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BI Norwegian Business School
Tobin's q; Marginal profits-to-q ratio; Investment return; Marginal profit of capital; Variance decomposition; VAR implied predictability; Aggregation bias; Long-horizon regressions; Dividend-to-price ratio; Structural estimation
Tobin's q; Present-value model; Investment return; Variance decomposition; VAR implied predictability; Aggregation bias; Marginal profit of capital; cross-section of q
time-varying capital gains taxation, tax-optimal rebalancing, tax collection from realized capital gains
Social Security, Policy Uncertainty, Portfolio Choice
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Asset Market Bubbles, debt capacity, Fiscal policy, Social security sustainability
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Monte Carlo, American options, OLS regression