Showing results 1 - 5 of 5
November 2021, Paper: "We document a large and heterogeneous shift by public pensions into alternative investments (hedge funds, private equity, and real estate) since 2006.…
January 2020, Paper: "We document large variation in net-of-fee performance across public pension funds investing in the same private equity fund. In aggregate, these…
Financial Market Risk Perceptions and the Macroeconomy. Emil Siriwardane, Adi Sunderam, , Paper, "In this appendix, we provide details about the data construction for all…
March 2018, Paper: "We document a strong and robust positive relationship between the one-year real rate and the contemporaneous valuation of volatile stocks, which we contend…
Does Precautionary Savings Drive the Real Interest Rate? Evidence from the Stock Market. Emil Siriwardane, Adi Sunderam, August 6, 2017, Paper, "We document a strong and robust…