Ikuti
Nikolai (Nick) Roussanov
Nikolai (Nick) Roussanov
Nama lainnyaNikolai Roussanov, Nick Roussanov, Nikolai L. Roussanov
Moise Y. Safra Professor of Finance, The Wharton School, University of Pennsylvania
Email yang diverifikasi di wharton.upenn.edu - Beranda
Judul
Dikutip oleh
Dikutip oleh
Tahun
Common risk factors in currency markets
H Lustig, N Roussanov, A Verdelhan
The Review of Financial Studies 24 (11), 3731-3777, 2011
14542011
Conspicuous consumption and race
KK Charles, E Hurst, N Roussanov
The Quarterly journal of economics 124 (2), 425-467, 2009
10992009
Countercyclical currency risk premia
H Lustig, N Roussanov, A Verdelhan
Journal of Financial Economics 111 (3), 527-553, 2014
4872014
Marriage and managers' attitudes to risk
N Roussanov, P Savor
Management Science 60 (10), 2496-2508, 2014
284*2014
Diversification and its discontents: Idiosyncratic and entrepreneurial risk in the quest for social status
N Roussanov
The Journal of Finance 65 (5), 1755-1788, 2010
2322010
Commodity trade and the carry trade: A tale of two countries
R Ready, N Roussanov, C Ward
The Journal of Finance 72 (6), 2629-2684, 2017
2302017
Houses as ATMs: mortgage refinancing and macroeconomic uncertainty
H Chen, M Michaux, N Roussanov
The Journal of Finance 75 (1), 323-375, 2020
2272020
Intertemporal substitution and risk aversion
LP Hansen, J Heaton, J Lee, N Roussanov
Handbook of econometrics 6, 3967-4056, 2007
1622007
Marketing mutual funds
N Roussanov, H Ruan, Y Wei
The Review of Financial Studies 34 (6), 3045-3094, 2021
1452021
Getting to the core: Inflation risks within and across asset classes
X Fang, Y Liu, N Roussanov
National Bureau of Economic Research, 2022
642022
Fracking, drilling, and asset pricing: Estimating the economic benefits of the shale revolution
E Gilje, R Ready, N Roussanov
National Bureau of Economic Research, 2016
642016
Composition of wealth, conditioning information, and the cross-section of stock returns
N Roussanov
Journal of Financial Economics 111 (2), 352-380, 2014
512014
After the tide: Commodity currencies and global trade
R Ready, N Roussanov, C Ward
Journal of Monetary Economics 85, 69-86, 2017
462017
Short-run pain, long-run gain? Recessions and technological transformation
A Kopytov, N Roussanov, M Taschereau-Dumouchel
Journal of Monetary Economics 97, 29-44, 2018
432018
Do common factors really explain the cross-section of stock returns?
A Lopez-Lira, NL Roussanov
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2020
382020
Mutual fund risk shifting and risk anomalies
X Han, NL Roussanov, H Ruan
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2021
302021
Semiparametric conditional factor models: Estimation and inference
Q Chen, N Roussanov, X Wang
National Bureau of Economic Research, 2023
292023
Human Capital Investment and Portfolio Choice over the Life'Cycle
N Roussanov
V Working paper, University of Pennsylvania, 2004
26*2004
Mutual Fund Flows and Performance in (Imperfectly) Rational Markets?
NL Roussanov, H Ruan, YM Wei
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2020
252020
Cheap thrills: the price of leisure and the global decline in work hours
A Kopytov, N Roussanov, M Taschereau-Dumouchel
Journal of Political Economy Macroeconomics 1 (1), 80-118, 2023
242023
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