Fixed income investors attempt to outperform their benchmarks by expression views on yield curve allocations, sector and quality allocations and security selection. This article presents a quantitative study based on a perfect foresight world assumption of the relative merits of the various...

This is the supplemental material to the paper titled "Inalienable Customer Capital, Corporate Liquidity, and Stock Returns." It includes additional empirical, theoretical, and quantitative results. It also includes illustration for the numerical algorithm for our model solution

This is the supplemental material to the paper titled "Competition, Profitability, and Discount Rates." It includes additional empirical, theoretical, and quantitative results. It also includes illustration for the numerical algorithm for our model solution