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DP16720 Falling Interest Rates and Credit Reallocation: Lessons from General Equilibrium 智库出版物
2022
作者:  Vladimir Asriyan;  Luc Laeven;  Alberto Martin;  Alejandro Van der Ghote;  Victoria Vanasco
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Low interest rates  Financial frictions  Firm heterogeneity  Allocation  Credit  Asset prices  Balance sheet channel  Optimal monetary policy  
DP14264 The Obama Effect: Heightened Risk Tolerance, Optimism, and Wealth Accumulation by Minorities after 2008 智库出版物
2022
作者:  Yosef Bonaparte;  Sarah Khalaf;  George Korniotis
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Risk tolerance  Optimism  Stock ownership  Asset allocation  Wealth gap  Scf  Presidential elections  
DP16635 The Return Expectations of Public Pension Funds 智库出版物
2021
作者:  Aleksandar Andonov;  Joshua Rauh
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Institutional investors  Pension funds  Return expectations  Asset allocation  Extrapolation  
DP14843 More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency 智库出版物
2020
作者:  Adrian Buss;  Savitar Sundaresan
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Passive investing  Informational efficiency  Risk taking  Asset allocation  Asset pricing  
DP14264 Do Role Models Affect Risk-Taking Behavior? The Case of Minorities 智库出版物
2019
作者:  Yosef Bonaparte;  Sarah Khalaf;  George Korniotis
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Asset allocation  Stock ownership  Savings  Trading  Wealth gap  Scf  Psid  
DP14115 The Leverage Factor: Credit Cycles and Asset Returns 智库出版物
2019
作者:  Alan M. Taylor;  Josh Davis
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Debt  Leverage  Cycles  Asset pricing  Return predictability  Asset allocation  
DP14096 Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings 智库出版物
2019
作者:  Harry Huizinga;  Maximilian Todtenhaupt;  Johannes Voget;  Wolf Wagner
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Asset allocation  Capital income taxation  Foreign portfolio investment  
DP13974 A Supply and Demand Approach to Equity Pricing 智库出版物
2019
作者:  Laurent E. Calvet;  Sebastien Betermier;  Evan Jo
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Asset pricing  Anomalies  Capital allocation  General equilibrium  Factor-based investing  Production economy  
DP13019 Tactical Target Date Funds 智库出版物
2018
作者:  Francisco Gomes;  Alexander Michaelides
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Target date funds  Life cycle portfolio choice  Retirement savings  Variance risk premium  Strategic asset allocation  Tactical asset allocation  Market timing  
DP12900 Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency 智库出版物
2018
作者:  Matthijs Breugem;  Adrian Buss
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Benchmarking  Institutional investors  Informational efficiency  Asset allocation  Asset pricing