Details about Jules Hans van Binsbergen

Access statistics for papers by Jules Hans van Binsbergen.

Last updated 2019-08-14. Update your information in the RePEc Author Service.

Short-id: pva668

Working Papers

2019

1. Risk-Free Interest Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2017

2. Real Anomalies
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   See also Journal Article in Journal of Finance (2019)
3. Regulation of Charlatans in High-Skill Professions
   Research Papers, Stanford University, Graduate School of Business View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (1)

2015

4. Assessing Asset Pricing Models Using Revealed Preference
   Research Papers, Stanford University, Graduate School of Business View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (1)
   See also Journal Article in Journal of Financial Economics (2016)
5. The Term Structure of Returns: Facts and Theory
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (9)
   See also Journal Article in Journal of Financial Economics (2017)

2014

6. Matching Capital and Labor
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article in Journal of Finance (2017)
7. Measuring Skill in the Mutual Fund Industry
   Research Papers, Stanford University, Graduate School of Business View citations (3)
   See also Journal Article in Journal of Financial Economics (2015)

2012

8. Measuring Managerial Skill in the Mutual Fund Industry
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

2011

9. A Term Structure of Growth
   2011 Meeting Papers, Society for Economic Dynamics
10. Equity Yields
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article in Journal of Financial Economics (2013)
11. On the Timing and Pricing of Dividends
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (3)
    See also Journal Article in American Economic Review (2012)

2010

12. Predictive Regressions: A Present-value Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (102)
    See also Journal Article in Journal of Finance (2010)
13. The Cost of Debt
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (33)
    See also Journal Article in Journal of Finance (2010)
14. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (18)
    See also Journal Article in Journal of Monetary Economics (2012)

2008

15. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics View citations (3)

2007

16. Optimal Asset Allocation in Asset Liability Management
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)

2006

17. Optimal Decentralized Investment Management
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article in Journal of Finance (2008)

Journal Articles

2019

1. Real Anomalies
   Journal of Finance, 2019, 74, (4), 1659-1706
   See also Working Paper (2017)

2017

2. Matching Capital and Labor
   Journal of Finance, 2017, 72, (6), 2467-2504 View citations (4)
   See also Working Paper (2014)
3. Mutual Funds in Equilibrium
   Annual Review of Financial Economics, 2017, 9, (1), 147-167
4. The term structure of returns: Facts and theory
   Journal of Financial Economics, 2017, 124, (1), 1-21 View citations (12)
   See also Working Paper (2015)

2016

5. Assessing asset pricing models using revealed preference
   Journal of Financial Economics, 2016, 119, (1), 1-23 View citations (20)
   See also Working Paper (2015)
6. Good-Specific Habit Formation and the Cross-Section of Expected Returns
   Journal of Finance, 2016, 71, (4), 1699-1732
7. On the Timing and Pricing of Dividends: Reply
   American Economic Review, 2016, 106, (10), 3224-37 View citations (4)

2015

8. Measuring skill in the mutual fund industry
   Journal of Financial Economics, 2015, 118, (1), 1-20 View citations (59)
   See also Working Paper (2014)

2014

9. Collective pension schemes and individual choice*
   Journal of Pension Economics and Finance, 2014, 13, (2), 210-225 View citations (3)
10. Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities
    Tax Policy and the Economy, 2014, 28, (1), 133 - 154 View citations (1)
    See also Chapter (2014)

2013

11. Equity yields
    Journal of Financial Economics, 2013, 110, (3), 503-519 View citations (31)
    See also Working Paper (2011)

2012

12. On the Timing and Pricing of Dividends
    American Economic Review, 2012, 102, (4), 1596-1618 View citations (89)
    See also Working Paper (2011)
13. The term structure of interest rates in a DSGE model with recursive preferences
    Journal of Monetary Economics, 2012, 59, (7), 634-648 View citations (89)
    See also Working Paper (2010)

2011

14. An Empirical Model of Optimal Capital Structure
    Journal of Applied Corporate Finance, 2011, 23, (4), 34-59 View citations (2)

2010

15. Predictive Regressions: A Present‐Value Approach
    Journal of Finance, 2010, 65, (4), 1439-1471 View citations (112)
    See also Working Paper (2010)
16. The Cost of Debt
    Journal of Finance, 2010, 65, (6), 2089-2136 View citations (34)
    See also Working Paper (2010)

2008

17. Optimal Decentralized Investment Management
    Journal of Finance, 2008, 63, (4), 1849-1895 View citations (29)
    See also Working Paper (2006)

2007

18. Exploring Relations Between Decision Analysis and Game Theory
    Decision Analysis, 2007, 4, (1), 32-40 View citations (10)
19. Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
    Computational Economics, 2007, 29, (3), 355-367 View citations (17)

Chapters

2014

1. Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities
   A chapter in Tax Policy and the Economy, Volume 28, 2014, pp 133-154
   See also Journal Article in Tax Policy and the Economy (2014)