Chukwuma Dim

Frankfurt School of Finance & Management

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

285

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks

Number of pages: 79 Posted: 28 Apr 2020 Last Revised: 22 Jan 2021
Fousseni Chabi-Yo, Chukwuma Dim and Grigory Vilkov
University of Massachusetts Amherst - Isenberg School of Management, Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 219 (163,203)

Abstract:

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Recovery, market spanning, expected returns, higher-order moments, option-implied, FOMC sensitivity index, random forest

2.

Factor Investing, Learning from Prices, and Endogenous Uncertainty in Asset Markets

Number of pages: 58 Posted: 10 Nov 2020 Last Revised: 14 Feb 2021
Frankfurt School of Finance & Management, Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 66 (392,213)

Abstract:

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information acquisition, attention allocation, factor investing, endogenous uncertainty, amplification, strategic complementarity