R. Molenaar
Finance · 2008
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 22 citations into it
- Economics and Econometrics — 16 citations into it
- Accounting — 7 citations into it
Whom R. Molenaar trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from R. Molenaar's perspective
Ordered by how strongly the researchers R. Molenaar trusts endorse each paper. Same corpus, a different order for every researcher.
- Term premia and interest rate forecasts in affine models
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Explaining the Rate Spread on Corporate Bonds
- Consumption, aggregate wealth and expected stock returns
- Investing for the Long Run When Returns are Predictable
- Portfolio Selection
- Stock Prices, Earnings and Expected Dividends
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
- Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)
- Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
Their papers
- Strategic asset allocation with liabilities: beyond stocks and bonds (2008) — 232 citations