Bernard Herskovic

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

Assistant Professor

Los Angeles, CA 90095-1481

United States

http://bernardherskovic.com

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

SCHOLARLY PAPERS

10

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9,949

SSRN CITATIONS
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Top 4,659

in Total Papers Citations

110

CROSSREF CITATIONS

172

Scholarly Papers (10)

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1.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Downloads 2,922 ( 4,734)
Citation 105

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Number of pages: 53 Posted: 12 Nov 2012 Last Revised: 15 Nov 2015
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 2,891 (4,726)
Citation 2

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Firm volatility, Idiosyncratic risk, Cross-section of stock returns

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

NBER Working Paper No. w20076
Number of pages: 66 Posted: 28 Apr 2014
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 31 (547,958)
Citation 39

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2.

Firm Volatility in Granular Networks

Downloads 2,425 ( 6,287)
Citation 16

Firm Volatility in Granular Networks

Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 69 Posted: 07 Dec 2012 Last Revised: 11 Jun 2020
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 2,425 (6,332)
Citation 13

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Firm volatility, networks, firm size distribution, aggregate volatility, granularity

3.

Hedging Risk Factors

Number of pages: 83 Posted: 24 Mar 2018 Last Revised: 28 Sep 2019
Bernard Herskovic, Alan Moreira and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,370 (16,233)
Citation 7

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Risk and Return, Equity Premium, Hedging, Asset Pricing Models, Factor Models

4.

Networks in Production: Asset Pricing Implications

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 09 Jun 2015 Last Revised: 08 Aug 2018
Bernard Herskovic
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,327 (17,062)
Citation 27

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Networks, Input-Output, Systematic Risk

5.

Acquiring Information Through Peers

Number of pages: 50 Posted: 03 Jun 2015 Last Revised: 25 Feb 2020
Bernard Herskovic and Joao Ramos
University of California, Los Angeles (UCLA) - Anderson School of Management and Marshall School of Business - University of Southern California
Downloads 696 (42,988)
Citation 2

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Network Formation, Information Acquisition, Coordination

6.

Should College Admissions Favor Low-Income Applicants?

Number of pages: 59 Posted: 14 Jul 2015 Last Revised: 04 Aug 2020
Bernard Herskovic and Joao Ramos
University of California, Los Angeles (UCLA) - Anderson School of Management and Marshall School of Business - University of Southern California
Downloads 435 (77,919)
Citation 1

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Affirmative Action, Intergenerational Mobility, Educational Investment

7.

Micro Uncertainty and Asset Prices

Number of pages: 44 Posted: 13 Aug 2018 Last Revised: 17 Jun 2020
Bernard Herskovic, Thilo Kind and Howard Kung
University of California, Los Angeles (UCLA) - Anderson School of Management, London Business School and London Business School
Downloads 397 (86,732)
Citation 1

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Production-based asset pricing, Neoclassical Investment, Long-run risks, Cross-section of returns, Micro uncertainty, TFP

8.

The Redistributive Effects of Monetary Policy

Downloads 177 (111,538)
Citation 7

The Redistributive Effects of Monetary Policy

Number of pages: 49 Posted: 22 Mar 2017 Last Revised: 10 Dec 2017
Daniel Andrei, Bernard Herskovic and Olivier Ledoit
McGill University, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Zurich - Department of Economics
Downloads 177 (197,877)
Citation 2

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Monetary policy, redistribution, networks

9.

OTC Intermediaries

Office of Financial Research Research Paper No. 18-05
Number of pages: 65 Posted: 10 Sep 2018 Last Revised: 09 Nov 2020
Andrea L. Eisfeldt, Bernard Herskovic, Sriram Rajan and Emil Siriwardane
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management, Government of the United States of America - Office of Financial Research and Harvard Business School - Finance Unit
Downloads 200 (177,415)
Citation 16

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OTC markets, networks, intermediaries, dealers, systemic risk, credit default swaps

10.

Firm Volatility in Granual Networks

CEPR Discussion Paper No. DP12284
Number of pages: 50 Posted: 11 Sep 2017
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 0 (764,084)
Citation 1
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Abstract:

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aggregate volatility, firm size distribution, Firm volatility, granularity, networks