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A Pedants Approach to Exponential Smoothing
Documents A Pedants Approach to Exponential Smoothing
Gibbs Sampling for the Uninitiated
Documents Gibbs Sampling for the Uninitiated
Stochastic Proportional Dividends
Documents Stochastic Proportional Dividends
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Documents Show
Maximum likelihood estimation of time series models: the Kalman lter and beyond
Documents Maximum likelihood estimation of time series models: the Kalman lter and beyond
Are Institutions Momentum Traders?
Documents Are Institutions Momentum Traders?
Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans?
Documents Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans?
Pastor Stambaugh
Documents Pastor Stambaugh
The Demographics of Innovation and Asset Returns
Documents The Demographics of Innovation and Asset Returns
The Role of Interest Rates in Influencing Long-Run Homeownership Rates
Documents The Role of Interest Rates in Influencing Long-Run Homeownership Rates
Policy Options for State Pensions Systems and Their Impact on Plan Liabilities
Documents Policy Options for State Pensions Systems and Their Impact on Plan Liabilities
An Application of Correlation Clustering to Portfolio Diversification
Documents An Application of Correlation Clustering to Portfolio Diversification
Why Have U.S. Households Increasingly Relied on Mutual Funds to Own Equity?
Documents Why Have U.S. Households Increasingly Relied on Mutual Funds to Own Equity?
Human Capital as an Asset Class Implications From a General Equilibrium Model
Documents Human Capital as an Asset Class Implications From a General Equilibrium Model
A Contingent Claim Analysis of Suicide
Documents A Contingent Claim Analysis of Suicide
Age, Investing Horizon and Asset Allocation
Documents Age, Investing Horizon and Asset Allocation
Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options
Documents Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options
Why not use SDF‐ rather than Beta Models in Performance Measurement?
Documents Why not use SDF‐ rather than Beta Models in Performance Measurement?
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics
Documents Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics
Portfolio problems based on jump-diffusion models
Documents Portfolio problems based on jump-diffusion models
Duality Approaches to Robust Portfolio Choice
Documents Duality Approaches to Robust Portfolio Choice