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Wealth of two nations: The US racial wealth gap, 1860-2020 智库出版物
2022
作者:  Ellora Derenoncourt;  Chi Hyun Kim;  Moritz Kuhn;  Moritz Schularick
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
racial wealth gap  Inequality  racial difference  United states  Portfolio  
DP16021 Cross-Country Stock Market Comovement: A Macro Perspective 智库出版物
2022
作者:  Alexios Anagnostopoulos;  Orhan Erem Atesagaoglu;  Elisa Faraglia;  Chryssi Giannitsarou
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Stock market comovement  Foreign direct investment  Multinational firms  Asset pricing  International trade  Portfolio diversification  
DP17269 Wealth and its Distribution in Germany, 1895-2018 智库出版物
2022
作者:  Thilo Albers;  Charlotte Bartels;  Moritz Schularick
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Wealth inequality  Portfolio heterogeneity  Saving  Wealth taxation  
DP17225 Three Common Factors 智库出版物
2022
作者:  Elena Andreou;  Patrick Gagliardini;  Eric Ghysels;  Mirco Rubin
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Testing common factors  Portfolio sorting  Factor zoo  
DP17194 The Virtue of Complexity in Return Prediction 智库出版物
2022
作者:  Semyon Malamud;  Bryan Kelly;  Kangying Zhou
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Portfolio choice  Machine learning  Random matrix theory  Benign overfit  Overparameterization  
DP14840 Informative Social Interactions 智库出版物
2022
作者:  Luc Arrondel;  Héctor Calvo Pardo;  Chryssi Giannitsarou;  Michael Haliassos
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Information networks  Social interactions  Subjective expectations  Peer effects  Household portfolio choice  
DP17042 Strategic Asset Allocation under Peer Group Benchmarks 智库出版物
2022
作者:  Herve Roche;  Nicolas Sahuguet
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Strategic portfolio allocation  Incentive fees  Managed fund industry  Tournaments  Peer-comparison benchmarks  
DP13514 Sovereign Bonds since Waterloo 智库出版物
2022
作者:  Josefin Meyer;  Carmen Reinhart;  Christoph Trebesch
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Sovereign debt  Default  Risk premiums  Investor returns  Interest rates  Portfolio  Yields  Coupons  Recovery  
DP16378 Who Owns What? A Factor Model for Direct Stockholding 智库出版物
2021
作者:  Vimal Balasubramaniam;  John Y Campbell;  Benjamin Ranish
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Stockholding  Factor models  Coholdings  Portfolio construction  Diversification  Retail investors  
DP16334 The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors 智库出版物
2021
作者:  Aleksandra Rzeznik;  Kathleen Weiss-Hanley
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Corporate social responsibility  Esg rating agencies  Sustainable investments  Socially responsible investing  Esg  Portfolio choice