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Risk Price Variation: The Missing Half of Empirical Asset Pricing

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Date
2019-05-24
Authors
Patton, Andrew J
Weller, Brian M
Repository Usage Stats
121
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110
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Type
Journal article
Subject
Risk Premia
Market Segmentation
Clustering
Expectation Maximization
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https://hdl.handle.net/10161/19068
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Scholars@Duke

Patton

Andrew J. Patton

Zelter Family Distinguished Professor
Patton’s research interests lie in financial econometrics, with an emphasis on forecasting volatility and dependence, forecast evaluation methods, and the analysis of hedge funds and mutual funds. His research has appeared in a variety of academic journals, including the Journal of Finance, Journal of Econometrics, Journal of Financial Economics, Journal of the American Statistical Association, Review of Financial Studies, and the Journal of Business and Economic Statistics. He has gi
Weller

Brian M Weller

Assistant Professor of Economics
Professor Weller studies financial markets with an emphasis on liquidity and asset prices. He specializes in developing tools to analyze the informational and risk content of market intermediary behavior. He also investigates how technological and market structure innovations affect risk sharing and price discovery.Professor Weller is on leave for the 2019-20 academic year.
Alphabetical list of authors with Scholars@Duke profiles.
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