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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10,630

SSRN CITATIONS
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Top 4,548

in Total Papers Citations

130

CROSSREF CITATIONS

173

Scholarly Papers (10)

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1.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Downloads 3,013 ( 5,074)
Citation 113

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 2,973 (5,087)
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 Last Revised: 10 May 2021
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 40 (535,152)
Citation 47

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2.

Firm Volatility in Granular Networks

Downloads 2,559 ( 6,346)
Citation 22

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 2,559 (6,501)
Citation 15

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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 1,526 (15,171)
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 1,410 (17,167)
Citation 29

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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 741 (43,148)
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 476 (76,011)
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 447 (81,911)
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 195 (105,166)
Citation 7

The Redistributive Effects of Monetary Policy

Number of pages: 49 Posted: 22 Mar 2017 Last Revised: 10 Dec 2017
Daniel Andrei, Daniel Andrei, Bernard Herskovic and Olivier Ledoit
McGill Universityaffiliation not provided to SSRN, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Zurich - Department of Economics
Downloads 195 (195,435)
Citation 3

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Monetary policy, redistribution, networks

9.

OTC Intermediaries

Office of Financial Research Research Paper No. 18-05
Number of pages: 68 Posted: 10 Sep 2018 Last Revised: 28 May 2021
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 263 (147,601)
Citation 10

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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 (810,442)
Citation 1
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aggregate volatility, firm size distribution, Firm volatility, granularity, networks