Details about Jules Hans van Binsbergen

Access statistics for papers by Jules Hans van Binsbergen.

Last updated 2023-04-19. Update your information in the RePEc Author Service.

Short-id: pva668

Working Papers

2024

1. (Almost) 200 Years of News-Based Economic Sentiment
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
2. Monetary Policy Wedges and the Long-term Liabilities of Households and Firms
   NBER Working Papers, National Bureau of Economic Research, Inc

2020

3. Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
4. Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
5. The Effectiveness of Life-Preserving Investments in Times of COVID-19
   NBER Working Papers, National Bureau of Economic Research, Inc

2019

6. Risk-Free Interest Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

2017

7. Real Anomalies
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
   See also Journal Article Real Anomalies, Journal of Finance, American Finance Association (2019) View citations (1) (2019)
8. Regulation of Charlatans in High-Skill Professions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   Also in Research Papers, Stanford University, Graduate School of Business (2017) View citations (7)

2015

9. Assessing Asset Pricing Models Using Revealed Preference
   Research Papers, Stanford University, Graduate School of Business View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (4)
   See also Journal Article Assessing asset pricing models using revealed preference, Journal of Financial Economics, Elsevier (2016) View citations (112) (2016)
10. The Term Structure of Returns: Facts and Theory
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (22)
    See also Journal Article The term structure of returns: Facts and theory, Journal of Financial Economics, Elsevier (2017) View citations (73) (2017)

2014

11. Matching Capital and Labor
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article Matching Capital and Labor, Journal of Finance, American Finance Association (2017) View citations (26) (2017)
12. Measuring Skill in the Mutual Fund Industry
    Research Papers, Stanford University, Graduate School of Business View citations (7)
    See also Journal Article Measuring skill in the mutual fund industry, Journal of Financial Economics, Elsevier (2015) View citations (249) (2015)

2012

13. Measuring Managerial Skill in the Mutual Fund Industry
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)

2011

14. A Term Structure of Growth
    2011 Meeting Papers, Society for Economic Dynamics
15. Equity Yields
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (73)
    See also Journal Article Equity yields, Journal of Financial Economics, Elsevier (2013) View citations (31) (2013)
16. On the Timing and Pricing of Dividends
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (8)
    See also Journal Article On the Timing and Pricing of Dividends, American Economic Review, American Economic Association (2012) View citations (189) (2012)

2010

17. Predictive Regressions: A Present-value Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (187)
    See also Journal Article Predictive Regressions: A Present‐Value Approach, Journal of Finance, American Finance Association (2010) View citations (186) (2010)
18. The Cost of Debt
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (73)
    See also Journal Article The Cost of Debt, Journal of Finance, American Finance Association (2010) View citations (75) (2010)
19. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (25)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (30)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (22)
    See also Journal Article The term structure of interest rates in a DSGE model with recursive preferences, Journal of Monetary Economics, Elsevier (2012) View citations (169) (2012)

2008

20. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics View citations (29)

2007

21. Optimal Asset Allocation in Asset Liability Management
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)

2006

22. Optimal Decentralized Investment Management
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Optimal Decentralized Investment Management, Journal of Finance, American Finance Association (2008) View citations (44) (2008)

Journal Articles

2019

1. Real Anomalies
   Journal of Finance, 2019, 74, (4), 1659-1706 View citations (1)
   See also Working Paper Real Anomalies, NBER Working Papers (2017) View citations (8) (2017)

2017

2. Matching Capital and Labor
   Journal of Finance, 2017, 72, (6), 2467-2504 View citations (26)
   See also Working Paper Matching Capital and Labor, NBER Working Papers (2014) View citations (3) (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 (73)
   See also Working Paper The Term Structure of Returns: Facts and Theory, NBER Working Papers (2015) View citations (23) (2015)

2016

5. Assessing asset pricing models using revealed preference
   Journal of Financial Economics, 2016, 119, (1), 1-23 View citations (112)
   See also Working Paper Assessing Asset Pricing Models Using Revealed Preference, Research Papers (2015) View citations (2) (2015)
6. Good-Specific Habit Formation and the Cross-Section of Expected Returns
   Journal of Finance, 2016, 71, (4), 1699-1732 View citations (3)
7. On the Timing and Pricing of Dividends: Reply
   American Economic Review, 2016, 106, (10), 3224-37 View citations (8)

2015

8. Measuring skill in the mutual fund industry
   Journal of Financial Economics, 2015, 118, (1), 1-20 View citations (249)
   See also Working Paper Measuring Skill in the Mutual Fund Industry, Research Papers (2014) View citations (7) (2014)

2014

9. Collective pension schemes and individual choice*
   Journal of Pension Economics and Finance, 2014, 13, (2), 210-225 View citations (10)
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 Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities, NBER Chapters, 2014, 133-154 (2014) View citations (1) (2014)

2013

11. Equity yields
    Journal of Financial Economics, 2013, 110, (3), 503-519 View citations (31)
    See also Working Paper Equity Yields, NBER Working Papers (2011) View citations (73) (2011)

2012

12. On the Timing and Pricing of Dividends
    American Economic Review, 2012, 102, (4), 1596-1618 View citations (189)
    See also Working Paper On the Timing and Pricing of Dividends, Swiss Finance Institute Research Paper Series (2011) View citations (12) (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 (169)
    See also Working Paper The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences, CEPR Discussion Papers (2010) View citations (25) (2010)

2011

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

2010

15. Predictive Regressions: A Present‐Value Approach
    Journal of Finance, 2010, 65, (4), 1439-1471 View citations (186)
    See also Working Paper Predictive Regressions: A Present-value Approach, NBER Working Papers (2010) View citations (187) (2010)
16. The Cost of Debt
    Journal of Finance, 2010, 65, (6), 2089-2136 View citations (75)
    See also Working Paper The Cost of Debt, NBER Working Papers (2010) View citations (73) (2010)

2008

17. Optimal Decentralized Investment Management
    Journal of Finance, 2008, 63, (4), 1849-1895 View citations (44)
    See also Working Paper Optimal Decentralized Investment Management, NBER Working Papers (2006) View citations (1) (2006)

2007

18. Exploring Relations Between Decision Analysis and Game Theory
    Decision Analysis, 2007, 4, (1), 32-40 View citations (15)
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 (23)

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 View citations (1)
   See also Journal Article Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities, University of Chicago Press (2014) View citations (1) (2014)