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Equity Return Expectations and Portfolios: Evidence from Large Asset Managers

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What this work says

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Asset Pricing with Return Extrapolation

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Presidential Address: Discount Rates

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Subjective Cash Flow and Discount Rate Expectations

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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The Term Structure of the Risk–Return Trade-Off

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What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Forward Return Expectations

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Forward Return Expectations

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Subjective Risk Premia in Bond and FX Markets

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Institutions' Return Expectations across Assets and Time

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The Rise of Alternatives

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Valuation Fundamentals

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Index Investing and Sentiment Spillover

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Institutions’ return expectations across assets and time

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Macroeconomic Expectations and Expected Returns

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Asset Prices When Investors Underestimate Discount Rate Dynamics

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Return Predictability, Expectations, and Investment: Experimental Evidence

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Machine Forecast Disagreement

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Research on Investment Portfolio Risk Prediction Model Combining Cvar and Deep Learning

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Countercyclical Return Expectations: Evidence from the Livingston Survey

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Corporate Discount Rates

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Street Earnings: Implications for Asset Pricing

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The Subjective Belief Factor

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Distorted Beliefs and Asset Prices

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Distorted Beliefs and Asset Prices

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Regulator Beliefs

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Let the Good Times Roll: Subjective Expectations and Asset Management

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Sense and Sensitivity: An Argument Against Reporting Multiple Net Present Values

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Mandates and Portfolio Inelasticity

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The Subjective Belief Factor

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