Thummim Cho

London School of Economics & Political Science (LSE) - Department of Finance

Assistant Professor

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

261

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Turning Alphas into Betas: Arbitrage and Endogenous Risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47 Posted: 05 Aug 2019 Last Revised: 14 Oct 2019
Thummim Cho
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 166 (197,848)
Citation 2

Abstract:

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asset risk, factor beta, financial intermediaries, arbitrage, asset pricing anomalies

2.

Asset Pricing with Price Levels

Number of pages: 74 Posted: 28 Dec 2019 Last Revised: 08 Sep 2020
Thummim Cho and Christopher Polk
London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics
Downloads 95 (301,347)
Citation 2

Abstract:

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price level, long-horizon returns, mispricing metric, stochastic discount factor, CAPM