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1. Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. (2012). Pedersen, Thomas ; Engsted, Tom.
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2. Strategic asset allocation and intertemporal demands: with commodities as an asset class. (2010). Su, Yongyang ; Lau, Chi Keung ; Lau, Marco Chi Keung, .
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3. 1/N and long run optimal portfolios: results for mixed asset menus. (2010). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
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4. Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective. (2010). Hyde, Stuart ; Guidolin, Massimo.
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5. The current account as a dynamic portfolio choice problem. (2009). Didier, Tatiana ; Lowenkron, Alexandre .
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6. A stochastic programming approach for multi-period portfolio optimization. (2009). Geyer, Alois ; Hanke, Michael ; Weissensteiner, Alex.
   In: Computational Management Science.
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7. Asset-Liability Management under time-varying Investment Opportunities. (2009). Ferstl, Robert ; Weissensteiner, Alex.
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8. Are Stocks Really Less Volatile in the Long Run?. (2009). Stambaugh, Robert ; Pastor, Lubos.
   In: NBER Working Papers.
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9. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
   In: NBER Working Papers.
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10. Small caps in international equity portfolios: the effects of variance risk. (2009). Nicodano, Giovanna ; Guidolin, Massimo.
    In: Annals of Finance.
    RePEc:kap:annfin:v:5:y:2009:i:1:p:15-48.

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11. Time and risk diversification in real estate investments: assessing the ex post economic value. (2009). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-001.

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12. Challenges in macro-finance modeling. (2009). Kim, Don H..
    In: Review.
    RePEc:fip:fedlrv:y:2009:i:sep:p:519-544:n:v.91no.5,pt.2.

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13. Are Stocks Really Less Volatile in the Long Run?. (2009). Stambaugh, Robert ; Pastor, Lubos.
    In: CEPR Discussion Papers.
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14. Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios. (2009). Zaffaroni, Paolo ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
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15. Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak. (2009). Engsted, Tom.
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16. Risk-based supervision of pension funds : a review of international experience and preliminary assessment of the first outcomes. (2008). Rocha, Roberto ; Hinz, Richard ; Brunner, Gregory .
    In: Policy Research Working Paper Series.
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17. Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts. (2008). Mitchell, Olivia ; Horneff, Wolfram J. ; Maurer, Raimond H. ; Stamos, Michael Z..
    In: NBER Working Papers.
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18. Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts. (2008). Horneff, Wolfram J. ; Maurer, Raimond H. ; Mitchel, Olivia S. ; Stamos, Michael Z..
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19. Financial Risk Aversion and Household Asset Diversification. (2008). Stephan, Andreas ; Schäfer, Dorothea ; Barasinska, Nataliya ; Schafer, Dorothea.
    In: Working Paper Series in Economics and Institutions of Innovation.
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20. Challenges in macro-finance modeling. (2008). Kim, Don.
    In: Finance and Economics Discussion Series.
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21. Bond positions, expectations, and the yield curve. (2008). Schneider, Martin ; Piazzesi, Monika.
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22. Assets returns volatility and investment horizon: The French case. (2008). Gollier, Christian ; Bec, Frédérique.
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23. Financial Risk Aversion and Household Asset Diversification. (2008). Stephan, Andreas ; Schäfer, Dorothea ; Barasinska, Nataliya ; Schafer, Dorothea.
    In: Discussion Papers of DIW Berlin.
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24. Financial Risk Aversion and Household Asset Diversification. (2008). Stephan, Andreas ; Schäfer, Dorothea ; Barasinska, Nataliya ; Schafer, Dorothea.
    In: SOEPpapers on Multidisciplinary Panel Data Research.
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25. Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution. (2008). Pedersen, Thomas.
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26. Mortgage Timing. (2007). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J Koijen, ; van Hemert, Otto .
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27. Global Currency Hedging. (2007). Viceira, Luis ; Campbell, John ; Medeiros, Karine Serfaty-de .
    In: NBER Working Papers.
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28. Investing for the Long-run in European Real Estate. (2007). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:34:y:2007:i:1:p:35-80.

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29. Small caps in international equity portfolios: the effects of variance risk. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-075.

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30. Inflation-linked bonds from a central bank perspective. (2007). Rixtel, Adrian ; Garcia, Juan Angel.
    In: Occasional Papers.
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31. Optimal Decentralized Investment Management. (2006). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W..
    In: NBER Working Papers.
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32. Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal?. (2006). Horneff, Wolfram J. ; Maurer, Raimond H. ; Stamos, Michael Z..
    In: Working Papers.
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33. Dynamic asset allocation and latent variables. (2006). Sorensen, Carsten ; Trolle, Anders Bjerre.
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34. Investing for the long-run in European real estate. (2006). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-028.

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35. Asset allocation under multivariate regime switching. (2006). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-002.

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36. Optimal Value and Growth Tilts in Long-Horizon Portfolios. (2006). Viceira, Luis ; Jurek, Jakub W.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5773.

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37. Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence. (2005). Wohar, Mark ; Rapach, David E..
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:329.

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38. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
    In: NBER Working Papers.
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39. Solving General Equilibrium Models with Incomplete Markets and Many Assets. (2005). Hnatkovska, Viktoria ; Evans, Martin.
    In: NBER Technical Working Papers.
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40. An Empirical Analysis of U.S. Aggregate Portfolio Allocations. (2005). St-Amour, Pascal ; Normandin, Michel.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0503.

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41. An Empirical Analysis of U.S. Aggregate Portfolio Allocations. (2005). Normandin, Michel ; Saint-Amour, Pascal .
    In: Cahiers de recherche.
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42. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4914.

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43. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. (2005). Viceira, Luis ; Chacko, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4913.

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44. Optimal Convergence Trading. (2004). Kargin, Vladislav.
    In: Finance.
    RePEc:wpa:wuwpfi:0401003.

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45. A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability. (2004). Santa-Clara, Pedro ; Goyal, Amit ; Brandt, Michael W. ; Storud, Jonathan.
    In: NBER Working Papers.
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46. Ratchet vs Blasé Investors and Asset Markets. (2004). St-Amour, Pascal.
    In: CIRANO Working Papers.
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47. Are TIPS really tax disadvantaged? Rethinking the tax treatment of U.S. Treasury Inflation Indexed Securities. (2003). Hein, Scott ; Mercer, Jeffrey M..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-9.

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48. Strategic Asset Allocation in a Continuous Time VAR Model. (2003). Viceira, Luis ; Campbell, John ; Rodriguez, Jorge ; Chacko, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4160.

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49. Optimal Convergence Trading. (2003). Kargin, Vladislav.
    In: Papers.
    RePEc:arx:papers:math/0302104.

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50. Occupational Choice and the Private Equity Premium Puzzle. (2002). Hintermaier, Thomas ; Steinberger, Thomas.
    In: Economics Series.
    RePEc:ihs:ihsesp:122.

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