Imperial College London

ProfessorMarcinKacperczyk

Business School

Professor of Finance
 
 
 
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Contact

 

m.kacperczyk CV

 
 
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Location

 

Business School BuildingSouth Kensington Campus

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Summary

 

Summary

Private Website

Publications

Journals

Di Maggio M, Kacperczyk M, Di Maggio M, et al., 2017, The unintended consequences of the zero lower bound policy, Journal of Financial Economics, Vol:123, ISSN:0304-405X, Pages:59-80

Kacperczyk M, Van Nieuwerburgh S, Veldkamp L, et al., 2016, A Rational Theory of Mutual Funds' Attention Allocation, Econometrica, Vol:84, ISSN:0012-9682, Pages:571-626

Kacperczyk M, van Nieuwerburgh S, Veldkamp L, et al., 2014, Time-Varying Fund Manager Skill, Journal of Finance, Vol:69, ISSN:0022-1082, Pages:1455-1484

Kacperczyk M, Damien P, Walker SG, et al., 2013, A new class of Bayesian semi-parametric models with applications to option pricing, Quantitative Finance, Vol:13, ISSN:1469-7688, Pages:967-980

Kacperczyk M, Schnabl P, Kacperczyk M, et al., 2013, How Safe Are Money Market Funds?, Quarterly Journal of Economics, Vol:128, ISSN:0033-5533, Pages:1073-1122

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