Jules Hans van Binsbergen : Citation Profile


Are you Jules Hans van Binsbergen?

Stanford University

9

H index

9

i10 index

369

Citations

RESEARCH PRODUCTION:

10

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 33
   Journals where Jules Hans van Binsbergen has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 2 (0.54 %)

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   Permalink: http://citec.repec.org/pva668
   Updated: 2018-04-21    RAS profile: 2015-09-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jules Hans van Binsbergen.

Is cited by:

Marfè, Roberto (20)

Weber, Michael (11)

Lopez, Pierlauro (11)

Pedersen, Lasse (8)

Eisenbach, Thomas (7)

Lopez-Salido, David (6)

Pastor, Lubos (5)

Borovička, Jaroslav (5)

Hansen, Lars (5)

Cenedese, Gino (5)

Fossen, Frank (4)

Cites to:

Campbell, John (7)

Croce, Mariano (6)

Ludvigson, Sydney (6)

Van Nieuwerburgh, Stijn (5)

Castro, Rui (4)

Clementi, Gian Luca (4)

Piazzesi, Monika (4)

Ang, Andrew (4)

Fama, Eugene (4)

Lustig, Hanno (4)

Wachter, Jessica (4)

Main data


Where Jules Hans van Binsbergen has published?


Journals with more than one article published# docs
Journal of Finance3

Working Papers Series with more than one paper published# docs
Research Papers / Stanford University, Graduate School of Business2

Recent works citing Jules Hans van Binsbergen (2018 and 2017)


YearTitle of citing document
2017Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas . In: Papers. RePEc:arx:papers:1610.07694.

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2017Sharp Target Range Strategy for Multiperiod Portfolio Choice by Decensored Least Squares Monte Carlo. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas . In: Papers. RePEc:arx:papers:1704.00416.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2018An improved Least Squares Monte Carlo method for portfolio optimization with high dimensional control. (2018). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas . In: Papers. RePEc:arx:papers:1803.11467.

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2017Economies of Scope, Resource Relatedness, and the Dynamics of Corporate Diversification. (2017). Sakhartov, Arkadiy V. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:11:p:2168-2188.

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2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

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2017Swedish Equity Mutual Funds 1993-2013: Performance, Persistence and Presence of Skill. (2017). Flam, Harry ; Vestman, Roine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6713.

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2017The Information Content of Dividends: Safer Profits, Not Higher Profits. (2017). Weber, Michael ; Rossi, Stefano ; Michaely, Roni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6751.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2017The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Heipertz, Jonas ; Mihov, Ilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12137.

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2017Do operating leases expand credit capacity? Evidence from borrowing costs and credit ratings. (2017). Mann, Steven ; Mihov, Vassil T ; Lim, Steve C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:100-114.

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2017Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178.

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2017Debt covenants and the speed of capital structure adjustment. (2017). devos, erik ; Tsang, Desmond ; Rahman, Shofiqur . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:1-18.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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2017Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-Ocarroll, James . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2017Equity premium prediction: The role of economic and statistical constraints. (2017). Tsiakas, Ilias ; Li, Jiahan. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:56-75.

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2018Reward schemes. (2018). Lagziel, David ; Lehrer, Ehud . In: Games and Economic Behavior. RePEc:eee:gamebe:v:107:y:2018:i:c:p:21-40.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2017Dividends, earnings, and predictability. (2017). Moller, Stig V ; Sander, Magnus . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:153-163.

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2017Out-of-sample equity premium predictability and sample split–invariant inference. (2017). Karapandza, Rasa ; Kolev, Gueorgui I. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:188-201.

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2018Contracting to compete for flows. (2018). Donaldson, Jason Roderick ; Piacentino, Giorgia. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:289-319.

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2017The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.

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2017Customer–supplier relationships and corporate tax avoidance. (2017). Maydew, Edward L ; Cen, Ling ; Zuo, Luo ; Zhang, Liandong . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:377-394.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

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2018Carry. (2018). , Ralph ; Vrugt, Evert B ; Pedersen, Lasse Heje ; Moskowitz, Tobias J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:197-225.

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2018Four centuries of return predictability. (2018). Golez, Benjamin ; Koudijs, Peter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:248-263.

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2017The cross-section and time series of stock and bond returns. (2017). Van Nieuwerburgh, Stijn ; Lustig, Hanno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:50-69.

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2017Macro Risks and the Term Structure of Interest Rates. (2017). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-58.

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2017The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Heipertz, Jonas ; Mihov, Ilian. In: Working Papers. RePEc:fip:fedlwp:2017-028.

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2017Horizon-dependent risk aversion and the timing and pricing of uncertainty. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne. In: Staff Reports. RePEc:fip:fednsr:703.

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2018A Review of Norges Banks Active Management of the Government Pension Fund Global. (2018). Ødegaard, Bernt ; Dahlquist, Magnus . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2018_001.

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2017Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem. (2017). Oosterlee, Cornelis W ; Cong, Fei . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9569-0.

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2017Predicting stock returns in the presence of uncertain structural changes and sample noise. (2017). Mantilla-Garcia, Daniel ; Vaidyanathan, Vijay . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0290-3.

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2017On the value and determinants of the interest tax shields. (2017). Menichini, Amilcar A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:3:d:10.1007_s11156-016-0566-0.

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2017Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence. (2017). Mitchell, Olivia ; Rogalla, Ralph ; Schimetschek, Tatjana ; Maurer, Raimond. In: NBER Working Papers. RePEc:nbr:nberwo:23073.

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2017Investment-Horizon Spillovers. (2017). Chinco, Alexander M ; Ye, Mao. In: NBER Working Papers. RePEc:nbr:nberwo:23650.

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2017Macro-Finance. (2017). Cochrane, John. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:945-985..

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Economics Series Working Papers. RePEc:oxf:wpaper:846.

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2018Decentralized strategic asset allocation with global constraints. (2018). Lee, Minho ; Anis, Hassan ; Kwon, Roy H. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0057-4.

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2017Federal Reserve Credibility and the Term Structure of Interest Rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: MPRA Paper. RePEc:pra:mprapa:78253.

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2018Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences. (2018). Swanson, Eric. In: Review of Economic Dynamics. RePEc:red:issued:13-261.

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2018Real Exchange Variability in a Two-Country Business Cycle Model. (2018). Tretvoll, Hakon. In: Review of Economic Dynamics. RePEc:red:issued:13-34.

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2018A New Keynesian Q Theory and the Link Between Inflation and the Stock Market. (2018). Lopez, Pierlauro. In: Review of Economic Dynamics. RePEc:red:issued:16-134.

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2017Global Variance Term Premia and Intermediary Risk Appetite. (2017). van Tassel, Peter . In: 2017 Meeting Papers. RePEc:red:sed017:149.

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2017The Term Structure of the Price of Variance Risk. (2017). Wang, Yichuan ; Andries, Marianne ; Schmalz, Martin ; Eisenbach, Thomas . In: 2017 Meeting Papers. RePEc:red:sed017:1641.

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2017Level and Volatility Shocks to Fiscal Policy: Term Structure Implications. (2017). Bretscher, Lorenzo ; Tamoni, Andrea ; Hsu, Alex . In: 2017 Meeting Papers. RePEc:red:sed017:258.

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2017Monetary Policy and the Stock Market: Time Series Evidence. (2017). Weber, Michael ; Neuhierl, Andreas . In: 2017 Meeting Papers. RePEc:red:sed017:304.

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2017Labor Rigidity and the Dynamics of the Value Premium. (2017). Marfè, Roberto ; Marfe, Roberto . In: 2017 Meeting Papers. RePEc:red:sed017:466.

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2017Term Structure of Risk on Macrofinance Models. (2017). Zviadadze, Irina. In: 2017 Meeting Papers. RePEc:red:sed017:965.

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2017Numerical solutions to dynamic portfolio problems with upper bounds. (2017). Broadie, Mark ; Shen, Weiwei . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-016-0270-5.

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2017Essays on robust asset pricing. (2017). Horvath, Ferenc. In: Other publications TiSEM. RePEc:tiu:tiutis:e54d7b33-1f27-4b0e-9f84-f96636a04c1e.

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2017The Present Value Relation Over Six Centuries: The Case of the Bazacle Company. (2017). Goetzmann, Will ; Pouget, Sebastien ; le Bris, David . In: TSE Working Papers. RePEc:tse:wpaper:31621.

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2017A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events. (2017). Epper, Thomas ; Fehr-Duda, Helga . In: Economics Working Paper Series. RePEc:usg:econwp:2017:05.

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2017(Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: Discussion Papers. RePEc:zbw:bubdps:302017.

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2017Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: CFR Working Papers. RePEc:zbw:cfrwps:1508.

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2017Optimal social security claiming behavior under lump sum incentives: Theory and evidence. (2017). Mitchell, Olivia ; Schimetschek, Tatjana ; Rogalla, Ralph ; Maurer, Raimond. In: SAFE Working Paper Series. RePEc:zbw:safewp:164.

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Works by Jules Hans van Binsbergen:


YearTitleTypeCited
2012On the Timing and Pricing of Dividends In: American Economic Review.
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article59
On the Timing and Pricing of Dividends.() In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 59
paper
2010On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 59
paper
2011An Empirical Model of Optimal Capital Structure In: Journal of Applied Corporate Finance.
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article1
2008Optimal Decentralized Investment Management In: Journal of Finance.
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article22
2006Optimal Decentralized Investment Management.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22
paper
2010Predictive Regressions: A Present-Value Approach In: Journal of Finance.
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article90
2010Predictive Regressions: A Present-value Approach.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 90
paper
2010The Cost of Debt In: Journal of Finance.
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article33
2010The Cost of Debt.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 33
paper
2015The Term Structure of Returns: Facts and Theory In: CEPR Discussion Papers.
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paper12
2015The Term Structure of Returns: Facts and Theory.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 12
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2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers.
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2012The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 76
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2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers.
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2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive.
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2014Collective pension schemes and individual choice In: Journal of Pension Economics and Finance.
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article1
2015Assessing Asset Pricing Models Using Revealed Preference In: Research Papers.
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paper2
2014Assessing Asset Pricing Models Using Revealed Preference.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
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2014Measuring Skill in the Mutual Fund Industry In: Research Papers.
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paper3
2013Equity yields In: Journal of Financial Economics.
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article32
2011Equity Yields.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 32
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2007Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? In: Computational Economics.
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article13
2014Financial Valuation of PBGC Insurance with Market‐Implied Default Probabilities In: NBER Chapters.
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chapter1
2014Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities.(2014) In: Tax Policy and the Economy.
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This paper has another version. Agregated cites: 1
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2007Optimal Asset Allocation in Asset Liability Management In: NBER Working Papers.
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2012Measuring Managerial Skill in the Mutual Fund Industry In: NBER Working Papers.
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2014Matching Capital and Labor In: NBER Working Papers.
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2017Real Anomalies In: NBER Working Papers.
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2017Regulation of Charlatans in High-Skill Professions In: NBER Working Papers.
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2008Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers.
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2011A Term Structure of Growth In: 2011 Meeting Papers.
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