Ralph S.J. Koijen
Ralph S.J. Koijen
Professor of Finance, University of Chicago, Booth School of Business
Verified email at chicagobooth.edu - Homepage
Title
Cited by
Cited by
Year
Predictive regressions: A present‐value approach
JH Van Binsbergen, RSJ Koijen
The Journal of Finance 65 (4), 1439-1471, 2010
5072010
On the timing and pricing of dividends
J Van Binsbergen, M Brandt, R Koijen
American Economic Review 102 (4), 1596-1618, 2012
4002012
The term structure of interest rates in a DSGE model with recursive preferences
JH Van Binsbergen, J Fernández-Villaverde, RSJ Koijen, ...
Journal of Monetary Economics 59 (7), 634-648, 2012
327*2012
Carry
RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt
Journal of Financial Economics 127 (2), 197-225, 2018
3002018
Coronavirus: Impact on stock prices and growth expectations
NJ Gormsen, RSJ Koijen
The Review of Asset Pricing Studies 10 (4), 574-597, 2020
2992020
The cross-section and time series of stock and bond returns
RSJ Koijen, H Lustig, S Van Nieuwerburgh
Journal of Monetary Economics 88, 50-69, 2017
2592017
Equity yields
J Van Binsbergen, W Hueskes, R Koijen, E Vrugt
Journal of Financial Economics 110 (3), 503-519, 2013
2272013
Predictability of returns and cash flows
RSJ Koijen, S Van Nieuwerburgh
Annu. Rev. Financ. Econ. 3 (1), 467-491, 2011
2112011
Mortgage timing
RSJ Koijen, O Van Hemert, S Van Nieuwerburgh
Journal of Financial Economics 93 (2), 292-324, 2009
2032009
The cost of financial frictions for life insurers
RSJ Koijen, M Yogo
American Economic Review 105 (1), 445-75, 2015
1982015
When can life cycle investors benefit from time-varying bond risk premia?
RSJ Koijen, TE Nijman, BJM Werker
Review of Financial Studies 23 (2), 741-780, 2010
1802010
A demand system approach to asset pricing
RSJ Koijen, M Yogo
Journal of Political Economy 127 (4), 1475-1515, 2019
177*2019
Optimal decentralized investment management
JH Van Binsbergen, MW Brandt, RSJ Koijen
The Journal of Finance 63 (4), 1849-1895, 2008
1762008
The term structure of returns: Facts and theory
JH Van Binsbergen, RSJ Koijen
Journal of Financial Economics 124 (1), 1-21, 2017
1732017
Shadow insurance
RSJ Koijen, M Yogo
Econometrica 84 (3), 1265-1287, 2016
1662016
Saving and investing over the life cycle and the role of collective pension funds
L Bovenberg, R Koijen, T Nijman, C Teulings
De Economist 155 (4), 347-415, 2007
1552007
The cross‐section of managerial ability, incentives, and risk preferences
RSJ Koijen
The Journal of Finance 69 (3), 1051-1098, 2014
141*2014
Optimal annuity risk management
RSJ Koijen, TE Nijman, BJM Werker
Review of Finance 15 (4), 799-833, 2011
128*2011
Health and mortality delta: Assessing the welfare cost of household insurance choice
RSJ Koijen, S Van Nieuwerburgh, M Yogo
The Journal of Finance 71 (2), 957-1010, 2016
992016
Quantitative easing in the euro area: The dynamics of risk exposures and the impact on asset prices
RSJ Koijen, F Koulischer, B Nguyen, M Yogo
Banque de France Working Papers, 2016
99*2016
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Articles 1–20