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Pastor Lubos

Обновлено: 09-12-2010
Образование магистр: Finance [The Wharton School, University of Pennsylvania, 1997]
PhD: Finance [The Wharton School, University of Pennsylvania, 1999]
Место работы Graduate School of Business (Chicago GSB) / Assistant Professor of Finance, Department of Finance

Профессиональные интересы:
Asset pricing, investment management, financial econometrics, Bayesian analysis

Публикации:
  • Stock valuation and learning about profitability, with Pietro Veronesi, 2003, Journal of Finance 58, 1749--1789.
  • Liquidity risk and expected stock returns, with Robert F. Stambaugh, 2003, Journal of Political Economy 111, 642--685.
  • Investing in equity mutual funds, with Robert F. Stambaugh, 2002, Journal of Financial Economics 63, 351--380.
  • Mutual fund performance and seemingly unrelated assets, with Robert F. Stambaugh, 2002, Journal of Financial Economics 63, 315--349.
  • The equity premium and structural breaks , with Robert F. Stambaugh, 2001, Journal of Finance 56, 1207--1239.
  • Asset pricing models: Implications for expected returns and portfolio selection , with A. Craig MacKinlay, 2000, Review of Financial Studies 13, 883--916.
  • Comparing asset pricing models: An investment perspective , with Robert F. Stambaugh, 2000, Journal of Financial Economics 56, 335--381.
  • Portfolio selection and asset pricing models , 2000, Journal of Finance 55, 179--223.
  • Costs of equity capital and model mispricing , with Robert F. Stambaugh, 1999, Journal of Finance 54, 67--121.
  • A model weighting game in estimating expected returns, 2001, The Financial Times, Mastering Investment, Part Two, May 21.


Публикации на портале:
Статьи
Домашняя страница http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=37066
Телефон (773) 834-4080
Факс (773) 702-0458

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См. также:
Экономическая наука современной России. 2001.  № 1. С. 172-173. 
[Статья]
Юлия Борисовна Ильина
[Учебная программа]
Richard Roll
Journal of Financial Economics. 1977.  Vol. 5. No. 2. P. 251-258 . 
[Статья]
Татьяна Борисовна Бердникова
[Книга]
Виктор Иванович Колесников, Виктор Семенович Торкановский
[Книга]