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Murray Carlson

Murray Carlson

Murray Carlson

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

Selected publications

  • Boguth, O., Carlson, M., Fisher, A., Simutin, M. (2022). The Term Structure of Equity Risk Premia: Levered Noise and New Estimates. Review of Finance, Forthcoming
  • Carlson, M., Chapman, D., Kaniel, R., Yan, H. (2017). Specification Error, Estimation Risk, and Conditional Portfolio Rules. International Review of Finance, 17 (2), 263-288.
  • Boguth, O., Carlson, M., Fisher, A., Simutin, M. (2016). 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.

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