1

Data-driven smart manufacturing

Year:
2018
Language:
english
File:
PDF, 4.36 MB
english, 2018
2

The Cross-Section of Volatility and Expected Returns

Year:
2006
Language:
english
File:
PDF, 327 KB
english, 2006
3

Regime Changes and Financial Markets

Year:
2012
Language:
english
File:
PDF, 996 KB
english, 2012
5

What does the yield curve tell us about GDP growth?

Year:
2006
Language:
english
File:
PDF, 497 KB
english, 2006
7

Digital Journalism: Defined, Refined, or Re-defined

Year:
2019
Language:
english
File:
PDF, 741 KB
english, 2019
12

Downside Risk

Year:
2006
Language:
english
File:
PDF, 4.79 MB
english, 2006
13

How to Discount Cashflows with Time-Varying Expected Returns

Year:
2004
Language:
english
File:
PDF, 273 KB
english, 2004
14

Hedge fund leverage

Year:
2011
Language:
english
File:
PDF, 744 KB
english, 2011
15

Total Portfolio Factor, Not Just Asset, Allocation

Year:
2017
Language:
english
File:
PDF, 2.01 MB
english, 2017
16

Risk, return, and dividends

Year:
2007
Language:
english
File:
PDF, 416 KB
english, 2007
17

How Regimes Affect Asset Allocation

Year:
2004
Language:
english
File:
PDF, 2.29 MB
english, 2004
18

The Joint Cross Section of Stocks and Options

Year:
2014
Language:
english
File:
PDF, 815 KB
english, 2014
19

Will Demographic Change Slow China's Rise?

Year:
2013
Language:
english
File:
PDF, 338 KB
english, 2013
20

Liability-Driven Investment with Downside Risk

Year:
2013
Language:
english
File:
PDF, 978 KB
english, 2013
21

A Generalized Earnings Model of Stock Valuation

Year:
1998
Language:
english
File:
PDF, 2.08 MB
english, 1998
22

Regime Switches in Interest Rates

Year:
2002
Language:
english
File:
PDF, 414 KB
english, 2002
24

Yield Curve Predictors of Foreign Exchange Returns

Year:
2010
Language:
english
File:
PDF, 298 KB
english, 2010
25

Using Stocks or Portfolios in Tests of Factor Models

Year:
2019
Language:
english
File:
PDF, 593 KB
english, 2019
27

The Term Structure of Real Rates and Expected Inflation

Year:
2008
Language:
english
File:
PDF, 1.67 MB
english, 2008
29

Do macro variables, asset markets, or surveys forecast inflation better?

Year:
2007
Language:
english
File:
PDF, 585 KB
english, 2007
30

Asymmetric correlations of equity portfolios

Year:
2002
Language:
english
File:
PDF, 617 KB
english, 2002
31

CAPM over the long run: 1926–2001

Year:
2007
Language:
english
File:
PDF, 482 KB
english, 2007
33

Asset Pricing in the Dark: The Cross-Section of OTC Stocks

Year:
2013
Language:
english
File:
PDF, 475 KB
english, 2013
34

Inflation and Individual Equities

Year:
2012
Language:
english
File:
PDF, 2.81 MB
english, 2012
37

Downside Correlation and Expected Stock Returns

Year:
2001
Language:
english
File:
PDF, 283 KB
english, 2001
38

Investing for the Long Run

Year:
2011
Language:
english
File:
PDF, 211 KB
english, 2011
39

Taxes on Tax-Exempt Bonds

Year:
2010
Language:
english
File:
PDF, 306 KB
english, 2010
42

Systemic sovereign credit risk: Lessons from the U.S. and Europe

Year:
2013
Language:
english
File:
PDF, 459 KB
english, 2013
43

Do Demographic Changes Affect Risk Premiums? Evidence from International Data

Year:
2005
Language:
english
File:
PDF, 503 KB
english, 2005
46

How to Discount Cashflows with Time-Varying Expected Returns

Year:
2004
Language:
english
File:
PDF, 4.00 MB
english, 2004
49

Estimating Time-Varying Factor Exposures (Corrected October 2017)

Year:
2017
Language:
english
File:
PDF, 1.15 MB
english, 2017
50

What's in Your Benchmark? A Factor Analysis of Major Market Indexes

Year:
2017
Language:
english
File:
PDF, 654 KB
english, 2017