9

Asset allocation with government revenues and spending commitments
We explore the implications of expanding the discussion about the equity share in the Norwegian Government Pension Fund Global to …
Michael Chin
PDF
Asset allocation with government revenues and spending commitments
A joint affine model of commodity futures and US Treasury yields
We derive a general joint affine term structure model of US government bond yields and the convenience yields on physical commodities. …
Michael Chin, Zhuoshi Liu
Mar 1, 2015
PDF
A forecast evaluation of expected equity return measures
Recent studies find evidence in favour of return predictability, and argue that their positive findings result from their ability to …
Michael Chin, Christopher Polk
Jan 1, 2015
PDF