Why constrain your mutual fund manager? A Almazan, KC Brown, M Carlson, DA Chapman Journal of Financial Economics 73 (2), 289-321, 2004 | 724 | 2004 |
Is the short rate drift actually nonlinear? DA Chapman, ND Pearson The Journal of Finance 55 (1), 355-388, 2000 | 348 | 2000 |
Approximating the asset pricing kernel DA Chapman The Journal of Finance 52 (4), 1383-1410, 1997 | 164 | 1997 |
Using proxies for the short rate: when are three months like an instant? DA Chapman, JB Long Jr, ND Pearson The Review of Financial Studies 12 (4), 763-806, 1999 | 144 | 1999 |
Habit formation and aggregate consumption DA Chapman Econometrica 66 (5), 1223-1230, 1998 | 126 | 1998 |
Recent advances in estimating term-structure models DA Chapman, ND Pearson Financial Analysts Journal 57 (4), 77-95, 2001 | 89 | 2001 |
Comparing multifactor models of the term structure M Brandt, D Chapman working paper, Duke University, 2003 | 82 | 2003 |
First‐order risk aversion, heterogeneity, and asset market outcomes DA Chapman, V Polkovnichenko The Journal of Finance 64 (4), 1863-1887, 2009 | 81 | 2009 |
The cyclical properties of consumption growth and the real term structure DA Chapman Journal of Monetary Economics 39 (2), 145-172, 1997 | 72 | 1997 |
Does intrinsic habit formation actually resolve the equity premium puzzle? DA Chapman Review of Economic Dynamics 5 (3), 618-645, 2002 | 34 | 2002 |
Cotrending and the stationarity of the real interest rate DA Chapman, M Ogaki Economics Letters 42 (2-3), 133-138, 1993 | 31 | 1993 |
Linear approximations and tests of conditional pricing models MW Brandt, D Chapman National Bureau of Economic Research, 2006 | 20* | 2006 |
Aggregate tail risk and expected returns DA Chapman, MF Gallmeyer, JS Martin The Review of Asset Pricing Studies 8 (1), 36-76, 2018 | 17 | 2018 |
The portfolio choices of young and old active mutual fund managers DA Chapman, RB Evans, Z Xu AFA 2009 San Francisco Meetings Paper, 2010 | 16 | 2010 |
Career concerns and the active fund managers problem DA Chapman, R Evans, Z Xu Working Paper Boston College, 2007 | 10 | 2007 |
Heterogeneity in preferences and asset market outcomes DA Chapman, V Polkovnichenko Available at SSRN 652085, 2006 | 10 | 2006 |
Risk attitudes toward small and large bets in the presence of background risk DA Chapman, V Polkovnichenko Review of Finance 15 (4), 909-927, 2011 | 8 | 2011 |
On measuring the economic significance of asset return predictability M Carlson, H Yan, DA Chapman, R Kaniel AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper, 2001 | 6 | 2001 |
Specification error, estimation risk, and conditional portfolio rules M Carlson, DA Chapman, R Kaniel, H Yan Unpublished working paper, University Texas at Austin, 2004 | 5* | 2004 |
Stock returns and dividend yields: Some new evidence DA Chapman, T Simin, H Yan Working Paper, the Pennsylvania State University, 2003 | 5 | 2003 |