Items where Author is "Cho, Thummim"

Cho, Thummim and Polk, Christopher ORCID: 0009-0008-0133-6709 (2024) Putting the price in asset pricing. Journal of Finance, 79 (6). 3943 - 3984. ISSN 0022-1082

Cho, Thummim, Kremens, Lukas, Lee, Dongryeol and Polk, Christopher ORCID: 0009-0008-0133-6709 (2024) Scale or yield? A present-value identity. Review of Financial Studies, 37 (3). 950 – 988. ISSN 0893-9454

Cho, Thummim (2020) Turning alphas into betas: arbitrage and endogenous risk. Journal of Financial Economics, 137 (2). 550 - 570. ISSN 0304-405X

Cho, Thummim (2018) Turning alphas into betas: arbitrage and the cross-section of risk. Financial Markets Group Discussion Papers (780). Financial Markets Group, The London School of Economics and Political Science, London, UK.