Bernard Herskovic

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

Assistant Professor

Los Angeles, CA 90095-1481

United States

http://bernardherskovic.com

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

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

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 5,204

SSRN RANKINGS

Top 5,204

in Total Papers Downloads

11,529

SSRN CITATIONS
Rank 4,443

SSRN RANKINGS

Top 4,443

in Total Papers Citations

130

CROSSREF CITATIONS

173

Scholarly Papers (10)

Actions:
Email selected abstracts
1.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Downloads 3,107 ( 5,581)
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 3,062 (5,605)
Citation 2

Abstract:

Loading...

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: 11 May 2022
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 45 (558,778)
Citation 47

Abstract:

Loading...

2.

Firm Volatility in Granular Networks

Downloads 2,689 ( 6,671)
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 2,689 (6,905)
Citation 15

Abstract:

Loading...

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 1,782 (13,617)
Citation 7

Abstract:

Loading...

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 1,480 (18,096)
Citation 29

Abstract:

Loading...

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 786 (44,916)
Citation 2

Abstract:

Loading...

Network Formation, Information Acquisition, Coordination

6.

Income-Based Affirmative Action in College Admissions

Number of pages: 58 Posted: 14 Jul 2015 Last Revised: 11 May 2022
Luiz Brotherhood, Bernard Herskovic and Joao Ramos
University of Barcelona, University of California, Los Angeles (UCLA) - Anderson School of Management and Marshall School of Business - University of Southern California
Downloads 614 (62,089)
Citation 1

Abstract:

Loading...

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 524 (75,944)
Citation 1

Abstract:

Loading...

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

8.

The Redistributive Effects of Monetary Policy

Downloads 211 (107,354)
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 211 (201,321)
Citation 3

Abstract:

Loading...

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 336 (126,712)
Citation 10

Abstract:

Loading...

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 (908,984)
Citation 1
  • Add to Cart

Abstract:

Loading...

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