Summary
Publications
Journals
Di Maggio M, Kacperczyk M, 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, 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, 2014, Time-Varying Fund Manager Skill, Journal of Finance, Vol:69, ISSN:0022-1082, Pages:1455-1484
Kacperczyk M, Damien P, Walker SG, 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, 2013, How Safe Are Money Market Funds?, Quarterly Journal of Economics, Vol:128, ISSN:0033-5533, Pages:1073-1122