Discussion paper DP19581 Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands Pierre Collin-Dufresne Kent Daniel Mehmet Saglam 12 Oct 2024 Asset Pricing D53 G11 G12
Discussion paper DP19511 Inflation, Monetary Policy, and Portfolio Decisions of U.S. Households Yosef Bonaparte George Korniotis Alok Kumar Melina Vosse 21 Sep 2024 Asset Pricing G11 E52
Discussion paper DP19513 Grit, Preferences, and Investor Behavior William Bazley Sima Jannati George Korniotis 21 Sep 2024 Asset Pricing G11 G40 G41
Discussion paper DP19512 Stock Market Ownership Transitions Yosef Bonaparte George Korniotis Alok Kumar Alexander Michaelides Yuxin Zhang 21 Sep 2024 Asset Pricing D14 G11 G12
Discussion paper DP19453 Measuring Local Climate Change Attention: Does it Affect Investors and Firms? Leonard Kostovetsky Lin Peng Christopher Rauh Muhammed Yönaç 6 Sep 2024 Banking and Corporate Finance Climate Change and the Environment G11 G14 G20 G41 G29 G39 G50 Q5
Discussion paper DP19433 Soft Negotiators or Modest Builders? Why Women Earn Lower Real Estate Returns Laurent Bach Anastasia Girshina Paolo Sodini 4 Sep 2024 Household Finance Labour Economics Macroeconomics and Growth Public Economics Asset Pricing G5 G11
Discussion paper DP19421 Performance and Challenges of Net-Zero Strategies in the Context of the EU Regulation Fabio Alessandrini Eric Jondeau Lou-Salomé Vallée 2 Sep 2024 Climate Change and the Environment G11
Discussion paper DP19405 Achieving Safety: Personal, Private and Public Provision Enrico Perotti Spyros Terovitis 28 Aug 2024 Banking and Corporate Finance G21 G28 G11 G51
Discussion paper DP19370 Housing-Consumption Channel of Mortgage Demand Gabriel Ahlfeldt Nikodem Szumilo Jagdish Tripathy 18 Aug 2024 International Trade and Regional Economics Banking and Corporate Finance G11 G21 R21
Discussion paper DP19314 Portfolio management with big data Francisco Penaranda Enrique Sentana 29 Jul 2024 Asset Pricing G11 G12 C55 G17
Discussion paper DP19273 Uncertainty about What's in the Price Joël Peress Daniel Schmidt 22 Jul 2024 Asset Pricing G11 G14
Discussion paper DP19279 Wealth Shocks and Portfolio Choice Dimitris Christelis Dimitris Georgarakos Tullio Jappelli Geoff Kenny 22 Jul 2024 Asset Pricing D14 G11 G51