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Yale School of Management - International Center for Finance
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G11, G23, G24
financial history, equity premium
Hedge funds, funds-of-funds, incentive fees
Short Sales, Market Efficiency, Market Crashes
Individual investors, diversification, over-confidence, trend-following behavior, local bias.
Individual investors, diversification, local bias, over-confidence, trend-following behavior
Hedge Funds, Operational Risk, Due Diligence
Behavioral Finance, real estate, investing, risk, uncertainty
Hedge funds, operational risk, SEC filing, Form ADV
mutual funds, hedge funds, investments, the Omega Score
Investor Sentiment, Mutual Fund Flows, Bull and Bear Funds, Factor Pricing Mod
Stock Splits, Clientele Change, Market Efficiency, Noise Trading, Investor Sophistication, Splits, Clientele Shift, Liquidity
Art market, Equities, Income inequality, Cointegration, Comovement
Weather Effect, Market Efficiency, Order Flow, Volatility, Individual Behavior
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: eufm.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Asset Allocation, Real Estate
Hedge funds, private equity, alternative assets, portfolio choice
International Diversification, Modern Portfolio Theory, International Investment Flows, British Overseas Investment
Learning, Asset Pricing, Market Confidence, Behavioral Finance
Real Estate, Finance, Investment
Ratings, Credit Spreads
conditional CAPM, beta-instability risk, value and growth betas, time-varying premium, business cycle, Livingston Survey, investor expectations
Mortgage, Subprime, House prices, Expectations
Crash Beliefs, Availability Bias, Investor Surveys
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
Risk preferences, Risk aversion, Investor clienteles, Value and growth investing
Imperialism, International Finance, Diversification
Procyclical and countercyclical stocks, business cycle, scaled factor model, Livingston Survey, investor expectations
insurance, Telser, risk, insurance portfolio
Index Funds, Heterogeneity of Beliefs, Learning
Social Security, Wage Inedexation
art; auctions; price formation; price indexes; private values; record prices
Portfolio choice, under-diversification, proximity investment, knowledge spillover, city agglomeration
Repeat sales estimators, Real estate index, Simulation
asset pricing, history of finance, consumption risk
Momentum, behavioral finance, capital flows, return predictability
Corporate Governance, Economic History
Hedge funds, stock mispricing, investment value, costly arbitrage
Real Estate, Securitization, mortgage
Soft information, Screenplay Sales, Contract Design, Efficient Markets
Agent-specific vs Context-dependent risk taking, Individual Investor, Trading Behavior, Momentum, Contrarian
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id700671.
Dispersion of opinion, asset prices, volatility
File name: SSRN-id667961.
Portfolio choice, under-diversification, proximity investment, professional specialization, city agglomeration
Regulation FD, earnings announcement, Japanese stock market, Nikkei newspaper
File name: SSRN-id700650.
Disposition effect, asset prices, volatility
File name: ehr.
This is a Now Publishers (01/14-3995) paper. Now Publishers (01/14-3995) charges $39.95 .
File name: SSRN-id2013369.
efficient market hypothesis, CAPM, APT, arbitrage
Risk Measurement and Management: Alternative Investments; Portfolio Management: Hedge Fund strategies; Alternative Investments: Hedge Fund Strategies
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