Robert F. Dittmar - Publications, H-index & Citations

Robert F. Dittmar

rice university

20H指数

60论文数

4.5K被引数

收录论文 11

发表时间

Default Risk and the Pricing of US Sovereign Bonds

JOURNAL OF FINANCE

IF9.5

2026-01-01

PREAI

Dittmar, Robert F.; Hsu, Alex; Roussellet, Guillaume; Simasek, Peter

Nonsubstitutable Consumption Growth Risk 不可替代的消费增长风险

MANAGEMENT SCIENCE

IF4.9

2024-09-20

PREAI

Dittmar, Robert F.; Schlag, Christian; Thimme, Julian

Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations

REVIEW OF FINANCIAL STUDIES

IF5.4

2021-09-27

PREAI

Delikouras, Stefanos; Dittmar, Robert F.

Firm characteristics, consumption risk, and firm-level risk exposures

JOURNAL OF FINANCIAL ECONOMICS

IF12

2017-08-01

OAAI

Dittmar, Robert F.; Lundblad, Christian T.

Ex Ante Skewness and Expected Stock Returns

JOURNAL OF FINANCE

IF9.5

2013-01-11

445

OAAI

Conrad, Jennifer; Dittmar, Robert F.; Ghysels, Eric

Basis Assets

REVIEW OF FINANCIAL STUDIES

IF5.4

2009-10-20

PREAI

Ahn, Dong-Hyun; Conrad, Jennifer; Dittmar, Robert F.

Cointegration and Consumption Risks in Asset Returns 资产收益中的协整与消费风险

REVIEW OF FINANCIAL STUDIES

IF5.4

2007-12-20

OAAI

Bansal, Ravi; Dittmar, Robert; Kiku, Dana

Consumption, dividends, and the cross section of equity returns

JOURNAL OF FINANCE

IF9.5

2005-08-12

276

PREAI

Bansal, R; Dittmar, RF; Lundblad, CT

Purebred or hybrid?: Reproducing the volatility in term structure dynamics

JOURNAL OF ECONOMETRICS

IF4

2003-09-01

OAAI

Ahn, DH; Dittmar, RF; Gallant, AR; Gao, B

Risk adjustment and trading strategies

REVIEW OF FINANCIAL STUDIES

IF5.4

2003-04-01

PREAI

Ahn, DH; Conrad, J; Dittmar, RF

Quadratic term structure models: Theory and evidence

REVIEW OF FINANCIAL STUDIES

IF5.4

2002-01-01

204

PREAI

Ahn, DH; Dittmar, RF; Gallant, AR

研究方向