Publications in Journals
- van Binsbergen, Jules H., Robert Novy-Marx and Joshua Rauh, Financial Valuation of PBGC Insurance with Market Implied Default Probabilities, NBER Tax Policy and the Economy, Volume 28, 2014, forthcoming.
- van Binsbergen, Jules H., Dirk Broeders, Myrthe de Jong, and Ralph S.J. Koijen, Collective Pension Schemes and Individual Choice, Journal of Pension Economics and Finance, forthcoming.
- van Binsbergen, Jules H., Wouter Hueskes, Ralph S.J. Koijen, and Evert Vrugt, Equity Yields, Journal of Financial Economics, Lead Article, December 2013, 503-519, NBER working paper 17416.
- van Binsbergen, Jules H., Jesus Fernandez-Villaverde, Ralph S.J. Koijen, and Juan Rubio-Ramirez,The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences, Journal of Monetary Economics, November 2012, 59, 634-648. NBER working paper 15890.
- van Binsbergen, Jules H., Michael W. Brandt, and Ralph S.J. Koijen, On the Timing and Pricing of Dividends, American Economic Review. June 2012, 102 (4), 1596-1618. Winner of the 2010 Outstanding Paper Award of the Swiss Finance Institute (FAME research prize). Web Appendix. Data. Comment on Boguth et al.
- van Binsbergen, Jules H., John R. Graham, and Jie Yang, Optimal Capital Structure, Journal of Applied Corporate Finance, December 2011, 34-59.
- van Binsbergen, Jules H., John R. Graham, and Jie Yang, The Cost of Debt, Journal of Finance, December 2010, 2089-2136. Finalist for the Brattle Prize. Featured in the NBER Digest and the Harvard Law School Forum. NBER working paper 16023.
- van Binsbergen, Jules H. and Ralph S.J. Koijen, Predictive Regressions: A Present-Value Approach, Journal of Finance, August 2010, 1439-1471. Winner of the Goldman Sachs Asset Management Award for best paper in empirical investments at the 2008 WFA conference. Finalist for the Smith-Breeden prize. NBER working paper 16263.
- van Binsbergen, Jules H., Michael W. Brandt, and Ralph S.J. Koijen, Optimal Decentralized Investment Management, Journal of Finance, August 2008, 1849-1895, NBER working paper 12144.
- van Binsbergen, Jules H., and Michael W. Brandt, Portfolio Weight Iteration when Simulating Dynamic Portfolio Choice Problems, Computational Economics, 2007, Vol. 29, No. 3, 355-367.
- 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.
- Matching Capital and Labor with Jonathan Berk and Binying Liu.
- Assessing Asset Pricing Models using Revealed Preference, with Jonathan Berk.
- Measuring Managerial Skill in the Mutual Fund Industry, with Jonathan Berk. NBER working paper 18184. Data Appendix. Finalist for the 2013 AQR Insight Award.
- Good-Specific Habit Formation and the Cross-Section of Expected Returns.
- Optimal Asset Allocation in Asset Liability Management, with Michael W. Brandt. NBER working paper 12970.
- Likelihood-Based Estimation of Exactly-Solved Present Value Models, with Ralph S.J. Koijen.
Work in Progress
- Financial Intermediation Cycles and Asset Prices, with Ralph S.J. Koijen
- The Cross-Section of Firm-Level Equity Yields and the Implications for Corporate Investment, with Ralph S.J. Koijen
- A Quantitative Model of Bank Capital Structure, with Robert McDonald
Book Chapters and other Publications
- Strategic Asset Allocation, with Ralph S.J. Koijen and Michael W. Brandt. "Handbook of Quantitative Finance," Oxford University Press, 2012.
- Book review of "Anticipating Correlations", by Robert F. Engle, Journal of Economic Literature, March 2011.