We develop a methodology to model factor returns in scenarios which are yet to occur or do not correspond to past market conditions. We infer factor performance conditional on hypothetical market-driven scenarios, which are determined by a parsimonious number of underlying policy shocks. We...

While international humanitarian access in Burma has opened up over the past decade and a half, the ongoing debate regarding the appropriate relationship between politics and humanitarian assistance remains unresolved. This debate has become especially limiting in regards to protection measures...

We examine the link between equity risk premiums and demographic changes using a very long sample over the whole twentieth century for the US, Japan, UK, Germany and France, and a shorter sample covering the last third of the twentieth century for fifteen countries. We find that demographic...

Source: Dissertation Abstracts International, Volume: 68-06, Section: A, page: 2588.

Source: Dissertation Abstracts International, Volume: 67-04, Section: A, page: 1460.