Issue Date | Title | Author(s) |
19-Nov-1997 | Time-Varying Sharpe Ratios and Market Timing | Whitelaw, Robert F. |
Oct-2000 | Risk and Return: Some New Evidence. | Guo, Hui; Whitelaw, Robert F. |
Jul-1999 | Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns | Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. |
7-Sep-2011 | Time-Varying Sharpe Ratios and Market Timing | Whitelaw, Robert F.; Tang, Yi |
7-Sep-2011 | An Explanation of the Forward Premium Puzzle: The Long and the Short of It | Whitelaw, Robert F.; Richardson, Matthew; Boudoukh, Jacob |
28-Apr-2000 | The Valuation and Hedging of Deferred Commission Asset Backed Securities | Boudoukh, Jacob; McAllister, Patrick; Richardson, Matthew; Whitelaw, Robert F. |
8-May-2000 | The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor | Boudoukh, Jacob; Richardson, Matthew P.; Subrahmanyamb, Marti; Whitelaw, Robert F. |
1-Nov-1999 | Regime Shifts and Bond Returns | Boudoukh, Jacob; Richardson, Matthew; Smith, Tom; Whitelaw, Robert F. |
16-Nov-2005 | THE INFORMATION IN LONG-MATURITY FORWARD RATES: IMPLICATIONS FOR EXCHANGE RATES AND THE FORWARD PREMIUM ANOMALY | Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. |
26-Jun-2002 | Do Asset Prices Reflect Fundamentals? Do Asset Prices Reflect Fundamentals? | Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; Whitelaw, Robert F. |