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

  • University of Chicago - Harris School of Public Policy

  • Close Mountain Advisors LLC

SCHOLARLY PAPERS

19

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13,185

SSRN CITATIONS

3

CROSSREF CITATIONS

6

Scholarly Papers (19)

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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 4,766 (3,438)
Citation 2

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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 1,558 (20,730)

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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 1,498 (22,063)
Citation 3

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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 975 (41,210)
Citation 1

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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 855 (49,275)

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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 706 (63,721)
Citation 3

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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 643 (71,860)
Citation 1

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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 451 (111,027)

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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 373 (138,074)
Citation 1

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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 356 (145,375)
Citation 1

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Probability, Expected Utility, Risk, Ambiguity

11.

John Snow, Cholera, and South London Reconsidered

Number of pages: 53 Posted: 05 Dec 2020 Last Revised: 19 Oct 2023
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 311 (167,974)

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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 165 (306,602)

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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 130 (371,483)

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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 129 (373,622)

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

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 120 (394,467)

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16.

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 105 (434,370)
Citation 1

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Three-state model, Labor supply, Unemployment, Aggregation

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 42 (705,392)
Citation 1

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

18.

How Progressive is the U.S. Tax System?

University of Chicago Coase-Sandor Institute for Law & Economics Research Paper No. #991
Number of pages: 45 Posted: 29 Nov 2023
David A. Weisbach and Thomas Coleman
University of Chicago - Law School and University of Chicago - Harris School of Public Policy
Downloads 2

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progressivity, redistribution, inequality

19.

How Progressive is the U.S. Tax System?

Number of pages: 45
Thomas Coleman and David A. Weisbach
University of Chicago - Harris School of Public Policy and University of Chicago - Law School
Downloads 0

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progressivity, redistribution, equality