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Asset Management

Collection's Items: 41 to 60 of 68

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