Imperial College London

ProfessorMarcinKacperczyk

Business School

Professor of Finance
 
 
 
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Contact

 

m.kacperczyk CV

 
 
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Location

 

Tanaka BuildingSouth Kensington Campus

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Summary

 

Summary

Private Website

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

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