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University of Pennsylvania - The Wharton School
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capital structure, cost of debt, optimal leverage
predictive regressions, present-value models
Equity Risk Premium, Pricing Dividends, Trading Dividends, Return Predictability
Dividend Strips, Equity Risk Premium, Term Structure of Equity
Equity risk premium, dividend strips, excess volatility
Mutual Funds, Skill, Compensation
capital structure, cost of debt
Asset Pricing Models, Factor Models, Test, Mutual Fund Flows
Growth expectations, Equity risk premium, Term structure of equity
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
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This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP10633.
corporate bonds, equity, fixed income, term structure, volatility
Dynamic portfolio choice, pension plans
Decentralized investment management, performance benchmark
Matching, Capital Allocation, Theory of the Firm
Real Misallocations, Asset Pricing Anomalies
File name: DP7781.
DSGE models, Epstein-Zin Preferences, Likelihood Estimation
Habit formation, Cross Section, Expected Returns, Markups
Charlatans, Regulation, Information Disclosure, Licensing
Managerial Skill Mutual Fund Performance
Decision Analysis, Game Theory
Asset Allocation, Managerial Assumptions, Pensions, Regulations
pensions, pension benefit guaranty corporation, insurance valuation
This is a Wiley-Blackwell Other paper. Wiley-Blackwell Other charges $10.00 .
File name: j-6622.
Mutual Funds, Equilibrium, Alpha, Size, Rational Expectations
Term structure of equity, dividend strips, dividend futures, taxes
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