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1. Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem?. (2013). Paz, Lourenco ; Gomes, Fabio Augusto Reis, .
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:36:y:2013:i:c:p:63-75.

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2. Wealth dynamics and a bias toward momentum trading. (2012). Lebaron, Blake.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:9:y:2012:i:1:p:21-28.

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3. Moments of multivariate regime switching with application to risk-return trade-off. (2012). Taamouti, Abderrahim.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:19:y:2012:i:2:p:292-308.

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4. Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. (2012). Pedersen, Thomas ; Engsted, Tom.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:19:y:2012:i:2:p:241-253.

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5. Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK. (2008). Hyde, Stuart ; Guidolin, Massimo.
   In: Working Papers.
   RePEc:fip:fedlwp:2008-005.

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6. Return Predictability under Equilibrium Constraints on the Equity Premium. (2008). Timmermann, Allan ; Pettenuzzo, Davide ; Valkanov, Rossen I..
   In: Working Papers.
   RePEc:brd:wpaper:37.

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7. Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors. (2007). KOSTAKIS, ALEXANDROS.
   In: Discussion Papers.
   RePEc:yor:yorken:07/07.

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8. Managing international portfolios with small capitalization stocks. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
   In: Working Papers.
   RePEc:fip:fedlwp:2007-030.

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9. What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model. (2007). Hyde, Stuart ; Guidolin, Massimo.
   In: Working Papers.
   RePEc:fip:fedlwp:2006-029.

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10. 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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11. Optimal Decentralized Investment Management. (2006). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12144.

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12. Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal?. (2006). Stamos, Michael Z. ; Horneff, Wolfram J. ; Maurer, Raimond H..
    In: Working Papers.
    RePEc:mrr:papers:wp146.

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13. Dynamic asset allocation and latent variables. (2006). Trolle, Anders Bjerre ; Sorensen, Carsten .
    In: Working Papers.
    RePEc:hhs:cbsfin:2004_008.

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

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16. Valuing information using utility functions: how much should we pay for linear factor models?. (2005). Hwang, Soosung ; Satchell, Steve.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:1:p:1-16.

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17. 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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18. The Myth of Long-Horizon Predictability. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11841.

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19. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11119.

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20. 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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21. An Empirical Analysis of U.S. Aggregate Portfolio Allocations. (2005). St-Amour, Pascal ; Normandin, Michel.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:05.03.

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22. An Empirical Analysis of U.S. Aggregate Portfolio Allocations. (2005). Normandin, Michel ; Saint-Amour, Pascal.
    In: Cahiers de recherche.
    RePEc:iea:carech:0502.

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23. Modelling the MIB30 implied volatility surface. Does market efficiency matter?. (2005). Guidolin, Massimo ; Cassesse, Gianluca.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-008.

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24. Size and value anomalies under regime shifts. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-007.

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25. Optimal portfolio choice under regime switching, skew and kurtosis preferences. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-006.

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26. Asset-pricing models and economic risk premia: a decomposition. (2005). Robotti, Cesare ; Balduzzi, Pierluigi.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-13.

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27. 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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28. 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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29. An Empirical Analysis of U.S. Aggregate Portfolio Allocations. (2005). St-Amour, Pascal ; Normandin, Michel.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2005s-07.

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30. Optimal Portfolio Management for Individual Pension Plans. (2005). Gollier, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1394.

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

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32. Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice. (2004). Lynch, Anthony W. ; Tan, Sinan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11010.

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33. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Lynch, Anthony W. ; Tan, Sinan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10994.

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34. Asymmetry, Loss Aversion and Forecasting. (2004). Bond, Shaun A. ; Satchell, Stephen E..
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:160.

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

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36. Model Uncertainty, Thick Modelling and the Predictability of Stock Returns. (2003). Favero, Carlo ; Aiolfi, Marco .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3997.

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37. A Loss Aversion Performance Measure. (2003). Farah, Nathalie ; Satchell, Stephen E..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0333.

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38. Asset Pricing with Observable Stochastic Discount Factors.. (2002). Wickens, Michael ; Smith, Peter.
    In: Discussion Papers.
    RePEc:yor:yorken:02/03.

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39. Predicting the Equity Premium With Dividend Ratios. (2002). welch, ivo ; Goyal, Amit.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8788.

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40. Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon. (2002). Nilsson, Birger ; Graflund, Andreas.
    In: Working Papers.
    RePEc:hhs:lunewp:2002_008.

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41. Decisionmetrics: A Decision-Based Approach to Econometric Modeling. (2001). Skouras, Spyros.
    In: Working Papers.
    RePEc:wop:safiwp:01-11-064.

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42. Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data. (2001). Andersson, Bjorn .
    In: Working Paper Series.
    RePEc:hhs:uunewp:2001_004.

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43. Portfolio allocation in transition economies. (2001). Rockinger, Michael ; Jondeau, Eric.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0740.

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44. How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution. (2001). Menoncin, Francesco.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2001035.

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45. Why Stocks May Disappoint. (2000). LIU, JUN ; Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7783.

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46. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2000). Uppal, Raman ; Kogan, Leonid.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:13-00.

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47. Stock-Return Predictability and Model Uncertainty. (2000). Avramov, Doron.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:12-00.

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48. Should the Social Security Trust Fund Hold Equities. (1999). Bohn, Henning.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:2:y:1999:i:3:p:666-697.

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49. Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income. (1999). Viceira, Luis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7409.

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50. Model Uncertainty, Thick Modelling and the predictability of Stock Returns. (). Favero, Carlo ; Aiolfi, Marco .
    In: Working Papers.
    RePEc:igi:igierp:221.

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