Patrick Christian Kiefer

University of California, Los Angeles (UCLA) - Anderson School of Management

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

SCHOLARLY PAPERS

5

DOWNLOADS

388

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Diversification by U.S. Banks: True Safety or a False Sense of Security?

Swiss Finance Institute Research Paper No. 16-43
Number of pages: 52 Posted: 02 Jul 2016 Last Revised: 22 Jul 2017
Priyank Gandhi, Patrick Christian Kiefer and Alberto Plazzi
Rutgers Business School, Newark and New Brunswick, University of California, Los Angeles (UCLA) - Anderson School of Management and Swiss Finance Institute
Downloads 207 (165,981)
Citation 1

Abstract:

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Bank diversification, Non-interest income, Systemic risk, Financial crisis

2.

Dynamic Hedging, Expected Returns and Factor Timing

Number of pages: 74 Posted: 27 Dec 2017 Last Revised: 13 May 2018
Patrick Christian Kiefer
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 181 (187,684)

Abstract:

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Forecasting, Time-varying Risk, Fama-French Factors, Markov Process, Spectral Gap, Orthogonal Decomposition, Fund Separation, VAR, State-Space Models, Performance Evaluation, Machine Learning

3.

Assessing Mutual Fund Performance in China

Journal of Portfolio Management, Vol. 46, 2020, https://jpm.pm-research.com/content/46/5/118
Posted: 10 Mar 2020
Bradford Cornell, Jason C. Hsu, Patrick Christian Kiefer and Phillip Wool
Anderson Graduate School of Management, UCLA, Rayliant Global Advisors, University of California, Los Angeles (UCLA) - Anderson School of Management and Rayliant Global Advisors

Abstract:

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China, Mutual Fund, Performance

4.

Liquidity and Counterparty Risk in OTC Markets

Posted: 20 May 2013 Last Revised: 08 Jan 2014
Patrick Christian Kiefer
University of California, Los Angeles (UCLA) - Anderson School of Management

Abstract:

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Search, OTC Markets, CDS, Credit Derivatives, Asset Pricing, Market Microstructure

5.

A Search-Based Pricing Model of Credit Default Swaps

Posted: 24 Nov 2010 Last Revised: 27 Jun 2013
Patrick Christian Kiefer
University of California, Los Angeles (UCLA) - Anderson School of Management

Abstract:

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Search Theory, Credit Defualt Swaps, Over the Counter Markets, Dynamic Equilibrium, Dynamic Programming, Derivatives, Systemic Risk, Counterparty Risk

Other Papers (2)

Total Downloads: 72
1.

Does Trading Affect Banks’ Role as Liquidity Providers?

Number of pages: 44 Posted: 12 Dec 2012 Last Revised: 08 Jul 2016
Priyank Gandhi and Patrick Christian Kiefer
Rutgers Business School, Newark and New Brunswick and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 64 (291,684)

Abstract:

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Liquidity risk; Credit supply; Costly external finance; Bank regulation

2.

Liquidity Management and Real Credit Supply: Evidence from Bank Participation in Financial Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 36 Posted: 24 Aug 2014
Priyank Gandhi and Patrick Christian Kiefer
Rutgers Business School, Newark and New Brunswick and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 8

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