![]() | Up a level |
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.