Publications by William N. Goetzmann

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Rain or shine: where is the weather effect?
W. N. Goetzmann and N. Zhu
European Financial Management
2005
Re-emerging markets
W. N. Goetzmann and P. Jorion
Journal of Financial and Quantitative Analysis
1999
Rejoinder: The J-shape of performance persistence given survivorship bias
S. J. Brown, W. N. Goetzmann, R. G. Ibbotson and S. A. Ross
Review of Economics and Statistics
1997
Risk Aversion and Clientele Effects
W. N. Goetzmann, D. Blackburn, and A. Ukhov
2010
Risks and incentives in underserved mortgage markets
B. W. Ambrose and W. N. Goetzmann
Journal of Housing Economics
1998
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Safety First Portfolio Insurance
W. N. Goetzmann and M. Broadie
1992
Securitization in the 1920's
W. N. Goetzmann and F. Newman
2010
Short-horizon inputs and long-horizon portfolio choice
W. N. Goetzmann and F. R. Edwards
The Journal of Portfolio Management
1994
Short-sales in global perspective
A. Bris, W. Goetzmann and N. Zhu
2003
Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging
W. N. Goetzmann and E. Valaitis
2006
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property - Evidence from Screenplays Sales
W. N. Goetzmann and S. A. Ravid
2004
Survival
S. J. Brown, W. N. Goetzmann and S. A. Ross
The Journal of Finance
1995
Survivorship bias in performance studies
S. J. Brown, W. Goetzmann, R. G. Ibbotson and S. A. Ross
Review of Financial Studies
1992
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Testing the predictive power of dividend yields
W. N. Goetzmann and P. Jorion
The Journal of Finance
1993
The accuracy of real estate indices: Repeat sale estimators
W. N. Goetzmann
The Journal of Real Estate Finance and Economics
1992
The bias of the RSR estimator and the accuracy of some alternatives
W. N. Goetzmann and L. Peng
Real Estate Economics
2002
The Development of Corporate Performance Measures: Benchmarks Before EVA™
W. N. Goetzmann and S. J. Garstka
The Dow theory: William Peter Hamilton's track record reconsidered
S. J. Brown, W. N. Goetzmann and A. Kumar
The Journal of Finance
1998
The Effect of Seller Reserves on Market Index Estimation
W. N. Goetzmann
1999
The effect of the "triple witching hour" on stock market volatility
S. P. Feinstein and W. N. Goetzmann
Economic Review
2011

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