Stockholm, SE-111 60
Stockholm School of Economics
in Total Papers Downloads
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Benchmarks, strategic asset allocation, tactical asset allocation, dynamic trading strategies, return predictability, trading strategies, active management, passive management, business cycle, yield curve, term structure
Dynamic strategies, mean-variance optimization, multiperiod choice, efficient frontier, buy-and-hold investment
Characteristics, Conditional Information, Foreign Exchange Risk, HML, SMB, World CAPM
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3145.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Characteristics, conditional information, foreign exchange risk, HML, SMB, world CAPM
401(k), coordinated fund changes, defined contribution, financial advisors, mutual fund flows
Coordinated fund changes, defined contribution, 401(k)
File name: DP8744.
401(k), Coordinated fund changes, Financial advisors, Fire sales
Affine model, local and global factors, time-varying risk premia
Sample Selectivity, Sovereign Risk, Peso Problem, World CAPM.
Tax-CAPM, stock ownership, institutional investors, private corporations, foundations, partnerships
File name: SSRN-id979847.
Capital gains tax, dividend tax clienteles, stock ownership, tax incidence
flows, persistence, portfolio evaluation, survivorship bias, style analysis
Age-based investing, default fund, life-cycle model, pension plan design
Age-based investing, default fund, life-cycle model, pension-plan design
File name: DP11052.
age-based investing, default fund, life-cycle model, pension plan design
Abnormal return measures, Endogenous events, Event studies, Initial public offerings, Long-run underperformance
Foreign exchange rates, predictability, surveys, trend following, trends.
Asset allocation, disappointment aversion, downside risk, loss aversion, reference-dependent preferences, skewness.
File name: DP10706.
Asset allocation, Downside risk
Feedback Trading, Momentum, Portfolio Flows
Flows, Inertia, Pension Plan Design, Performance, Redemptions
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: EUFM.
flows, inertia, pension plan design, performance, redemptions
File name: DP3034.
Credibility, dynamic general equilibrium model, international CAPM, sample selectivity, peso problems
File name: DP3033.
Feedback trading, momentum, portfolio flows
File name: SSRN-id611561.
Abnormal return measures, endogenous events, event studies, initial public offerings, long-run underperformance, pseudo market timing
Currency returns, forward premium puzzle, present-value model, real exchange rates, uncovered interest rate parity.
bond risk premia, interest rates, local and global factors, predictability
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