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Alan Moreira
Alan Moreira
Associate Professor of Finance,University of Rochester
在 simon.rochester.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
News implied volatility and disaster concerns
A Manela, A Moreira
Journal of Financial Economics 123 (1), 137-162, 2017
6402017
Volatility‐managed portfolios
A Moreira, T Muir
The Journal of Finance 72 (4), 1611-1644, 2017
5242017
The macroeconomics of shadow banking
A Moreira, A Savov
The Journal of Finance 72 (6), 2381-2432, 2017
4302017
When selling becomes viral: Disruptions in debt markets in the COVID-19 crisis and the Fed’s response
V Haddad, A Moreira, T Muir
The Review of Financial Studies 34 (11), 5309-5351, 2021
4172021
Should long-term investors time volatility?
A Moreira, T Muir
Journal of Financial Economics, 2017
832017
Text selection
B Kelly, A Manela, A Moreira
Journal of Business & Economic Statistics 39 (4), 859-879, 2021
642021
Hedging risk factors
B Herskovic, A Moreira, T Muir
Available at SSRN 3148693, 2019
382019
Whatever it takes? The impact of conditional policy promises
V Haddad, A Moreira, T Muir
National Bureau of Economic Research, 2023
292023
Liquidity and volatility
I Drechsler, A Moreira, A Savov
National Bureau of Economic Research, 2020
29*2020
Capital Immobility and the Reach for Yield
A Moreira
Journal of Economic Theory, 2019
12*2019
Career concerns versus entrenchment in money management: quantifying limits to arbitrage using lockup maturities
A Moreira
The University of Chicago, 2011
6*2011
Hedge funds, signaling, and optimal lockups
J Linnainmaa, A Moreira
Working Paper, available at https://pdfs. semanticscholar. org/7315 …, 2017
32017
Asset purchase rules: How QE transformed the bond market
V Haddad, A Moreira, T Muir
Working paper, UCLA, Rochester, and USC, 2024
22024
Private Business Income: Excess Sensitivity and the Role of Borrowing Constraints
A Moreira
Working Paper, 2009
22009
Hedge funds, long-term opportunities, and optimal lockups
JT Linnainmaa, A Moreira
Working Paper, May, 2018
12018
Online Appendix for “The Macroeconomics of Shadow Banking”
A Moreira, A Savov
Working paper, 2016
12016
Investment and risk analysis applied to the the E & P sector of the petroleum industry
R Motta, G Caloba, LÁ Berlinck, LA Cardoso, LCS Sampaio de Almeida, ...
SEG Technical Program Expanded Abstracts 2000, 94-97, 2000
12000
Discussion of: Hedging Risk Factors
B Herskovic, A Moreira, T Muir, K Daniel
2019
Relative Valuation and Information Production
A Gomes, A Moreira, D Sovich
2018
Hedging Factor Risk Preliminary Version
B Herskovic, A Moreira, T Muir
2018
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