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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CITATIONS
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101

Scholarly Papers (10)

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1.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Downloads 2,745 ( 4,204)
Citation 73

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 2,719 (4,167)
Citation 1

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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 26 (499,312)
Citation 5

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2.

Firm Volatility in Granular Networks

Downloads 1,964 ( 7,206)
Citation 8

Firm Volatility in Granular Networks

Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 65 Posted: 07 Dec 2012 Last Revised: 14 Jan 2019
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 1,964 (7,226)

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

3.

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 1,136 (17,735)
Citation 10

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Networks, Input-Output, Systematic Risk

4.

Hedging Risk Factors

Number of pages: 76 Posted: 24 Mar 2018 Last Revised: 03 Jun 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 921 (24,210)
Citation 1

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

5.

Acquiring Information Through Peers

Number of pages: 71 Posted: 03 Jun 2015 Last Revised: 28 Nov 2018
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 446 (63,437)
Citation 3

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Network Formation, Information Acquisition, Coordination

6.

Should College Admissions Favor Low-Income Applicants?

Number of pages: 55 Posted: 14 Jul 2015 Last Revised: 22 Mar 2019
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 298 (100,872)
Citation 1

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Affirmative Action, Intergenerational Mobility, Educational Investment

7.

The Redistributive Effects of Monetary Policy

Downloads 134 (118,533)
Citation 3

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 134 (213,571)
Citation 1

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Monetary policy, redistribution, networks

8.

Size Premium Waves

Number of pages: 29 Posted: 13 Aug 2018 Last Revised: 03 Oct 2018
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 248 (122,930)
Citation 1

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9.

OTC Intermediaries

Office of Financial Research Research Paper No. 18-05
Number of pages: 68 Posted: 10 Sep 2018
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 111 (245,163)
Citation 2

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

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 (666,371)
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Abstract:

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