Murray Carlson

Murray Carlson

Murray Carlson

BSc (Queen's), MBA PhD (British Columbia)
Advisory Council Chair in Finance
Professor, Finance Division

Selected publications

  • Carlson, M., Chapman, D., Kaniel, R., and Yan, H. (2016). Specification Error, Estimation Risk, and Conditional Portfolio Rules. International Review of Finance, Forthcoming.

  • Boguth, O., Carlson, M., Fisher, A., Simutin, M. (2015). Horizon Effects in Average Returns: The Role of Slow Information Diffusion. Review of Financial Studies, 29 (8): 2241-2281..

  • Carlson, M., Chapman, D., Kaniel,R., Yan,H. (2015). Asset Return Predictability in a Heterogenous Agent Equilibrium Model. Quarterly Journal of Finance, 5 (2), 1550010.

  • Carlson, M., Fisher, A., Giammarino, R., Dockner, E. (2012). "Leaders, Followers, and Risk Dynamics in Industry Equilibrium" Journal of Financial and Quantitative Analysis, 49 (2), 321-349.

  • Boguth, O., Carlson M., Fisher, A., Simutin, M. (2011) "Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas" Journal of Financial Economics 102 (2) 363-389.

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