Flow duration curves (FDCs) are fundamental tools in hydrology, depicting the percentage of time that streamflow exceeds specified discharge thresholds. They condense complex temporal variability into ...
U.S. corporate pension plans have struggled to boost average funded status levels during the extended equity bull market, as strong equity returns have been offset by historically low interest rates.
The term structure of equity returns is downward-sloping: stocks with high cash flow duration earn 1.10% per month lower returns than short-duration stocks in the cross section. I create a measure of ...
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