NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Robert Novy-Marx

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

November 2013Financial Valuation of PBGC Insurance with Market‐Implied Default Probabilities
with Jules H. van Binsbergen, Joshua Rauh
in Tax Policy and the Economy, Volume 28, Jeffrey Brown, editor
October 2012The Revenue Demands of Public Employee Pension Promises
with Joshua D. Rauh: w18489
Linking Benefits to Investment Performance in US Public Pension Systems
with Joshua D. Rauh: w18491

Forthcoming: Linking Benefits to Investment Performance in US Public Pension Systems, Robert Novy-Marx, Joshua D. Rauh. in Retirement Benefits for State and Local Employees: Designing Pension Plans for the Twenty-First Century, Clark and Rauh. 2014

August 2012Linking Benefits to Investment Performance in US Public Pension Systems
with Joshua D. Rauh
in Retirement Benefits for State and Local Employees: Designing Pension Plans for the Twenty-First Century, Robert Clark and Joshua Rauh, organizers
May 2012Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars
w18063

Novy-Marx, Robert, “Predicting Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars,” Journal of Financial Economics, forthcoming.

November 2011Logical Implications of GASB’s Methodology for Valuing Pension Liabilities
w17613

Published: Novy-Marx, Robert, “Logical Implications of GASB’s Methodology for Valuing Pension Liabilities,” Financial Analysts Journal, 69(1), 2013, 26-32.

October 2010Policy Options for State Pension Systems and Their Impact on Plan Liabilities
with Joshua Rauh: w16453

Published:

April 2010The Other Side of Value: Good Growth and the Gross Profitability Premium
w15940

Published: Novy - Marx, Robert, “The Other Side of Value: The Gross Profitability Premium , ” Journal of Financial Economics, 108(1) , 1 - 28, 2013.

September 2008The Intergenerational Transfer of Public Pension Promises
with Joshua D. Rauh: w14343

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us