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Dimitris Papanikolaou Assistant Professor of Finance |
Personal
Research Interests
Asset
pricing, Macroeconomics, Contract Theory
CV
Research
Working Papers
Organization Capital and the Cross-Section of Expected
Returns (with Andrea
Eisfeldt) [Paper (ver. 09/09)]
Growth Opportunities and Technology Shocks. (with Leonid Kogan). [Paper
(ver. 08/09)] [Web
Appendix]
Investment, Idiosyncratic Risk, and Ownership (with Vasia Panousi). [Paper
(ver. 10/09)] [Web
Appendix]
Investment-Specific Shocks and Asset Prices. [Paper
(ver. 05/08)]
Sources of Systematic Risk (with Igor
Makarov). [Paper
(ver. 09/09)] winner of Crowell
Memorial Prize (second place), Panagora Asset Management
Financial Relationships and the Limits to Arbitrage (with
Jiro E. Kondo). [Paper
(ver. 06/05)]
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]