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Information about:
Robert F. Dittmar

Personal Details | Affiliation | Works

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Other registered authors

Personal Details

First Name: Robert
Middle Name: F.
Last Name: Dittmar
Suffix:

RePEc Short-ID: pdi90

Email:
Homepage: http://webuser.bus.umich.edu/rdittmar
Postal Address:
Phone:

Affiliation

(in no particular order)

Ross School of Business
University of Michigan
Location: Ann Arbor, Michigan (United States)
Homepage: http://www.bus.umich.edu/
Email:
Phone:
Fax:
Postal: 701 Tappan Street, Ann Arbor, MI 48109-1231
Handle: RePEc:edi:bsumius (registered authors at this institution)

Works

Working papers

Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Articles

Ravi Bansal & Robert F. Dittmar & Christian T. Lundblad, 2005. "Consumption, Dividends, and the Cross Section of Equity Returns," Journal of Finance, American Finance Association, vol. 60(4), pages 1639-1672, 08. [Downloadable!] (restricted)
Ahn, Dong-Hyun & Dittmar, Robert F. & Gallant, A. Ronald & Gao, Bin, 2003. "Purebred or hybrid?: Reproducing the volatility in term structure dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 147-180. [Downloadable!] (restricted)
Dong-Hyun Ahn & Jennifer Conrad & Robert F. Dittmar, 2003. "Risk Adjustment and Trading Strategies," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 16(2), pages 459-485. [Downloadable!] (restricted)
Robert F. Dittmar, 2002. "Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns," Journal of Finance, American Finance Association, vol. 57(1), pages 369-403, 02. [Downloadable!] (restricted)
Dong-Hyun Ahn & Robert F. Dittmar, 2002. "Quadratic Term Structure Models: Theory and Evidence," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(1), pages 243-288, March.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-FMK: Financial Markets (1) 2007-05-26 Author is listed

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This page was last updated on 2009-11-24.

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