1

Bond risk, bond return volatility, and the term structure of interest rates

Year:
2012
Language:
english
File:
PDF, 380 KB
english, 2012
3

Who Should Buy Long-Term Bonds?

Year:
2001
Language:
english
File:
PDF, 1.76 MB
english, 2001
6

Understanding Inflation-Indexed Bond Markets

Year:
2009
Language:
english
File:
PDF, 738 KB
english, 2009
7

A multivariate model of strategic asset allocation

Year:
2003
Language:
english
File:
PDF, 338 KB
english, 2003
8

The Term Structure of the Risk–Return Trade-Off

Year:
2005
Language:
english
File:
PDF, 179 KB
english, 2005
9

Global Currency Hedging

Year:
2010
Language:
english
File:
PDF, 3.44 MB
english, 2010
10

Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income

Year:
2001
Language:
english
File:
PDF, 878 KB
english, 2001
11

Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income

Year:
2001
Language:
english
File:
PDF, 262 KB
english, 2001
12

Macroeconomic Drivers of Bond and Equity Risks

Year:
2019
Language:
english
File:
PDF, 1.80 MB
english, 2019
14

Who Should Buy Long-Term Bonds?

Year:
2001
Language:
english
File:
PDF, 3.93 MB
english, 2001
15

Optimal Value and Growth Tilts in Long-Horizon Portfolios

Year:
2006
Language:
english
File:
PDF, 687 KB
english, 2006
16

Bond Risk, Bond Return Volatility, and the Term Structure of Interest Rates

Year:
2007
Language:
english
File:
PDF, 580 KB
english, 2007
20

Global Currency Hedging

Year:
2010
Language:
english
File:
PDF, 338 KB
english, 2010
21

The Term Structure of the Risk: Return Trade-Off

Year:
2005
Language:
english
File:
PDF, 2.11 MB
english, 2005
22

Foreign currency for long-term investors

Year:
2003
Language:
english
File:
PDF, 180 KB
english, 2003
24

Spectral GMM estimation of continuous-time processes

Year:
2003
Language:
english
File:
PDF, 297 KB
english, 2003
25

Monetary Policy Drivers of Bond and Equity Risks

Year:
2013
Language:
english
File:
PDF, 687 KB
english, 2013
27

Global Currency Hedging

Year:
2009
Language:
english
File:
PDF, 559 KB
english, 2009
31

The Excess Burden of Government Indecision

Year:
2012
Language:
english
File:
PDF, 809 KB
english, 2012
33

Who Should Buy Long-Term Bonds?

Year:
1998
File:
PDF, 439 KB
1998
36

Inflation-Indexed Bonds and the Expectations Hypothesis

Year:
2011
Language:
english
File:
PDF, 1.38 MB
english, 2011
37

Global Portfolio Diversification for Long-Horizon Investors

Year:
2017
Language:
english
File:
PDF, 1.11 MB
english, 2017