Stanford Graduate School of Business

Jules H. van Binsbergen

Assistant Professor of Finance

CV

Publications in Refereed Journals

1. van Binsbergen, Jules H., and Ralph S.J. Koijen, Predictive Regressions: A Present-Value Approach,
   Journal of Finance, Forthcoming. Winner of the Goldman Sachs Asset Management Award for best paper in empirical investments at the 2008 WFA conference.

2. van Binsbergen, Jules H., Michael W. Brandt, and Ralph S.J. Koijen, Optimal Decentralized Investment Management,
   Journal of Finance, August 2008, pp. 1849-1895, NBER working paper 12144

3. van Binsbergen, Jules H., and Michael W. Brandt, Portfolio Weight Iteration when Simulating Dynamic Portfolio Choice Problems,
   Computational Economics, 2007, Vol. 29, No. 3, pp.355-367.

4. van Binsbergen, Jules H., and Leslie M. Marx, Exploring Relations between Decision Analysis and Game Theory,
   Decision Analysis, 2007, Vol. 4, No. 1, 32-40.

Working Papers

1. Deep Habits and the Cross-Section of Expected Returns, (Job Market Paper)

2. The Cost of Debt, with John Graham and Jie Yang. Revise and resubmit Journal of Finance

3. Likelihood-Based Estimation of Exactly-Solved Present-Value Models, with Ralph S.J. Koijen.

4. Likelihood Estimation of DSGE models with Epstein-Zin Preferences, with Jesus Fernandez-Villaverde, Ralph S.J. Koijen and Juan Rubio-Ramirez

5. Optimal Asset Allocation in Asset Liability Management, with Michael W. Brandt. NBER working paper 12970.

Work in Progress

1. On the Pricing and Timing of Cash Flows, with Michael W. Brandt and Ralph S.J. Koijen

2. Measuring Skill of Active Managers, with Jonathan Berk

3. Asset Allocation and Managerial Assumptions in Corporate Pension Plans, with Jawad Addoum and Michael W. Brandt

Teaching

1. MGTECON 603; Probability and Statistics, PhD

2. F342; Financial Markets and the Macroeconomy, MBA

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