A Pedants Approach to Exponential Smoothing

Gibbs Sampling for the Uninitiated

Stochastic Proportional Dividends

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Maximum likelihood estimation of time series models: the Kalman lter and beyond

Why not use SDF‐ rather than Beta Models in Performance Measurement?

Are Institutions Momentum Traders?

Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans?

Pastor Stambaugh

The Demographics of Innovation and Asset Returns

The Role of Interest Rates in Influencing Long-Run Homeownership Rates

Policy Options for State Pensions Systems and Their Impact on Plan Liabilities

An Application of Correlation Clustering to Portfolio Diversification

Human Capital as an Asset Class Implications From a General Equilibrium Model

Why Have U.S. Households Increasingly Relied on Mutual Funds to Own Equity?

A Contingent Claim Analysis of Suicide

Age, Investing Horizon and Asset Allocation

Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options

Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics

Portfolio problems based on jump-diffusion models