Suchergebnisse

Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters

In: Cederburg, Scott, and Michael S. O'Doherty, 2017, Understanding the risk-return relation: The aggregate wealth proxy actually matters, Journal of Business and Economic Statistics, Forthcoming

Asset-Pricing Anomalies at the Firm Level

In: Journal of Econometrics, Forthcoming

Is 'Not Trading' Informative? Evidence from Corporate Insiders' Portfolios

In: Financial Analysts Journal, 78(1): 79-100 https://doi.org/10.1080/0015198X.2021.1984825

Dominated ETFs *

Long-Horizon Losses in Stocks, Bonds, and Bills

In: Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023

Dominated ETFs

On the Economic Significance of Stock Return Predictability

In: Review of Finance

The Safe Withdrawal Rate: Evidence from a Broad Sample of Developed Markets