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  • December 2009
  • Article

Long-Run Stockholder Consumption Risk and Asset Returns

By: Christopher J. Malloy, Tobias J. Moskowitz and Annette Vissing-Jorgensen
We provide new evidence on the success of long-run risks in asset pricing by focusing on the risks borne by stockholders. Exploiting micro-level household consumption data, we show that long-run stockholder consumption risk better captures cross-sectional variation in... View Details
Keywords: Asset Pricing; Stocks; Investment Return; Investment Portfolio; Risk Management
Related
  • May 2011
  • Article

Institutional Stock Trading on Loan Market Information

By: Victoria Ivashina and Zheng Sun
Over the past decade, one of the most important developments in the corporate loan market has been the increasing participation of institutional investors in lending syndicates. As lenders, institutional investors routinely receive private information about borrowers.... View Details
Keywords: Stocks; Financing and Loans; Negotiation; Investment Portfolio; Investment Return
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  • 25 Jan 2017
  • News

Harvard Management Company Undertakes Sweeping Change

Keywords: Endowment; Securities, Commodities, and Other Financial Investments; Securities, Commodities, and Other Financial Investments
  • Career Coach

Ryan Kim

investment banking analyst. He studied Environmental Science & Public Policy in college. Ryan lives in Newton, MA with his wife and two young children. Work Experience: Search Fund/Independent Sponsor (Castle Island Partners), Private... View Details
Keywords: Investment Banking; Investment Banking; Investment Banking; Investment Banking; Investment Banking; Investment Banking; Investment Banking; Investment Banking
  • Web

Dean LeBaron | Baker Library

Dean LeBaron MBA 1960, Batterymarch Play Video duration: 1:35:29 Dean LeBaron, HBS 1960. Interview conducted in February 2001 Dean LeBaron, HBS 1960, was working for an investment services firm when he became interested in cutting-edge... View Details
  • 2024
  • Working Paper

Ponzi Funds

By: Philippe van der Beck, Jean-Philippe Bouchaud and Dario Villamaina
Many active funds hold concentrated portfolios. Flow-driven trading causes price pressure, which pushes up the funds’ existing positions resulting in realized returns. We decompose fund returns into a price pressure (self-inflated) and a fundamental component and... View Details
Keywords: Investment Funds; Investment Portfolio; Investment Return; Price Bubble; Financial Reporting; Financial Liquidity
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  • 01 Oct 1996
  • News

No Bull — Nancy E. Havens-Hasty (MBA 1971)

female corporate finance associate at Kidder, she became an equity analyst two years later, covering the computer industry. Joining Bear Stearns in 1979 as a risk arbitrage analyst, she rose to number two in the worldwide risk arbitrage department and managed the View Details
Keywords: Linda Goodspeed
  • January – February 2011
  • Article

Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly

By: Malcolm Baker, Brendan Bradley and Jeffrey Wurgler
Contrary to basic finance principles, high-beta and high-volatility stocks have long underperformed low-beta and low-volatility stocks. This anomaly may be partly explained by the fact that the typical institutional investor's mandate to beat a fixed benchmark... View Details
Keywords: Volatility; Stocks; Investment Return; Investment Portfolio; Risk Management; Performance Expectations
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  • Web

Real Estate Private Equity - Course Catalog

investing, managing, and developing investments in real estate and private asset backed companies. The course will be divided into three modules. The first module will focus on portfolio construction and... View Details
  • 2008
  • Working Paper

Long-Run Stockholder Consumption Risk and Asset Returns

By: Christopher J. Malloy, Tobias J. Moskowitz and Annette Vissing-Jorgensen
We provide new evidence on the success of long-run risks in asset pricing by focusing on the risks borne by stockholders. Exploiting micro-level household consumption data, we show that long-run stockholder consumption risk better captures cross-sectional... View Details
Keywords: Asset Pricing; Stocks; Investment Return; Investment Portfolio; Risk Management
Related
  • June 2009 (Revised May 2013)
  • Case

Australia: The Riches and Challenges of Commodities

By: Laura Alfaro and Renee Kim
Australia's Prime Minister Kevin Rudd faced a daunting task that he never imagined he would have to face when he was elected two years ago. Australia at that time was poised to enter its 17th year of uninterrupted growth. Commodity exports were booming, largely driven... View Details
Keywords: Financial Crisis; Trade; Foreign Direct Investment; Policy; Crisis Management; China; Australia
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  • August 2022 (Revised November 2022)
  • Supplement

Altos Ventures (B)

By: Jo Tango and Alys Ferragamo
In December 2021, Han Kim, Anthony Lee, and Ho Nam reflected on how far they had come since 2012. This B case provides an update on Altos Ventures’ decision-making and performance since the events presented in the A case. View Details
Keywords: Strategic Planning; Venture Capital; Investment Portfolio; Partners and Partnerships
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  • 01 Jun 2007
  • News

Faculty Books

leaders, they argue, acknowledge the first three perils but are crafting unduly soft policies to deal with them. America requires a new security concept, “strategic indepen-dence,” to keep the peace in dangerous times and to foster new leaders. Making View Details
Keywords: Colleges, Universities, and Professional Schools; Educational Services
  • March 2004 (Revised July 2004)
  • Case

UCB: Managing Information for Globalization and Innovation (A) (Abridged)

By: F. Warren McFarlan and Brian DeLacey
A medium-size European manufacturer of pharmaceuticals and chemicals faces a number of information strategy issues. The case focuses on the issues of coordinating international IT activities and day-to-day operations as well as balancing the company's IT applications... View Details
Keywords: Innovation and Invention; Information Technology; Operations; System; Corporate Strategy; Investment Portfolio; Globalization; Pharmaceutical Industry; Information Technology Industry; Brussels
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  • 27 May 2008
  • Sharpening Your Skills

Sharpening Your Skills: Thinking About Global

political stability. How Can My Foreign Assests And Resources Be Protected? Risky Business? Protecting Foreign Investments After a string of forced nationalizations of private... View Details
  • 30 Mar 2010
  • First Look

First Look: March 30

http://www.hbs.edu/research/pdf/10-004.pdf Investment Taxation and Portfolio Performance Authors:Daniel Bergstresser and Jeffrey Pontiff Abstract Taxes have a first-order impact on View Details
Keywords: Sean Silverthorne
  • 23 Mar 2003
  • Research & Ideas

Putting the Project Puzzle Together

McFarlan: Fifty percent of all capital investment today is being done in IT projects. The way this money is spent deeply impacts the organization's future. It is because of the size of investment as a... View Details
Keywords: by Martha Lagace
  • 01 Dec 2011
  • News

A Modest Tax Proposal

First, almost all countries impose domestic taxes on “mobile” corporate income—for example, investment interest or royalties that can easily be shifted from one country to another. Second, many countries still collect taxes on View Details
Keywords: Robert C. Pozen; tax holidays
  • 24 Apr 2014
  • News

The power of storytelling can be a catalyst in advocating for the rights of women

Khana and a senior fellow at the Council on Foreign Relations’ Women and Foreign Policy program, Lemmon uses this power to make the case that investing in women is an economic,... View Details
  • 05 Oct 2015
  • Research & Ideas

What Companies Should Not Do in the Next Banking Crisis

difficult decisions over what investments to keep and what investments to cut. How they made those choices and what effect they had on business and national recovery in the long run hasn’t been well... View Details
Keywords: by Michael Blanding; Banking