Pacific Investment Management Company, Llc

学者数16

论文数11

被引数0

关联论文 (11)

发表时间

Global natural rates in the long run: Postwar macro trends and the market-implied r* in 10 advanced economies

JOURNAL OF INTERNATIONAL ECONOMICS

IF4

2024-05-01

PREAI

Davis, Josh; Fuenzalida, Cristian; Huetsch, Leon; Mills, Benjamin; Taylor, Alan M.

Carry Momentum

FINANCIAL ANALYSTS JOURNAL

IF2.2

2022-02-03

PREAI

Davis, Josh; Dorsten, Matt; Gillmann, Normane; Tsai, Jerry

Decomposing firm value 分解企业价值

JOURNAL OF FINANCIAL ECONOMICS

IF12

2022-02-01

PREAI

Belo, Frederico; Gala, Vito D.; Salomao, Juliana; Vitorino, Maria Ana

Recession probabilities for the Eurozone at the zero lower bound: Challenges to the term spread and rise of alternatives

JOURNAL OF FORECASTING

IF2.7

2021-01-18

OAAI

Fendel, Ralf; Mai, Nicola; Mohr, Oliver

Investment without Q

JOURNAL OF MONETARY ECONOMICS

IF4.1

2020-12-01

PREAI

Gala, Vito D.; Gomes, Joao F.; Liu, Tong

A Framework for Constructing Equity-Risk-Mitigation Portfolios

FINANCIAL ANALYSTS JOURNAL

IF2.2

2020-06-24

PREAI

Baz, Jamil; Davis, Josh; Sapra, Steve; Gillmann, Normane; Tsai, Jerry

Systemic credit risk: What is the market telling us?

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-31

OAAI

Bhansali, Vineer; Gingrich, Robert; Longstaff, Francis A.

Systemic Risk, Multiple Equilibriums, and Market Dynamics: What You Need to Know and Why

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-30

PREAI

El-Erian, Mohamed A.; Spence, Michael

Regime Shifts: Implications for Dynamic Strategies

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-30

PREAI

Kritzman, Mark; Page, Sebastien; Turkington, David

Asset Allocation: Risk Models for Alternative Investments

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-28

PREAI

Pedersen, Niels; Page, Sebastien; He, Fei

STOCHASTIC EXPANSIONS USING CONTINUOUS DICTIONARIES: LEVY ADAPTIVE REGRESSION KERNELS

ANNALS OF STATISTICS

IF3.7

2011-08-01

OAAI

Wolpert, Robert L.; Clyde, Merlise A.; Tu, Chong