Faculty and Research

Lars Lochstoer

Journal articles

"Investor Inattention and the Market Impact of Summary Statistics"
Management Science (2012)

"Long-Run Risk through Consumption Smoothing"
The Review of Finanical Studies (2010)

"Estimation of a Stochastic-Volatility Jump-Diffusion Model"
Revista de Analisis Economico (2000)

Working papers

"Learning about Consumption Dynamics"
Working paper (2011)

"The Asset Pricing Implications of Priced Structural Parameter Uncertainty"
Working Paper (2011)

"Limits to Arbitrage and Hedging: Evidence from Commodity Markets"
(2009)