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Optimal Decentralized Investment Management.
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- Journal of Finance (Wiley-Blackwell), 2008, v. 63, n. 4, p. 1849, doi. 10.1111/j.1540-6261.2008.01376.x
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- Article
Dynamic Portfolio Selection by Augmentingthe Asset Space.
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- Journal of Finance (Wiley-Blackwell), 2006, v. 61, n. 5, p. 2187, doi. 10.1111/j.1540-6261.2006.01055.x
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- Article
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve.
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- Journal of Finance (Wiley-Blackwell), 2004, v. 59, n. 6, p. 2623, doi. 10.1111/j.1540-6261.2004.00711.x
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- Article
Range-Based Estimation of Stochastic Volatility Models.
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- Journal of Finance (Wiley-Blackwell), 2002, v. 57, n. 3, p. 1047, doi. 10.1111/1540-6261.00454
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- Article
Variable Selection for Portfolio Choice.
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- Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 4, p. 1297
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- Article
Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach.
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- Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 5, p. 1609, doi. 10.1111/0022-1082.00162
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- Article
HEDGING DEMANDS IN HEDGING CONTINGENT CLAIMS.
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- Review of Economics & Statistics, 2003, v. 85, n. 1, p. 119, doi. 10.1162/003465303762687758
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- Article
Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
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- Computational Economics, 2007, v. 29, n. 3/4, p. 355, doi. 10.1007/s10614-006-9073-z
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- Article
Price discovery in the treasury futures market.
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- Journal of Futures Markets, 2007, v. 27, n. 11, p. 1021, doi. 10.1002/fut.20275
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- Article
Can Hedge Funds Time the Market?
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- International Review of Finance, 2019, v. 19, n. 2, p. 459, doi. 10.1111/irfi.12171
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- Article
Linear Approximations and Tests of Conditional Pricing Models.
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- Review of Finance, 2018, v. 22, n. 2, p. 455, doi. 10.1093/rof/rfy003
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- Article
When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions*.
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- Review of Finance, 2010, v. 14, n. 1, p. 119, doi. 10.1093/rof/rfp006
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- Article
Resolving Macroeconomic Uncertainty in Stock and Bond Markets.
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- Review of Finance, 2009, v. 13, n. 1, p. 1, doi. 10.1093/rof/rfn025
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- Article
What Does Equity Sector Orderflow Tell Us About the Economy?
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- Review of Financial Studies, 2011, v. 24, n. 11, p. 3688, doi. 10.1093/rfs/hhr067
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- Article
The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
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- Review of Financial Studies, 2010, v. 23, n. 2, p. 863, doi. 10.1093/rfs/hhp087
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- Article
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns.
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- Review of Financial Studies, 2009, v. 22, n. 9, p. 3411, doi. 10.1093/rfs/hhp003
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- Article
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market.
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- Review of Financial Studies, 2009, v. 22, n. 3, p. 925, doi. 10.1093/rfs/hhm088
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- Article
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability.
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- Review of Financial Studies, 2005, v. 18, n. 3, p. 831, doi. 10.1093/rfs/hhi019
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- Article