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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
Uncertainty shocks, Reallocation, Growth
Regime switching, term structure of interest rate, reprojection, efficient method of moments
Portfolio Allocation, Hedging Demand, Asset Pricing, Production, Equity Markets, Housing
Long Run Risks, Cointegration, aggregate dividends
Macroeconomic Announcement Premium, Pre-FOMC Announcement Drift, Asymmetric Information, Ambiguity.
Recursive utility, learning, asset price jumps
Learning, confidence risk, asset price dynamics
G1, G12
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Credibility, dynamic general equilibrium model, international CAPM, sample selectivity, peso problems
announcement premium, generalized risk sensitivity, production