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Dynamic strategies, mean-variance optimization, multiperiod choice, efficient frontier, buy-and-hold investment
Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values
Asset Pricing Theory, Asset Pricing - Empirical, Asset Pricing - Equilibrium Models
Sample Selectivity, Sovereign Risk, Peso Problem, World CAPM.
Term Structure of Interest Rates, Yield Curve, Regime Switching, Risk Premium, Expectation Hypothesis, Business Cycle, Efficient Method of Moments, EMM
Regime switching, term structure of interest rate, reprojection, efficient method of moments
Uncertainty shocks, Reallocation, Safe Public Capital
Portfolio Allocation, Hedging Demand, Asset Pricing, Production, Equity Markets, Housing
Long Run Risks, Cointegration, aggregate dividends
Learning, confidence risk, asset price dynamics
Recursive utility, learning, asset price jumps
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
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Credibility, dynamic general equilibrium model, international CAPM, sample selectivity, peso problems
G1, G12
This is a National Bureau of Economic Research Paper. NBER charges a fee of $5.00 for this paper.
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announcement premium, generalized risk sensitivity, production
