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Dimitris Papanikolaou Assistant Professor of Finance |
Personal
Research Interests
Asset
pricing, Macroeconomics, Contract Theory
CV
Research
Publications
·
Growth
Opportunities and Technology Shocks. (with Leonid Kogan) [Paper
(ver. 01/10)]
(American
Economic Review, Papers and Proceedings, Forthcoming)
Submitted
Papers
·
Investment-Specific
Shocks and Asset Prices. [Paper
(ver. 05/08)]
(Journal of
Political Economy, Revise and Resubmit)
·
Sources of
Systematic Risk (with Igor
Makarov). [Paper
(ver. 09/09)] winner of Crowell
Memorial Prize (second place), Panagora Asset Management
Working
Papers
·
Organization
Capital and the Cross-Section of Expected Returns (with Andrea Eisfeldt)
[Paper (ver. 09/09)]
·
Growth
Opportunities, Technology Shocks and Asset Prices. (with Leonid Kogan). [Paper
(ver. 10/09)] [Web
Appendix]
·
Investment,
Idiosyncratic Risk, and Ownership (with Vasia
Panousi). [Paper
(ver. 10/09)] [Web
Appendix]
·
Financial
Relationships and the Limits to Arbitrage (with
Jiro E. Kondo). [Paper
(ver. 06/05)]
Work
in Progress
·
Financing
Innovation (with
Jiro E. Kondo).
·
Knowledge
Capital and Asset Prices (with Andrea Eisfeldt).
·
Portfolio
Choice with Illiquid Assets (with Andrew Ang and Mark Westerfield).
Teaching
FINC460 -
Investments
Syllabus (all sections). [pdf]
Lecture 1: Asset Allocation. [pdf]
Lecture 2: Equilibrium. [pdf]
Lecture 3: CAPM in Practice. [pdf]
Lecture 4: "Anomalies". [pdf]
Lecture 5: Arbitrage Pricing Theory. [pdf]
Lecture 6: Multi-factor Models in Practice. [pdf]
Lecture 7: Performance Evaluation. [pdf]
Lecture 8: Liquidity and Limits to Arbitrage. [pdf]
Lecture 9: Behavioral Finance. [pdf]
Lecture 10: Fixed-Income Securities. [pdf]