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Items where Author is "Cho, Thummim"

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Number of items: 4.

Article

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

Cho, Thummim and Polk, Christopher (2023) Putting the price in asset pricing. Journal of Finance. ISSN 0022-1082 (In Press)

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

Monograph

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 Tue May 21 19:52:41 2024 BST.