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

Close Mountain Advisors LLC

19 Davenport Ave.

Unit B

Greenwich, CT 06830

United States

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 5,186

SSRN RANKINGS

Top 5,186

in Total Papers Downloads

11,730

SSRN CITATIONS

4

CROSSREF CITATIONS

6

Scholarly Papers (17)

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 4,293 (3,270)
Citation 1

Abstract:

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

2.

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 1,503 (17,949)

Abstract:

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risk management, Research Foundation of CFA Institute, Coleman

3.

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 1,186 (25,620)
Citation 3

Abstract:

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

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 933 (36,064)
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 722 (51,144)

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 657 (57,744)
Citation 1

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 578 (68,007)
Citation 1

Abstract:

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Bond, Swap, Market-to-Market, Risk

8.

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 420 (99,974)

Abstract:

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Swap Valuation Dual-Curve OIS

9.

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 359 (119,558)
Citation 1

Abstract:

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

10.

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 332 (130,158)
Citation 1

Abstract:

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Probability, Expected Utility, Risk, Ambiguity

11.

John Snow, Cholera, and South London Reconsidered

Number of pages: 35 Posted: 05 Dec 2020
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 176 (240,059)

Abstract:

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

12.

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 146 (280,086)

Abstract:

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

13.

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 118 (328,730)

Abstract:

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

14.

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 116 (332,782)

Abstract:

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

15.

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 89 (395,882)
Citation 1

Abstract:

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Three-state model, Labor supply, Unemployment, Aggregation

16.

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 76 (434,236)

Abstract:

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17.

A Note on 'Rethinking John Snow’s South London study: A Bayesian evaluation and recalculation'

Number of pages: 16 Posted: 06 Aug 2020 Last Revised: 21 Sep 2020
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 26 (667,819)
Citation 1

Abstract:

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