Asset pricing implications of demographic change TA Maurer | 25 | 2017 |
Pricing risks across currency denominations T Maurer, TD To, NK Tran | 24 | 2016 |
Entangled risks in incomplete FX markets TA Maurer, NK Tran | 21* | 2016 |
Importance of Transaction Costs for Asset Allocations in FX Markets TA Maurer, L Pezzo | 13 | 2018 |
Incomplete asset market view of the exchange rate determination TA Maurer, NK Tran | 12 | 2018 |
Optimal Factor Strategy in FX Markets TA Maurer, TD To, NK Tran | 12 | 2017 |
Pricing Implications of Covariances and Spreads in Currency Markets TA Maurer, TD To, NK Tran | 11* | 2018 |
Is consumption growth merely a sideshow in asset pricing? TA Maurer | 10 | 2012 |
The Hirshleifer Effect in a Dynamic Setting TA Maurer, NK Tran | 7 | 2016 |
Cointegration in finance: An application to index tracking TA Maurer | 7 | 2008 |
Time Variation in Life Expectancy, Optimal Portfolio Choice and the Cross-Section of Asset Returns T Maurer | 2 | 2015 |
The hirshleifer effect revisited: The case of disagreement TA Maurer, NK Tran Working paper, 2015 | 2 | 2015 |
Public Information and Risk-Sharing in a Pure-Exchange Economy T Maurer, NK Tran | 1 | 2014 |
Is consumption growth only a sideshow in asset pricing?: asset pricing implications of demographic change and shocks to time preferences TA Maurer The London School of Economics and Political Science, 2012 | 1 | 2012 |
The Conditional Dollar-Carry FX Pricing Model S Liu, TA Maurer, Y Zhang Available at SSRN 4150881, 2022 | | 2022 |
The Collateral Value of Housing: Evidence from Servicemember Pension Choice B Bennett, R Gopalan, TA Maurer | | 2017 |
Internet Appendix: Optimal Factor Strategy in FX Markets T Maurer, TD To, NK Tran | | 2017 |
Pricing Shocks to Conditional Market Beta TA Maurer, B Tang | | 2016 |