Lars A. Lochstoer

Latest Institution: University of California, Los Angeles

All Institutions: Columbia Business School, Columbia University; Norwegian School of Economics; University of California at Los Angeles; NA; Columbia University; University of California, Los Angeles

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

Year: 2011
Journal: Journal of Financial Economics
Authors: Viral V. Acharya; Lars A. Lochstoer; Tarun Ramadorai

Parameter Learning in General Equilibrium: The Asset Pricing Implications

Year: 2013
Journal: American Economic Review
Authors: Pierre Collin-Dufresne; Michael Johannes; Lars A. Lochstoer

Conditional Dynamics and the Multihorizon Risk-Return Tradeoff

Year: 2018
Journal: Review of Financial Studies
Authors: Mikhail Chernov; Lars A. Lochstoer; Stig R. H. Lundeby

Volatility Expectations and Returns

Year: 2020
Journal: Journal of Finance
Authors: Lars A. Lochstoer; Tyler Muir

Pricing Currency Risks

Year: 2020
Journal: Journal of Finance
Authors: Mikhail Chernov; Magnus Dahlquist; Lars A. Lochstoer

The Real Channel for Nominal Bond-Stock Puzzles

Year: 2021
Journal: No Journal Matched
Authors: Mikhail Chernov; Lars A. Lochstoer; Dongho Song

Author Disambiguation

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