Imperial College London


Business School

Professor of Finance



m.kacperczyk CV




Tanaka BuildingSouth Kensington Campus





Private Website


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

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

Chen HJ, Kacperczyk M, Ortiz-Molina H, 2012, Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers, Review of Finance, Vol:16, ISSN:1572-3097, Pages:347-383

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