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DP12281 Why Are REITS Currently So Expensive? 智库出版物
2017
作者:  Stijn Van Nieuwerburgh
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Real estate valuation  Commercial property  Reits  Real estate risk and return  Real estate bubble  
DP11401 Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 智库出版物
2016
作者:  Tobias Adrian;  Richard K. Crump;  Erik Vogt
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Flight-to-safety  Risk-return tradeoff  Dynamic asset pricing  Volatility  Nonparametric estimation and inference  Intermediary asset pricing  Asset management  
DP5930 Rewriting History 智库出版物
2006
作者:  Alexander Ljungqvist;  Felicia Marston
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Equity premium  Uncertainty  Stochastic risk aversion  Time variation in risk and return  Excess volatility  External habit  Term structure  
DP4907 A Theory of Influence: The Strategic Value of Public Ignorance 智库出版物
2005
作者:  Juan Carrillo;  Isabelle Brocas
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Asset pricing  Liquidity  Risk and return  Initial public offering (ipo)  Capital structure  Market efficiency