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David A. Chapman · Study
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Author
David A. Chapman
9 works
· latest 2011
· 4 institutions
cluster: provisional
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8
Citations
1,257
Works here
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93
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11
Most cited in this library
Why constrain your mutual fund manager?
2004 · 569 citations
Is the Short Rate Drift Actually Nonlinear?
2000 · 230 citations
Approximating the Asset Pricing Kernel
1997 · 117 citations
Using Proxies for the Short Rate: When are Three Months Like an Instant?
1999 · 98 citations
Habit Formation and Aggregate Consumption
1998 · 92 citations
Works
9 shown
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk
European Finance Review
·
2011
·
2 authors
9
citations
Why constrain your mutual fund manager?
Journal of Financial Economics
·
2004
·
4 authors
·
Open access
569
citations
Recent Advances in Estimating Term-Structure Models
Financial Analysts Journal
·
2001
·
2 authors
·
Open access
70
citations
Is the Short Rate Drift Actually Nonlinear?
The Journal of Finance
·
2000
·
2 authors
230
citations
Using Proxies for the Short Rate: When are Three Months Like an Instant?
Review of Financial Studies
·
1999
·
2 authors
·
Open access
98
citations
Habit Formation and Aggregate Consumption
Econometrica
·
1998
·
1 author
92
citations
Approximating the Asset Pricing Kernel
The Journal of Finance
·
1997
·
1 author
117
citations
The cyclical properties of consumption growth and the real term structure
Journal of Monetary Economics
·
1997
·
1 author
45
citations
Cotrending and the stationarity of the real interest rate
Economics Letters
·
1993
·
2 authors
27
citations