David Chapman
Names
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David |
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Chapman |
Identifer
Contact
Affiliations
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Boston College
/ Wallace E. Carroll School of Management
/ Finance Department
Research profile
author of:
- Specification Error, Estimation Risk, and Conditional Portfolio Rules (RePEc:bla:irvfin:v:17:y:2017:i:2:p:263-288)
by Weidong Tian & Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan - Approximating the Asset Pricing Kernel (RePEc:bla:jfinan:v:52:y:1997:i:4:p:1383-1410)
by Chapman, David A - Is the Short Rate Drift Actually Nonlinear? (RePEc:bla:jfinan:v:55:y:2000:i:1:p:355-388)
by David A. Chapman & Neil D. Pearson - First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes (RePEc:bla:jfinan:v:64:y:2009:i:4:p:1863-1887)
by David A. Chapman & Valery Polkovnichenko - Asset Return Predictability in a Heterogeneous Agent Equilibrium Model (RePEc:cpr:ceprdp:10328)
by Kaniel, Ron & Yan, Hong & Carlson, Murray & Chapman, David A. - Habit Formation and Aggregate Consumption (RePEc:ecm:emetrp:v:66:y:1998:i:5:p:1223-1230)
by David A. Chapman - Cotrending and the stationarity of the real interest rate (RePEc:eee:ecolet:v:42:y:1993:i:2-3:p:133-138)
by Chapman, David A. & Ogaki, Masao - Why constrain your mutual fund manager? (RePEc:eee:jfinec:v:73:y:2004:i:2:p:289-321)
by Almazan, Andres & Brown, Keith C. & Carlson, Murray & Chapman, David A. - The cyclical properties of consumption growth and the real term structure (RePEc:eee:moneco:v:39:y:1997:i:2:p:145-172)
by Chapman, David A. - Approximating the Asset Pricing Kernel (RePEc:fth:robufr:96-02)
by Chapman, D.A. - Bond Yields, returns, and Aggregate Activity (RePEc:fth:robuph:53)
by Chapman, D.A. - Linear Approximations and Tests of Conditional Pricing Models (RePEc:nbr:nberwo:12513)
by Michael W. Brandt & David A. Chapman - Aggregate Tail Risk and Expected Returns (RePEc:oup:rasset:v:8:y:2018:i:1:p:36-76.)
by David A Chapman & Michael F Gallmeyer & J Spencer Martin - Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk (RePEc:oup:revfin:v:15:y:2011:i:4:p:909-927)
by David A. Chapman & Valery Polkovnichenko - Linear Approximations and Tests of Conditional Pricing Models
[A new approach to international arbitrage pricing] (RePEc:oup:revfin:v:22:y:2018:i:2:p:455-489.)
by Michael W Brandt & David A Chapman - Using Proxies for the Short Rate: When Are Three Months Like an Instant? (RePEc:oup:rfinst:v:12:y:1999:i:4:p:763-806)
by Chapman, David A & Long, John B, Jr & Pearson, Neil D - Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? (RePEc:red:issued:v:5:y:2002:i:3:p:618-645)
by David A. Chapman - Cotrending and the Stationarity of the Real Interest Rate (RePEc:roc:rocher:330)
by Chapman, D.A. - Recent Advances in Estimating Term-Structure Models (RePEc:taf:ufajxx:v:57:y:2001:i:4:p:77-95)
by David A. Chapman & Neil D. Pearson - Using Proxies for the Short Rate: When are Three Months Like an Instant? (RePEc:wpa:wuwpfi:9808004)
by David A. Chapman & John B. Long Jr. & Neil D. Pearson - Is the Short Rate Drift Actually Nonlinear? (RePEc:wpa:wuwpfi:9808005)
by David A. Chapman & Neil D. Pearson - Asset Return Predictability in a Heterogeneous Agent Equilibrium Model (RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s201013921550010x)
by Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan