Essays on Empirical Asset Pricing

This dissertation is composed of three essays which examine different topics in empirical asset pricing. Chapter 1 is the result of joint work with Andrew Ang and William Goetzmann. First, we document that American university and college endowments have shifted their asset allocations from st...

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Bibliographic Details
Main Author: Ayala, Andres
Language:English
Published: 2016
Subjects:
Online Access:https://doi.org/10.7916/D8JT030H