Publications of Dana Kiku

Working Papers

  1. with Ravi Bansal, Long-Run Asset Allocation (June, 2006)
  2. with Ravi Bansal and Robert Dittmar, Cointegration and Consumption Risks in Asset Returns (March, 2006)
  3. Is the Value Premium a Puzzle? (Fall, 2005)
  4. Trend/Cycle Risks: Decomposition and Premia (2003)