Magnus Dahlquist

Evaluating Portfolio Performance with Stochastic Discount Factors

Year: 1997
Journal: No Journal Matched
Authors: Magnus Dahlquist; Paul Soderlind

The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies

Year: 1999
Journal: No Journal Matched
Authors: Ravi Bansal; Magnus Dahlquist

Performance and Characteristics of Swedish Mutual Funds

Year: 1999
Journal: No Journal Matched
Authors: Magnus Dahlquist; Stefan Engström; Paul Söderlind

Foreigners Trading and Price Effects Across Firms

Year: 2001
Journal: No Journal Matched
Authors: Magnus Dahlquist; Gran Robertsson

Sovereign Risk and Return in Global Equity Markets

Year: 2001
Journal: No Journal Matched
Authors: Ravi Bansal; Magnus Dahlquist

An Evaluation of International Asset Pricing Models

Year: 2002
Journal: No Journal Matched
Authors: Magnus Dahlquist; Torbjrn Sllstrm

Pseudo Market Timing: Fact or Fiction

Year: 2004
Journal: No Journal Matched
Authors: Magnus Dahlquist; Frank de Jong

Dynamic Trading Strategies and Portfolio Choice

Year: 2004
Journal: No Journal Matched
Authors: Ravi Bansal; Magnus Dahlquist; Campbell R. Harvey

Direct Evidence of Dividend Tax Clienteles

Year: 2006
Journal: No Journal Matched
Authors: Magnus Dahlquist; Gran Robertsson; Kristian Rydqvist

Individual Investor Activity and Performance

Year: 2012
Journal: Review of Financial Studies
Authors: Magnus Dahlquist; Jos Vicente Martinez; Paul Sderlind

Asymmetries and Portfolio Choice

Year: 2015
Journal: No Journal Matched
Authors: Magnus Dahlquist; Adam Farago; Romo Tdongap

On the Asset Allocation of a Default Pension Fund

Year: 2016
Journal: Journal of Finance
Authors: Magnus Dahlquist; Ofer Setty; Roine Vestman

Pricing Currency Risks

Year: 2020
Journal: Journal of Finance
Authors: Mikhail Chernov; Magnus Dahlquist; Lars A. Lochstoer

Expectations of Active Mutual Fund Performance

Year: 2020
Journal: No Journal Matched
Authors: Magnus Dahlquist; Markus Ibert; Felix Wilke

Pricing Currency Risks

Year: 2020
Journal: Journal of Finance
Authors: Mikhail Chernov; Magnus Dahlquist; Lars Lochstoer

International Capital Markets and Wealth Transfers

Year: 2022
Journal: No Journal Matched
Authors: Magnus Dahlquist; Christian Heyerdahl-Larsen; Anna Pavlova; Julien Penasse

Currency Risk Premiums: A Multihorizon Perspective

Year: 2023
Journal: No Journal Matched
Authors: Mikhail Chernov; Magnus Dahlquist

Currency Risk Premiums: A Multihorizon Perspective

Year: 2023
Journal: No Journal Matched
Authors: Mikhail Chernov; Magnus Dahlquist