Issue Date | Title | Author(s) |
Aug-2005 | MARKET LIQUIDITY AND FUNDING LIQUIDITY | Brunnermeier, Markus K.; Pedersen, Lasse Heje |
17-Dec-2002 | Multiple Risky Assets, Transaction Costs and Return Predictability: Implications for Portfolio Choice | Lynch, Anthony W.; Tan, Sinan |
12-Sep-2000 | Mutual Fund Survivorship | Carhart, Mark M.; Carpenter, Jennifer N.; Lynch, Anthony W.; Musto, David K. |
14-Nov-2005 | THE MYTH OF LONG-HORIZON PREDICTABILITY | Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. |
Dec-2003 | OFFSETTING THE INCENTIVES: RISK SHIFTING AND BENEFITS OF BENCHMARKING IN MONEY MANAGEMENT | Basak, Suleyman; Pavlova, Anna; Shapiro, Alex |
Dec-2002 | Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management | Basak, Suleyman; Pavlova, Anna; Shapiro, Alex |
Aug-2002 | On the Nature of Trading: Do Speculators Leave Footprints? | Silber, William L. |
26-Sep-2000 | Optimal Consumption and Portfolio Allocation under Mean-Reverting Returns: An Exact Solution for Complete Markets | Wachter, Jessica A. |
8-Oct-2002 | Optimum Centralized Portfolio Construction with Decentralized Portfolio Management | Elton, Edwin J.; Gruber, Martin J. |
2001 | Optimum Centralized Portfolio Construction with Decentralized Portfolio Management | Elton, Edwin J.; Gruber, Martin J. |
16-Aug-2000 | Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns | Dai, Qiang |
7-Oct-2005 | PARTICIPANT REACTION AND THE PERFORMANCE OF FUNDS OFFERED BY 401(K) PLANS | Elton, Edwin J.; Gruber, Martin J.; Blake, Christopher R. |
Jul-2003 | POLITICAL NEWS AND STOCK PRICES: THE CASE OF SADDAM HUSSEIN CONTRACTS | Amihud, Yakov; Wohl, Avi |
19-Nov-2001 | Portfolio and Consumption Decisions under Mean-Revering Returns: An Exact Solution for Complete Markets | Wachter, Jessica A. |
Oct-2000 | Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability | Lynch, Anthony W. |
2004 | PORTFOLIO PERFORMANCE AND AGENCY | Dybvig, Philip H.; Farnsworth, Heber K.; Carpenter, Jennifer |
Dec-1999 | Portfolio Performance and Agency | Dybvig, Philip H.; Farnsworth, Heber K.; Carpenter, Jennifer |
1-Nov-2005 | RECONCILING THE RETURN PREDICTABILITY EVIDENCE IN-SAMPLE FORECASTS, OUT-OF-SAMPLE FORECASTS, AND PARAMETER INSTABILITY | Lettau, Martin; Nieuwerburgh, Stijn Van |
Oct-2000 | Risk and Return: Some New Evidence | Guo, Hui; Whitelaw, Robert |
Oct-2001 | Risk Management with Benchmarking | Basak, Suleyman |