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Johannes, Michael S.


 SSRN Author Rank: 2,286 by Downloads
 Assistant Professor
 

Columbia Business School - Finance and Economics


 3022 Broadway
 New York, NY 10027
 United States
 email address


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. Johannes, Michael S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,265
Total
Citations
588
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Polson, Nick
University of Chicago - Booth School of Business
Posted:
27 Dec 03
1,624
(5,154)
58

2.  
Sequential Learning, Predictability, and Optimal Portfolio Returns | Show Abstract | Download |
Journal of Finance, Forthcoming, AFA 2009 San Francisco Meetings Paper
Accepted Paper Series
Johannes, Michael S.
Columbia Business School - Finance and Economics
Korteweg, Arthur G.
University of Southern California - Marshall School of Business
Polson, Nick
University of Chicago - Booth School of Business
Posted:
25 Mar 08
Last Revised:
04 Apr 13
1,160
(9,146)
11

3.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Polson, Nick
University of Chicago - Booth School of Business
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Posted:
24 Mar 02
898
(13,633)
28

4.   Incl. Electronic Paper
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Chernov, Mikhail
UCLA Anderson
Johannes, Michael S.
Columbia Business School - Finance and Economics
Posted:
28 Feb 07
Last Revised:
25 Jul 11
799
(13,952)
40

5.   Incl. Electronic Paper
Johannes, Michael S.
Columbia Business School - Finance and Economics
Eraker, Bjorn
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Polson, Nick
University of Chicago - Booth School of Business
Posted:
01 Jan 01
Last Revised:
25 Jul 11
798
(16,310)
295

6.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
11 Jun 03
732
(18,448)
5

7.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Dubinsky, Andrew L.
Columbia University - Columbia Business School
Posted:
05 Oct 04
731
(18,489)
5

8.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Polson, Nick
University of Chicago - Booth School of Business
Posted:
02 May 07
527
(29,205)
7

9.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Polson, Nick
University of Chicago - Booth School of Business
Posted:
15 Oct 02
514
(30,209)
6

10.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Johannes, Michael S.
Columbia Business School - Finance and Economics
Chernov, Mikhail
UCLA Anderson
Posted:
20 Feb 04
459
(35,057)
105

11.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Posted:
10 Nov 00
325
(53,438)
8

12.  
Learning about Consumption Dynamics | Show Abstract | Download |
Journal of Finance, Forthcoming
Accepted Paper Series
Johannes, Michael S.
Columbia Business School - Finance and Economics
Lochstoer, Lars A.
Columbia Business School - Finance and Economics
Mou, Yiqun
Columbia Business School
Posted:
17 Mar 10
Last Revised:
16 Sep 14
295
(59,865)
6

13.   Incl. Electronic Paper
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Johannes, Michael S.
Columbia Business School - Finance and Economics
Lochstoer, Lars A.
Columbia Business School - Finance and Economics
Posted:
10 Dec 13
Last Revised:
13 Dec 13
7
(77,667)
7

14.  
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Johannes, Michael S.
Columbia Business School - Finance and Economics
Posted:
14 Nov 12
Last Revised:
04 Oct 14
115
(145,965)
 

15.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Polson, Nick
University of Chicago - Booth School of Business
Yae, Seung M.
University of Chicago - Booth School of Business
Posted:
21 Nov 09
109
(151,828)
 

16.  
Particle Learning and Smoothing | Show Abstract | Download |
Statistical Science, Vol. 25, No. 1, pp. 88-106, 2010
Accepted Paper Series
Carvalho, Carlos
University of Texas at Austin - Red McCombs School of Business
Johannes, Michael S.
Columbia Business School - Finance and Economics
Lopes, Hedibert F.
University of Chicago - Booth School of Business
Polson, Nick
University of Chicago - Booth School of Business
Posted:
22 Oct 11
Last Revised:
09 Nov 11
87
(177,013)
7

17.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Polson, Nick
University of Chicago - Booth School of Business
Yae, Seung M.
University of Chicago - Booth School of Business
Posted:
21 Nov 09
85
(179,558)
 

18.  
Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 7, pp. 2559-2599, 2009
Accepted Paper Series
Johannes, Michael S.
Columbia Business School - Finance and Economics
Polson, Nick
University of Chicago - Booth School of Business
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Posted:
22 Jun 09
 


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