1

Optimal and Naive Diversification in Currency Markets

Year:
2016
Language:
english
File:
PDF, 847 KB
english, 2016
2

On the Risk and Return of the Carry Trade

Year:
2012
Language:
english
File:
PDF, 1024 KB
english, 2012
4

External habit: Anything goes

Year:
2016
Language:
english
File:
PDF, 335 KB
english, 2016
5

Asset Prices with Temporary Shocks to Consumption

Year:
2014
Language:
english
File:
PDF, 588 KB
english, 2014
6

Asset Pricing with Heterogeneous Agents and Long-Run Risk

Year:
2017
Language:
english
File:
PDF, 1.85 MB
english, 2017
7

What Do Asset Pricing Models Say About Asset Prices?

Year:
2012
Language:
english
File:
PDF, 305 KB
english, 2012
8

Long-Run UIP Holds Even in the Short Run

Year:
2013
Language:
english
File:
PDF, 749 KB
english, 2013
9

Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences

Year:
2014
Language:
english
File:
PDF, 915 KB
english, 2014