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Subjective Beliefs and the Portfolio Allocations of Institutional Investors

https://doi.org/10.2139/ssrn.6030794
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/b978-0-12-822927-9.00024-0openalex-snapshot
Expectations data in asset pricing
inferredcites →https://doi.org/10.1016/j.jfineco.2022.11.002openalex-snapshot
Institutional investors, heterogeneous benchmarks and the comovement of asset prices
inferredcites →https://doi.org/10.1016/j.jfineco.2025.104188openalex-snapshot
Institutions’ return expectations across assets and time
inferredcites →https://doi.org/10.1017/s0022109023001230openalex-snapshot
Peer Versus Pure Benchmarks in the Compensation of Mutual Fund Managers
inferredcites →https://doi.org/10.1086/295472openalex-snapshot
Capital Market Equilibrium with Restricted Borrowing
inferredcites →https://doi.org/10.1086/701683openalex-snapshot
A Demand System Approach to Asset Pricing
inferredcites →https://doi.org/10.1086/720515openalex-snapshot
Asset Management Contracts and Equilibrium Prices
inferredcites →https://doi.org/10.1093/rfs/hhab126openalex-snapshot
The Return Expectations of Public Pension Funds
inferredcites →https://doi.org/10.1093/rfs/hhae008openalex-snapshot
Equity Return Expectations and Portfolios: Evidence from Large Asset Managers
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-snapshot
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb03317.xopenalex-snapshot
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
inferredcites →https://doi.org/10.1111/jofi.13016openalex-snapshot
Subjective Cash Flow and Discount Rate Expectations
inferredcites →https://doi.org/10.1111/jofi.13504openalex-snapshot
Long‐Horizon Exchange Rate Expectations
inferredcites →https://doi.org/10.1146/annurev-financial-073009-104107openalex-snapshot
Limits of Arbitrage
inferredcites →https://doi.org/10.1162/rest.90.3.414openalex-snapshot
Bootstrap-Based Improvements for Inference with Clustered Errors
inferredcites →https://doi.org/10.1257/aer.103.5.1728openalex-snapshot
Asset Prices and Institutional Investors
inferredcites →https://doi.org/10.2308/tar-2022-0309openalex-snapshot
Stock Price Reactions to the Information and Bias in Analyst-Expected Returns
inferredcites →https://doi.org/10.2469/faj.v48.n5.28openalex-snapshot
Global Portfolio Optimization
inferredcites →https://doi.org/10.2469/faj.v70.n2.1openalex-snapshot
The Global Multi-Asset Market Portfolio, 1959–2012
inferredcites →https://doi.org/10.2469/faj.v70.n4.10openalex-snapshot
“The Global Multi-Asset Market Portfolio, 1959–2012”: Author Response
inferredcites →https://doi.org/10.3386/w33554openalex-snapshot
The Unintended Consequences of Rebalancing
inferredcites →https://doi.org/10.3905/jfi.1991.408013openalex-snapshot
Asset Allocation
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