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Publications by Nathan Mauck

Predicting Extreme Returns and Portfolio Management Implications

Journal of Financial Research

English

Investment Opportunity Sets of Real Assets: An International Empirical Study Based on Ownership Types

SSRN Electronic Journal

English

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Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

Review of Financial Studies

English

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

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Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice

Quarterly Journal of Finance

English

Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice

SSRN Electronic Journal

English

Joint Extreme Events in Equity Returns and Liquidity and Their Cross-Sectional Pricing Implications

Journal of Banking and Finance

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Extreme Returns and Intensity of Trading

Journal of Applied Econometrics

Social Sciences

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A Strategy-Proof Test of Portfolio Returns

Quantitative Finance

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Safety First Portfolio Choice Based on Financial and Sustainability Returns

European Journal of Operational Research

Information Systems

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Computer Science

Operations Research

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Optimal Portfolio Choice for Unobservable and Regime-Switching Mean Returns

Journal of Economic Dynamics and Control

Applied Mathematics

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