Items where Author is "Cho, Thummim"

Group by: Item Type | No Grouping

Number of items: 4.

Article

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.

This list was generated on Thu May 22 16:00:10 2025 BST.

Export as	Atom RSS 1.0 RSS 2.0