Bernard Herskovic

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

Assistant Professor

Los Angeles, CA 90095-1481

United States

http://bernardherskovic.com

SCHOLARLY PAPERS

8

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5,925

CITATIONS
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Top 30,567

in Total Papers Citations

7

Scholarly Papers (8)

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
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2,523 (4,133)
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
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 16 (515,740)
Citation 2

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2.
Downloads 1,661 ( 8,427)
Citation 2

Firm Volatility in Granular Networks

Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 47 Posted: 07 Dec 2012 Last Revised: 31 Aug 2017
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 1,661 (8,408)
Citation 2

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

3.
Downloads 79 (153,890)
Citation 1

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
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 79 (281,504)
Citation 1

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Monetary policy, redistribution, networks

4.

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 (22,374)

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Networks, Input-Output, Systematic Risk

5.

Acquiring Information Through Peers

Number of pages: 91 Posted: 03 Jun 2015 Last Revised: 31 Aug 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 (86,888)

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Network Formation, Information Acquisition, Coordination

6.

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

Number of pages: 49 Posted: 14 Jul 2015 Last Revised: 26 Jul 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 (147,097)

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Affirmative Action, Intergenerational Mobility, Educational Investment

7.

Hedging Risk Factors

Number of pages: 34 Posted: 24 Mar 2018 Last Revised: 17 Apr 2018
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 0 (109,038)

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

8.

Firm Volatility in Granual Networks

CEPR Discussion Paper No. DP12284
Number of pages: 50 Posted: 11 Sep 2017
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 0 (597,891)
Citation 2
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aggregate volatility, firm size distribution, Firm volatility, granularity, networks