This is the technical appendix to the computer simulations in the American Economic Review publication by Julio Rotemberg and Michael Woodford, Real-Business-Cycle Models and the Forecastable Movements in Output, Hours, and Consumption, 1996

This paper explores the investment impact and performance of a unique group of angel investors, those featured on the television show, Shark Tank. We explore the relationship between their individual characteristics such as their experience, reputation, and network with the performance of their...

The capitalization-weighted S&P 500 is clearly a measure of the investment opportunity set of large-cap U.S. equity market. However, an equally weighted investment strategy might require that its performance be measured against an equally weighted index. The S&P Equal Weight Index (S&P EWI) will...

Increasingly, consultants for fund management firms care about the riskiness of fund managers’ investment strategies. Fund managers themselves must care about the riskiness of their investment strategies vis-a-vis the client’s specified benchmark