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microsoft word - hedgefunds 2008 june.docnarayan y. naikc,, melvyn teod ar.h. smith school of business, university of maryland, md, u.s.a. btanaka business school, imperial
investing for the long run when returns are predictable nicholas barberis* abstract we examine how the evidence of predictability in asset returns affects optimal portfolio…
8/14/2019 economic links and predictable returns 1/35the journal of finance vol. lxiii, no. 4 august 2008economic links and predictable returnslauren cohen and andrea frazziniabstractthis…
jussi keppo, tyler shumway and daniel weagley∗ january 7, 2021 abstract we document significant persistence in the market timing performance of active indi- vidual
lin peng muhammed yönaç dexin zhou this draft: february 22, 2021 abstract we propose a new measure of cross-firm linkages that are based on the social connect-
dynamic trading with predictable returns and transaction costs∗ nicolae gârleanu and lasse heje pedersen† august, 2012 abstract we derive a closed-form optimal dynamic…
dynamic trading with predictable returns and transaction costs dynamic portfolio choice with frictions nicolae gârleanu uc berkeley cepr and nber lasse h pedersen new york…
the journal of finance • vol lxviii no 6 • december 2013 dynamic trading with predictable returns and transaction costs nicolae gârleanu and lasse heje pedersen∗…
journal of economic perspectives—volume 29, number 4—fall 2015—pages 61–88 t he last several decades have witnessed a shift away from a fully rational paradigm of…
dynamic trading with predictable returns and transaction costsnicolae b. garleanu lasse h. pedersen working paper 15205 http://www.nber.org/papers/w15205 cambridge, ma 02138
1 innovation search strategy and predictable returns: a bias for novelty tristan fitzgerald a, benjamin balsmeier b, lee fleming a, c, and gustavo manso a a) haas school…
kent daniel david hirshleifer working paper 21945 http://www.nber.org/papers/w21945 cambridge, ma 02138 january 2016 this paper was prepared for the journal of economic perspectives
vol. 4, no. 07; 2020 issn: 2456-7760 market hypothesis and random walk theory using nigerian market data *1,2,3,4,5 department of finance, faculty of management sciences,
dynamic asset allocation with predictable returns and transaction costs pierre collin-dufresne école polytechnique fédérale de lausanne email: [email protected]…
competition markups and predictable returns alexandre corhay � howard kung: lukas schmid§ january 2015 imperfect competition is a significant source of time-varying risk…
innovation search strategy and predictable returns tristan fitzgerald a, benjamin balsmeier b, lee fleming c, d, and gustavo manso d a mays business school, texas am university,…
predictable stock returns in the united states and japan: a study of long-term capital market integration the harvard community has made this article openly available. please
a fact of life_12-22-05_jedc.docequilibrium model with unpredictable fundamentals neal maroney the university of new orleans college of business administration new orleans,
first draft: july 1992 current version: august 1 1994 predictable risk and returns in emerging markets∗ campbell r harvey duke university durham nc 27708 usa national bureau…
nber working paper series dynamic trading with predictable returns and transaction costs nicolae b garleanu lasse h pedersen working paper 15205 http:wwwnberorgpapersw15205…