Lubos Pastor

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

Year: 1999
Journal: Review of Financial Studies
Authors: A. Craig Mackinlay; Lubos Pastor

Evaluating and Investing in Equity Mutual Funds

Year: 2000
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh

The Equity Premium and Structural Breaks

Year: 2000
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh

Stock Valuation and Learning about Profitability

Year: 2002
Journal: Journal of Finance
Authors: Lubos Pastor; Pietro Veronesi

Was There a Nasdaq Bubble in the Late 1990s?

Year: 2004
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Pietro Veronesi

Technological Revolutions and Stock Prices

Year: 2005
Journal: American Economic Review
Authors: Lubos Pastor; Pietro Veronesi

Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability

Year: 2006
Journal: Review of Financial Studies
Authors: Lubos Pastor; Lucian Taylor; Pietro Veronesi

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

Year: 2006
Journal: Journal of Finance
Authors: Lubos Pastor; Meenakshi Sinha; Bhaskaran Swaminathan

Predictive Systems: Living with Imperfect Predictors

Year: 2007
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh

Predictive Systems: Living with Imperfect Predictors

Year: 2008
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh

Are Stocks Really Less Volatile in the Long Run?

Year: 2009
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh

Learning in Financial Markets

Year: 2009
Journal: Annual Review of Financial Economics
Authors: Lubos Pastor; Pietro Veronesi

On the Size of the Active Management Industry

Year: 2010
Journal: Journal of Political Economy
Authors: Lubos Pastor; Robert F. Stambaugh

Uncertainty About Government Policy and Stock Prices

Year: 2010
Journal: Journal of Finance
Authors: Lubos Pastor; Pietro Veronesi

Political Uncertainty and Risk Premia

Year: 2011
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Pietro Veronesi

The Price of Political Uncertainty: Theory and Evidence from the Option Market

Year: 2014
Journal: Journal of Finance
Authors: Bryan Kelly; Lubos Pastor; Pietro Veronesi

Do Funds Make More When They Trade More?

Year: 2014
Journal: No Journal Matched
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Scale and Skill in Active Management

Year: 2014
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Do Funds Make More When They Trade More?

Year: 2014
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Income Inequality and Asset Prices under Redistributive Taxation

Year: 2015
Journal: Journal of Monetary Economics
Authors: Lubos Pastor; Pietro Veronesi

Political Cycles and Stock Returns

Year: 2017
Journal: Journal of Political Economy
Authors: Lubos Pastor; Pietro Veronesi

Fund Tradeoffs

Year: 2017
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Inequality Aversion, Populism, and the Backlash Against Globalization

Year: 2018
Journal: Journal of Finance
Authors: Lubos Pastor; Pietro Veronesi

Liquidity Risk After 20 Years

Year: 2019
Journal: Critical Finance Review
Authors: Lubos Pastor; Robert F. Stambaugh

Sustainable Investing in Equilibrium

Year: 2019
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Mutual Fund Performance and Flows During the COVID-19 Crisis

Year: 2020
Journal: Review of Asset Pricing Studies
Authors: Lubos Pastor; M Blair Vorsatz

Dissecting Green Returns

Year: 2021
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Steering a Ship in Illiquid Waters: Active Management of Passive Funds

Year: 2022
Journal: No Journal Matched
Authors: Naz Koont; Yiming Ma; Lubos Pastor; Yao Zeng