Thomas Coleman

University of Chicago - Harris School of Public Policy

Executive Director, Center for Economic Policy

1155 East 60th Street

Chicago, IL 60637

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 5,392

SSRN RANKINGS

Top 5,392

in Total Papers Downloads

15,094

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (18)

1.

A Guide to Duration, DV01, and Yield Curve Risk Transformations

Number of pages: 29 Posted: 01 Jan 2011 Last Revised: 23 Jan 2011
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 5,197 (3,424)
Citation 2

Abstract:

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DV01, Duration, Key Rate Duration, Interest Rate Risk, Yield Curve Risk, Dollar Duration, Modified Duration, Partial DV01

2.

Causality in the Time of Cholera: John Snow As a Prototype for Causal Inference

Number of pages: 86 Posted: 30 Oct 2018 Last Revised: 15 Mar 2019
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 1,736 (20,220)
Citation 2

Abstract:

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John Snow, Cholera, Causal Inference, Epidemiology, Statistical Methodology, History of Science

3.

A Practical Guide to Risk Management (A Summary)

Research Foundation of CFA Institute Monograph, 2012
Number of pages: 9 Posted: 15 Jun 2013
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 1,608 (22,718)

Abstract:

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risk management, Research Foundation of CFA Institute, Coleman

4.

A Primer on Credit Default Swaps (CDS)

Number of pages: 11 Posted: 20 Feb 2010 Last Revised: 04 Oct 2010
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 1,013 (44,599)
Citation 1

Abstract:

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Credit default swap, CDS, valuation, risk

5.

Three Myths About US Economic Inequality and Social Mobility

Capitalism & Society, Volume 15, Issue 1 (2021)
Number of pages: 19 Posted: 16 Dec 2021
Xi Song, Michael Lachanski and Thomas Coleman
University of Pennsylvania, Princeton University and University of Chicago - Harris School of Public Policy
Downloads 977 (46,885)

Abstract:

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Income inequality,top 1%,tax transfers,intergenerational mobility,human capital,market power

6.

Fitting Forward Rates to Market Data

Number of pages: 36 Posted: 26 Jun 2007
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 754 (66,693)
Citation 3

Abstract:

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Forward Curve, Forward Rates, Yield Curve, Term Structure of Interest Rates

7.

A Practical Guide to Bonds and Swaps

Number of pages: 52 Posted: 17 Feb 2010
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 697 (73,845)
Citation 1

Abstract:

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Bond, Swap, Market-to-Market, Risk

8.

How Progressive is the U.S. Tax System?

University of Chicago Coase-Sandor Institute for Law & Economics Research Paper No. #991
Number of pages: 46 Posted: 29 Nov 2023 Last Revised: 17 Oct 2024
Thomas Coleman and David A. Weisbach
University of Chicago - Harris School of Public Policy and University of Chicago - Law School
Downloads 673 (77,194)

Abstract:

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progressivity, redistribution, inequality

9.

Swap Valuation with Dual Curves - Approximations

Number of pages: 11 Posted: 14 Mar 2017
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 479 (117,811)

Abstract:

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Swap Valuation Dual-Curve OIS

10.

A Modern Statistical Re-Analysis of John Snow’s 1854 South London ‘Grand Experiment’

Number of pages: 61 Posted: 05 Dec 2020 Last Revised: 06 Feb 2024
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 399 (145,992)

Abstract:

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John Snow, Cholera, Causal Inference, Epidemiology, Statistical Methodology, History of Science

11.

Probability, Expected Utility, and the Ellsberg Paradox

Number of pages: 16 Posted: 27 Feb 2011 Last Revised: 24 May 2011
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 393 (148,445)
Citation 1

Abstract:

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Probability, Expected Utility, Risk, Ambiguity

12.

Estimating the Correlation of Non-Contemporaneous Time-Series

Number of pages: 42 Posted: 15 Jun 2007 Last Revised: 08 Sep 2008
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 387 (151,037)
Citation 1

Abstract:

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Covariance, Correlation, Asynchronous Trading, Non-synchronous Trading, Closing-Time Problem

13.

How Precision of the Sharpe Ratio Improves With Monthly Data

Number of pages: 42 Posted: 27 Apr 2017 Last Revised: 24 Jan 2018
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 179 (328,519)

Abstract:

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Sharpe, Sharpe Ratio, sampling distribution, non-central Student-t, small-sample distribution, large-sample distribution, asymptotic distribution, confidence interval

14.

Cyclical Employment and Unemployment Flows in the U.S.

Number of pages: 45 Posted: 23 Aug 2010 Last Revised: 26 Aug 2010
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 144 (392,588)

Abstract:

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Job flows, employment fluctuations, labor force, employment dynamics, worker flows

15.

Puzzles of Inflation, Money, and Debt: Applying the Fiscal Theory of the Price Level

CFA Institute Research Foundation Briefs, November 2021, ISBN 978-1-952927-22-5
Number of pages: 40 Posted: 15 Dec 2021
Thomas Coleman, Bryan Oliver and Laurence B. Siegel
University of Chicago - Harris School of Public Policy, Flashpoint Intelligence and CFA Institute Research Foundation
Downloads 140 (401,442)

Abstract:

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16.

Financial Risk Measurement and Joint Extreme Events: The Normal, Student-T, and Mixture of Normals

Number of pages: 22 Posted: 17 May 2014
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 139 (403,676)

Abstract:

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Risk management, extreme events, fat tails, fait-tailed distribution, extreme value theory

17.

A Dynamic Model of Labor Supply Under Uncertainty

Number of pages: 49 Posted: 02 Apr 2008
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 114 (469,823)
Citation 1

Abstract:

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Three-state model, Labor supply, Unemployment, Aggregation

18.

Re-Evaluating John Snow's 1856 South London Study

Social Science & Medicine
Number of pages: 22 Posted: 06 Aug 2020 Last Revised: 04 Feb 2024
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 65 (662,213)
Citation 1

Abstract:

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John Snow, Cholera, Causal Inference, Epidemiology, Statistical Methodology, History of Science