Found 5 results for your keywords: author="Johannes, Michael"

Sequential Learning, Predictabily, and Optimal Portofolio Returns

1
(Johannes, Michael.) (Korteweg, Arthur. Polson Nicholas.)

Learning about Consumption Dynamics

1
(Johannes, Michael) (Lochstoer, Lars, A.) (Mou, Yiqun)

Model specification and risk premia: evidence from futures options

1
(Johannes, Michael) (Broadie, Mark) (Chernov, Mikhail)

The Impact of collateralization on swap rates

1
(Sundaresan, Suresh) (Johannes, Michael)

The statistical and economic role of jumps in continuous-time interest rate models

1
(Johannes, Michael)