Marco Giacoletti

Marshall School of Business

Assistant Professor of Finance and Business Economics

701 Exposition Blvd

Los Angeles, CA 90089

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 46,428

SSRN RANKINGS

Top 46,428

in Total Papers Downloads

856

CITATIONS

2

Scholarly Papers (4)

1.

Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model

Stanford University Graduate School of Business Research Paper No. 15-45
Number of pages: 51 Posted: 26 Jul 2015 Last Revised: 01 Mar 2016
Marshall School of Business, AQR Capital Management, LLC and Stanford University - Graduate School of Business
Downloads 510 (52,919)
Citation 2

Abstract:

Loading...

term structure of bond yields, learning, dispersion of beliefs, risk premiums

2.

Idiosyncratic Risk in Housing Markets

Number of pages: 68 Posted: 03 Jul 2017 Last Revised: 10 Jan 2019
Marco Giacoletti
Marshall School of Business
Downloads 172 (170,824)

Abstract:

Loading...

Idiosyncratic Risk, Housing, Market Liquidity, Portfolio Decisions

3.

The Risk-Adjusted Performance of Asset Flippers

Number of pages: 65 Posted: 04 Jan 2017 Last Revised: 16 Oct 2018
Marco Giacoletti and Victor Westrupp
Marshall School of Business and Stanford University, Graduate School of Business, Students
Downloads 144 (198,356)

Abstract:

Loading...

Risk-Adjusted Compensation, Housing, Skill, Returns to Scale

4.

The FOMC and the Mortgage Market

Number of pages: 42 Posted: 07 May 2019
Marco Giacoletti, Rodney Ramcharan and Edison Yu
Marshall School of Business, University of Southern California, Marshall School of Business and Federal Reserve Bank of Philadelphia
Downloads 30 (458,409)

Abstract:

Loading...

Monetary Policy, FOMC, Uncertainty, Housing Market, Mortgage Application