Stockholm, SE-111 60
Stockholm School of Economics
in Total Papers Downloads
in Total Papers Citations
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
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)
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
Capital gains tax, dividend tax clienteles, stock ownership, tax incidence
flows, persistence, portfolio evaluation, survivorship bias, style analysis
Abnormal return measures, Endogenous events, Event studies, Initial public offerings, Long-run underperformance
Foreign exchange rates, predictability, surveys, trend following, trends.
Age-based investing, default fund, life-cycle model, pension plan design
Age-based investing, default fund, life-cycle model, pension-plan design.
age-based investing, default fund, life-cycle model, pension plan design
Asset allocation, disappointment aversion, downside risk, loss aversion, reference-dependent preferences, skewness.
Asset allocation, Downside risk
Feedback Trading, Momentum, Portfolio Flows
Flows, Inertia, Pension Plan Design, Performance, Redemptions
flows, inertia, pension plan design, performance, redemptions
Credibility, dynamic general equilibrium model, international CAPM, sample selectivity, peso problems
Feedback trading, momentum, portfolio flows
Abnormal return measures, endogenous events, event studies, initial public offerings, long-run underperformance, pseudo market timing
Currency Returns, Forward Premium Puzzle, Long-Run Risk, Real Exchange Rates, Uncovered Interest Rate Parity
bond risk premia, interest rates, local and global factors, predictability
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