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Tracking biased weights: asset pricing implications of value-weighted indexing
Jiang, Hao
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Vayanos, Dimitri
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Lu, Zheng
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2020
Persistent link: https://www.econbiz.de/10012487379
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A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers
Gourinchas, Pierre-Olivier
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Ray, Walker
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Vayanos, Dimitri
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2023
Persistent link: https://www.econbiz.de/10014247077
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Long-horizon investing in a non-CAPM world
Polk, Christopher
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Vayanos, Dimitri
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Woolley, Paul
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2023
Persistent link: https://www.econbiz.de/10014233493
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Passive investing and the rise of mega-firms
Jiang, Hao
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Vayanos, Dimitri
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Lu, Zheng
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2023
Persistent link: https://www.econbiz.de/10014283772
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