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Lars A. Lochstoer
Lars A. Lochstoer
Professor of Finance, UCLA Anderson School of Management
Verified email at anderson.ucla.edu - Homepage
Title
Cited by
Cited by
Year
Limits to arbitrage and hedging: Evidence from commodity markets
VV Acharya, LA Lochstoer, T Ramadorai
Journal of Financial Economics 109 (2), 441-465, 2013
5092013
Long-run risk through consumption smoothing
G Kaltenbrunner, LA Lochstoer
The Review of Financial Studies 23 (8), 3190-3224, 2010
3802010
Parameter learning in general equilibrium: The asset pricing implications
P Collin-Dufresne, M Johannes, LA Lochstoer
American Economic Review 106 (3), 664-698, 2016
2812016
Learning about Consumption Dynamics
M Johannes, LA Lochstoer, Y Mou
Journal of Finance 71 (2), 551-600, 2016
1382016
Investor inattention and the market impact of summary statistics
T Gilbert, S Kogan, L Lochstoer, A Ozyildirim
Management Science 58 (2), 336-350, 2012
109*2012
Asset pricing when ‘this time is different’
P Collin-Dufresne, M Johannes, LA Lochstoer
The Review of Financial Studies 30 (2), 505-535, 2017
932017
Volatility expectations and returns
LA Lochstoer, T Muir
The Journal of Finance 77 (2), 1055-1096, 2022
912022
What drives anomaly returns?
LA Lochstoer, PC Tetlock
The Journal of Finance 75 (3), 1417-1455, 2020
812020
Estimation of a stochastic-volatility jump-diffusion model
R Craine, LA Lochstoer, K Syrtveit
Revista de Analisis Economico 15 (1), 61-87, 2000
552000
Pricing currency risks
M Chernov, M Dahlquist, L Lochstoer
The Journal of Finance 78 (2), 693-730, 2023
382023
Conditional dynamics and the multihorizon risk-return trade-off
M Chernov, LA Lochstoer, SRH Lundeby
The Review of Financial Studies 35 (3), 1310-1347, 2022
382022
Limits to arbitrage and hedging: Evidence from commodity markets
VV Acharya, T Ramadorai, LA Lochstoer
302010
Expected returns and the business cycle: Heterogeneous goods and time-varying risk aversion
LA Lochstoer
The Review of Financial Studies 22 (12), 5251-5294, 2009
29*2009
The real channel for nominal bond-stock puzzles
M Chernov, LA Lochstoer, D Song
National Bureau of Economic Research, 2021
17*2021
A robust numerical method for solving risk-sharing problems with recursive preferences
P Collin-Dufresne, M Johannes, LA Lochstoer, ZK Tancheva
manuscript, July, 2015
112015
Return predictability and labor market frictions in a real business cycle model
HS Bhamra, LA Lochstoer
Available at SSRN 1344660, 2008
7*2008
Model-Free Mispricing Factors
LA Lochstoer, PC Tetlock
Available at SSRN 4113272, 2022
12022
An anatomy of currency strategies: The role of emerging markets
M Chernov, M Dahlquist, LA Lochstoer
Available at SSRN 4802331, 2024
2024
Comment on “Growth uncertainty, generalized disappointment aversion and production-based asset pricing”
LA Lochstoer
Journal of Monetary Economics 69, 90-96, 2015
2015
Essays in financial economics
LA Lochstoer
University of California, Berkeley, 2005
2005
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Articles 1–20