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Thomas Andreas Maurer
Thomas Andreas Maurer
Associate Professor of Finance, The University of Hong Kong
Verified email at hku.hk - Homepage
Title
Cited by
Cited by
Year
Asset pricing implications of demographic change
TA Maurer
252017
Pricing risks across currency denominations
T Maurer, TD To, NK Tran
242016
Entangled risks in incomplete FX markets
TA Maurer, NK Tran
21*2016
Importance of Transaction Costs for Asset Allocations in FX Markets
TA Maurer, L Pezzo
132018
Incomplete asset market view of the exchange rate determination
TA Maurer, NK Tran
122018
Optimal Factor Strategy in FX Markets
TA Maurer, TD To, NK Tran
122017
Pricing Implications of Covariances and Spreads in Currency Markets
TA Maurer, TD To, NK Tran
11*2018
Is consumption growth merely a sideshow in asset pricing?
TA Maurer
102012
The Hirshleifer Effect in a Dynamic Setting
TA Maurer, NK Tran
72016
Cointegration in finance: An application to index tracking
TA Maurer
72008
Time Variation in Life Expectancy, Optimal Portfolio Choice and the Cross-Section of Asset Returns
T Maurer
22015
The hirshleifer effect revisited: The case of disagreement
TA Maurer, NK Tran
Working paper, 2015
22015
Public Information and Risk-Sharing in a Pure-Exchange Economy
T Maurer, NK Tran
12014
Is consumption growth only a sideshow in asset pricing?: asset pricing implications of demographic change and shocks to time preferences
TA Maurer
The London School of Economics and Political Science, 2012
12012
The Conditional Dollar-Carry FX Pricing Model
S Liu, TA Maurer, Y Zhang
Available at SSRN 4150881, 2022
2022
The Collateral Value of Housing: Evidence from Servicemember Pension Choice
B Bennett, R Gopalan, TA Maurer
2017
Internet Appendix: Optimal Factor Strategy in FX Markets
T Maurer, TD To, NK Tran
2017
Pricing Shocks to Conditional Market Beta
TA Maurer, B Tang
2016
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Articles 1–18