2013
- Lorenzo Garlappi, Ron Giammarino, and Ali Lazrak
“Ambiguity in Corporate Finance: Real Investment Dynamics” (2013) - Johnny Kang and Carolin Pflueger
“Inflation Risk in Corporate Bonds” (2013) - Johnny Kang and Carolin Pflueger
“Supplementary Appendix to Inflation Risk in Corporate Bonds” (2013)
2012
- Jawad Addoum, Howard Kung, and Gonzalo Morales
“Marital Dynamics and Portfolio Choice” (2012) - Hang Bai, Harjoat Bhamra, and Howard Kung
“Political Corruption and Sovereign Debt Crises” (2012) - Hyunseob Kim and Howard Kung
“Asset Redeployability, Economic Uncertainty, and Corporate Investment” (2012) - Howard Kung
“Equilibrium Growth, Inflation, and Bond Yields” (2012) - Howard Kung and Lukas Schmid
“Innovation, Growth, and Asset Prices” (2012) - Jose Montiel Olea and Carolin Pflueger
“A Robust Test for Weak Instruments” (2012) - Carolin Pflueger and Luis Viceira
“An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds” (2012) - Carolin Pflueger and Luis Viceira
“Appendix to An Empirical Decomposition of Risk and Liquidity in Nominal and In‡flation-Indexed Government Bonds” (2012) - Alberto Romero
“Filtering via Taylor Series Approximations” (2012) - Alberto Romero
“Sharpe Ratio Volatility: Is it a Puzzle? (Job Market Paper)” (2012)
2011
- Eric Aldrich and Howard Kung
“Computational Methods for Production-Based Asset Pricing Models with Recursive Utility” (2011) - Glen Donaldson, Maurice Levi, Barrie Nault, and Thomas Ruf
“Exchange-Rate Variability and Foreign Factor Income” (2011) - Vincent Gregoire
“Do Mutual Fund Managers Adjust NAV for Stale Pricing?” (2011) - Thomas Ruf
“Limits to Arbitrage and the Skewness Risk Premium in Options Markets” (2011) - Thomas Ruf
“The Dynamics of Overpricing in Structured Products” (2011) - Thomas Ruf and Maurice Levi
“The Law of One Price in Unfamiliar Places: The Case of International Real Estate” (2011)
2010
- Harjoat Bhamra and Ilya Strebulaev
“The Effects of Rare Economic Crises on Credit Spreads and Leverage” (2010)
2009
- Harjoat Bhamra and Raman Uppal
“How Does Heterogeneity in Recursive Preferences Affect Asset Prices?” (2009) - Oliver Boguth
“Stochastic Idiosyncratic Volatility, Portfolio Constraints, and the Cross-Section of Returns” (2009) - Oliver Boguth, Murray Carlson, Adlai Fisher, and Mikhail Simutin
“Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas” (2009) - Oliver Boguth and Lars-Alexander Kuehn
“Consumption Volatility Risk” (2009) - Glen Donaldson and Mikhail Simutin
“Risk Factors and Distributions from Long-Short Trading Strategies: A Monte Carlo Approach” (2009) - Mikhail Simutin
“Excess Cash and Mutual Fund Performance” (2009) - Mikhail Simutin
“Excess Cash and Stock Returns” (2009) - Mikhail Simutin
“IPO Offer Prices and Firm Performance” (2009)
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Have a question?
Our team is happy to help.
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Get in touch
T +1 604.822.8313
F +1 604.822.4695Sally Bei, Division Assistant
sally.bei@sauder.ubc.ca