Details about Robert F. Dittmar

Access statistics for papers by Robert F. Dittmar.

Last updated 2008-04-03. Update your information in the RePEc Author Service.

Short-id: pdi90

Working Papers

2007

1. Cointegration and Consumption Risks in Asset Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

Journal Articles

2005

1. Consumption, Dividends, and the Cross Section of Equity Returns
   Journal of Finance, 2005, 60, (4), 1639-1672 View citations

2003

2. Purebred or hybrid?: Reproducing the volatility in term structure dynamics
   Journal of Econometrics, 2003, 116, (1-2), 147-180 View citations
3. Risk Adjustment and Trading Strategies
   Review of Financial Studies, 2003, 16, (2), 459-485 View citations

2002

4. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns
   Journal of Finance, 2002, 57, (1), 369-403 View citations
5. Quadratic Term Structure Models: Theory and Evidence
   Review of Financial Studies, 2002, 15, (1), 243-288 View citations