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Records found: 23

DP14843	More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency Author(s): Adrian Buss and Savitar Sundaresan Published: June 2020
DP14264	Do Role Models Affect Risk-Taking Behavior? The Case of Minorities Author(s): Yosef Bonaparte, Sarah Khalaf and George Korniotis Published: December 2019
DP14115	The Leverage Factor: Credit Cycles and Asset Returns Author(s): Josh Davis and Alan M. Taylor Published: November 2019
DP14096	Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings Author(s): Harry Huizinga, Maximilian Todtenhaupt, Johannes Voget and Wolf Wagner Published: November 2019
DP13019	Tactical Target Date Funds Author(s): Francisco J Gomes, Alexander Michaelides and Yuxin Zhang Published: June 2018
DP12900	Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency Author(s): Matthijs Breugem and Adrian Buss Published: April 2018
DP10706	Asymmetries and Portfolio Choice Author(s): Magnus Dahlquist, Adam Farago and Roméo Tédongap Published: July 2015
DP10685	What Do Stock Markets Tell Us About Exchange Rates? Author(s): Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio Valente Published: July 2015
DP10595	A Multivariate Model of Strategic Asset Allocation with Longevity Risk Author(s): Emilio Bisetti, Carlo A. Favero, Giacomo Nocera and Claudio Tebaldi Published: May 2015
DP9691	Asset Market Participation and Portfolio Choice over the Life Cycle Author(s): Andreas Fagereng, Charles Gottlieb and Luigi Guiso Published: October 2013
DP8090	U.S. Monetary Shocks and Global Stock Prices Author(s): Luc Laeven and Hui Tong Published: November 2010
DP6959	Sovereign Wealth Funds: Their Investment Strategies and Performance Author(s): Vidhi Chhaochharia and Luc Laeven Published: September 2008
DP6721	Home Bias at the Fund Level Author(s): Harald Hau and Hélène Rey Published: March 2008
DP5148	Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach Author(s): Lorenzo Garlappi, Raman Uppal and Tan Wang Published: July 2005
DP5142	How Inefficient is the 1/N Asset-Allocation Strategy? Author(s): Victor DeMiguel, Lorenzo Garlappi and Raman Uppal Published: July 2005
DP5041	Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach Author(s): Lorenzo Garlappi, Raman Uppal and Tan Wang Published: May 2005
DP3868	Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk Author(s): Francisco J Gomes and Alexander Michaelides Published: April 2003
DP3464	International Asset Allocation with Time-Varying Investment Opportunities Author(s): David Blake and Allan Timmermann Published: July 2002
DP3306	Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies Author(s): Leonid Kogan and Raman Uppal Published: April 2002
DP3305	Systemic Risk and International Portfolio Choice Author(s): Sanjiv Ranjan Das and Raman Uppal Published: April 2002
DP3144	Macroeconomic Influences on Optimal Asset Allocation Author(s): Thomas Flavin and Michael R. Wickens Published: January 2002
DP3070	A Multivariate Model of Strategic Asset Allocation Author(s): John Y Campbell, Yeung Lewis Chan and Luis M Viceira Published: November 2001
DP1618	Performance Measurement using Multiple Asset Class Portfolio Data Author(s): David Blake, Bruce N Lehmann and Allan Timmermann Published: June 1997

Records Found 23