R. Hoevenaars

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

Whom R. Hoevenaars trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. John Y. Campbell
  2. G. Duffee
  3. Jessica A. Wachter
  4. Luis M. Viceira
  5. Robert J. Shiller
  6. Nicholas Barberis
  7. Amit Goyal
  8. Martin Lettau
  9. Qiang Dai

Papers from R. Hoevenaars's perspective

Ordered by how strongly the researchers R. Hoevenaars trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  3. Consumption, aggregate wealth and expected stock returns
  4. Explaining the Rate Spread on Corporate Bonds
  5. Investing for the Long Run When Returns are Predictable
  6. Portfolio Selection
  7. Stock Prices, Earnings and Expected Dividends
  8. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
  9. Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)
  10. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors

Their papers