Magnus Dahlquist

13 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1846-3113

Stockholm School of Economics, SE-113 83 Stockholm, Sweden; and Centre for Economic Policy Research (CEPR), London EC1R 5HL, United Kingdom

Publications

• Are Subjective Expectations Formed as in Rational Expectations Models of Active Management? — Management Science 2026
• Institutions’ return expectations across assets and time — Journal of Financial Economics 2026
• Equity Return Expectations and Portfolios: Evidence from Large Asset Managers — The Review of Financial Studies 2024
• Pricing Currency Risks — The Journal of Finance 2023
• The missing risk premium in exchange rates — Journal of Financial Economics 2022
• Economic momentum and currency returns — Journal of Financial Economics 2020
• On the Asset Allocation of a Default Pension Fund — The Journal of Finance 2018
• Individual Investor Activity and Performance — The Review of Financial Studies 2017
• Asymmetries and Portfolio Choice — The Review of Financial Studies 2017
• Pseudo Market Timing: A Reappraisal — Journal of Financial and Quantitative Analysis 2008
• Corporate Governance and the Home Bias — Journal of Financial and Quantitative Analysis 2003
• Direct foreign ownership, institutional investors, and firm characteristics — Journal of Financial Economics 2001
• Performance and Characteristics of SwedishMutual Funds — Journal of Financial and Quantitative Analysis 2000