic Portfolio Choice, GPU

7.

A Test of the International CAPM Using Optimal Instruments

Posted: 11 Mar 2013 Last Revised: 15 May 2020
Matthijs Breugem
University of Turin - Collegio Carlo Alberto

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Exchange Rate Risk, Instrumental Variables, International Asset Pricing, GMM