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Records 1 - 14 of 14 matches
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Date Posted: November 18, 2009
Last Revised: November 18, 2009
Working Paper Series
24 downloads

On the Efficient Market Equilibrium and the Pricing of Equities: A Fundamental Approach to Market Efficiency
Y. I. T. Mtulia
Howard University - School of Business
Date Posted: August 10, 2009
Last Revised: August 10, 2009
Working Paper Series
45 downloads

The Cross-Section of Managerial Ability and Risk Preferences
EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Ralph S. J. Koijen
University of Chicago - Booth School of Business
Date Posted: March 23, 2009
Last Revised: November 19, 2009
Working Paper Series
653 downloads

Portfolio Selection and Asset Pricing Models
Journal of Finance, forthcoming.
Lubos Pastor
University of Chicago - Booth School of Business
Date Posted: February 13, 2009
Last Revised: February 13, 2009
Working Paper Series
243 downloads

The Cross-Section and Time-Series of Stock and Bond Returns
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Ralph S. J. Koijen , Hanno N. Lustig , Stijn Van Nieuwerburgh and
University of Chicago - Booth School of Business , UCLA, Anderson School of Management , National Bureau of Economic Research (NBER) and New York University
Date Posted: February 11, 2009
Last Revised: September 22, 2009
Working Paper Series
562 downloads

Mutual Fund Performance
Eugene F. Fama and Kenneth R. French
University of Chicago - Booth School of Business and Dartmouth College - Tuck School of Business
Date Posted: July 1, 2008
Last Revised: November 23, 2009
Working Paper Series
3032 downloads

Using Economic Theory to Build Optimal Portfolios
Thomas Chevrier and Robert E. McCulloch
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: April 30, 2008
Last Revised: July 7, 2008
Working Paper Series
507 downloads

The Social Cost of Near-Rational Investment: Why We Should Worry About Volatile Stock Markets
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and New York University - Department of Finance
Date Posted: March 18, 2008
Last Revised: November 19, 2009
Working Paper Series
126 downloads

Asset Pricing Tests with Long Run Risks in Consumption Growth
Chicago GSB Research Paper No. 08-15, CRSP Working Paper No. 622
Anisha Ghosh and George M. Constantinides
London School of Economics & Political Science (LSE) and University of Chicago - Booth School of Business
Date Posted: March 16, 2008
Last Revised: September 19, 2008
Working Paper Series
196 downloads

Understanding Trust
CRSP Working Paper No. 621
Paola Sapienza , Anna Toldra and Luigi Zingales
Northwestern University - Department of Finance , University of Toulouse 1 and University of Chicago Booth School of Business
Date Posted: September 4, 2007
Last Revised: April 22, 2008
Working Paper Series
224 downloads

Predictive Systems: Living with Imperfect Predictors
CRSP Working Paper No. 617, EFA 2007 Ljubljana Meetings Paper
Lubos Pastor and Robert F. Stambaugh
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Date Posted: February 19, 2007
Last Revised: July 24, 2008
Working Paper Series
1734 downloads

A Fundamentally Different Interpretation of the Relation Between Implied and Realized Volatility
Federico M. Bandi and Benoit Perron
University of Chicago - Booth School of Business and University of Montreal - Department of Economics
Date Posted: March 2, 2002
Last Revised: August 31, 2002
Working Paper Series
530 downloads

Asset Pricing with Heterogeneous Consumers
J. OF POLITICAL ECONOMY, Vol. 104 No. 2, April 1996
George M. Constantinides and Darrell Duffie
University of Chicago - Booth School of Business and Stanford University - Graduate School of Business
Date Posted: June 28, 1998
Last Revised: June 28, 1998
Accepted Paper Series

A Cross-Sectional Test of an Investment-Based Asset Pricing Model
J. OF POLITICAL ECONOMY, Vol. 104 No. 3, June 1996
John H. Cochrane
University of Chicago Booth School of Business
Date Posted: September 25, 1996
Last Revised: March 19, 2009
Accepted Paper Series

Records 1 - 14 of 14 matches
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