Imperial College London


Business School

Professor of Finance



m.kacperczyk CV




Business School BuildingSouth Kensington Campus





Private Website



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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