The main objective of this paper is to develop a system that uses historical data to forecast new movie attendance. In contrast to most models in the literature that consider aggregated prediction or the demand for a cross-section of movies, this paper analyzes the dynamic behavior of attendance...

The literature on the convenience of currency hedging of international portfolio investments has not reached a final verdict. There are arguments for (Perold and Schulman [Perold, A.F. and Schulman, E.C. (1988). The free lunch in currency hedging: implications for investment policy and...

This article studies optimal portfolio decisions with (long-term) liabilities for small open economy based investors, including the optimality of currency hedging (Walker (2008a). Chile is the home country of the representative investor, but results are likely to hold more generally. The problem...