Robert F. Dittmar, Ph.D.
Affiliations: | 2000 | University of North Carolina, Chapel Hill, Chapel Hill, NC |
Area:
FinanceGoogle:
"Robert Dittmar"Parents
Sign in to add mentor| Jennifer S. Conrad | grad student | 2000 | UNC Chapel Hill | |
| (Nonlinear pricing kernels, kurtosis preference, and evidence from the cross -section of equity returns.) | ||||
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Publications
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| Ahn DH, Conrad J, Dittmar RF. (2009) Basis assets Review of Financial Studies. 22: 5133-5174 |
| Dittmar RF, Yuan K. (2008) Do sovereign bonds benefit corporate bonds in emerging markets? Review of Financial Studies. 21: 1983-2014 |
| Bansal R, Dittmar RF, Lundblad CT. (2005) Consumption, dividends, and the cross section of equity returns Journal of Finance. 60: 1639-1672 |
| Ahn DH, Conrad J, Dittmar RF. (2003) Risk Adjustment and Trading Strategies Review of Financial Studies. 16: 459-485 |