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JEL: G17 - Financial Forecasting and Simulation
Journal Article
Is There Investment Value in the Soft-Dollar Arrangement? Evidence from Mutual Funds Get access
The Review of Financial Studies, Volume 36, Issue 8, August 2023, Pages 3122–3162, https://doi.org/10.1093/rfs/hhad010
Published: 24 January 2023
Journal Article
Nowcasting Net Asset Values: The Case of Private Equity Get access
The Review of Financial Studies, Volume 36, Issue 3, March 2023, Pages 945–986, https://doi.org/10.1093/rfs/hhac045
Published: 25 July 2022
Journal Article
Subjective Bond Returns and Belief Aggregation Get access
The Review of Financial Studies, Volume 35, Issue 8, August 2022, Pages 3710–3741, https://doi.org/10.1093/rfs/hhab115
Published: 20 October 2021
Journal Article
Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios Get access
The Review of Financial Studies, Volume 35, Issue 3, March 2022, Pages 1222–1278, https://doi.org/10.1093/rfs/hhab041
Published: 04 April 2021
Journal Article
Bond Risk Premiums with Machine Learning Get access
The Review of Financial Studies, Volume 34, Issue 2, February 2021, Pages 1046–1089, https://doi.org/10.1093/rfs/hhaa062
Published: 25 May 2020
Journal Article
Empirical Asset Pricing via Machine Learning
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 2223–2273, https://doi.org/10.1093/rfs/hhaa009
Published: 26 February 2020
Journal Article
New Methods for the Cross-Section of Returns
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 1879–1890, https://doi.org/10.1093/rfs/hhaa019
Published: 26 February 2020
Journal Article
Factor Timing Get access
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 1980–2018, https://doi.org/10.1093/rfs/hhaa017
Published: 24 February 2020
Journal Article
Geographic Lead-Lag Effects Get access
The Review of Financial Studies, Volume 33, Issue 10, October 2020, Pages 4721–4770, https://doi.org/10.1093/rfs/hhz145
Published: 08 January 2020
Journal Article
Testing for Multiple-Horizon Predictability: Direct Regression Based versus Implication Based Get access
The Review of Financial Studies, Volume 33, Issue 9, September 2020, Pages 4403–4443, https://doi.org/10.1093/rfs/hhz135
Published: 11 November 2019
Journal Article
The Equity Premium and the One Percent Get access
The Review of Financial Studies, Volume 33, Issue 8, August 2020, Pages 3583–3623, https://doi.org/10.1093/rfs/hhz121
Published: 07 October 2019
Journal Article
Measuring Tail Risks at High Frequency Get access
The Review of Financial Studies, Volume 32, Issue 9, September 2019, Pages 3571–3616, https://doi.org/10.1093/rfs/hhy133
Published: 13 December 2018
Journal Article
Replicating Anomalies Get access
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 2019–2133, https://doi.org/10.1093/rfs/hhy131
Published: 10 December 2018
Journal Article
Structural GARCH: The Volatility-Leverage Connection Get access
The Review of Financial Studies, Volume 31, Issue 2, February 2018, Pages 449–492, https://doi.org/10.1093/rfs/hhx099
Published: 12 September 2017
Journal Article
Estimating Security Betas Using Prior Information Based on Firm Fundamentals Get access
The Review of Financial Studies, Volume 29, Issue 4, April 2016, Pages 1072–1112, https://doi.org/10.1093/rfs/hhv131
Published: 29 December 2015
