Author Page for Bernard Herskovic

1.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

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Citation 2

2

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, University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

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Citation 2

Abstract:

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, University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

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Citation 2

Abstract:

2.

The Redistributive Effects of Monetary Policy

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Citation 1

1

The Redistributive Effects of Monetary Policy

Number of pages: 32 Posted: 22 Mar 2017

Daniel Andrei, Bernard Herskovic and Olivier Ledoit

University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Zurich - Department of Economics

Downloads 33 (389,840)

Citation 1

Abstract:

3.

Networks in Production: Asset Pricing Implications

Journal of Finance, Forthcoming

Number of pages: 42 Posted: 09 Jun 2015 Last Revised: 16 Apr 2017

Bernard Herskovic

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

Downloads 93 (39,591)

Abstract:

4.

Acquiring Information Through Peers

Number of pages: 79 Posted: 03 Jun 2015 Last Revised: 02 May 2017

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 22 (128,904)

Abstract:

5.

Promoting Educational Opportunities: Long-Run Implications of Affirmative Action in College Admissions

Number of pages: 45 Posted: 14 Jul 2015 Last Revised: 27 Feb 2017

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 15 (226,291)

Bernard Herskovic

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

Assistant Professor

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Scholarly Papers (5)

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Abstract:

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Abstract:

The Redistributive Effects of Monetary Policy

The Redistributive Effects of Monetary Policy

Abstract:

Networks in Production: Asset Pricing Implications

Abstract:

Acquiring Information Through Peers

Abstract:

Promoting Educational Opportunities: Long-Run Implications of Affirmative Action in College Admissions

Abstract:

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