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Robert F. Dittmar

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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:
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 (more details at EDIRC)
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  1. Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc.
  1. Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
  2. Dong-Hyun Ahn & Jennifer Conrad & Robert F. Dittmar, 2009. "Basis Assets," Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5133-5174, December.
  3. Dittmar, Amy K. & Dittmar, Robert F., 2008. "The timing of financing decisions: An examination of the correlation in financing waves," Journal of Financial Economics, Elsevier, vol. 90(1), pages 59-83, October.
  4. Robert F. Dittmar, 2008. "Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?," Review of Financial Studies, Society for Financial Studies, vol. 21(5), pages 1983-2014, September.
  5. Ravi Bansal & Robert Dittmar & Dana Kiku, 2005. "Long-run risks and equity Returns," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  6. 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.
  7. 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.
  8. Dong-Hyun Ahn & Jennifer Conrad & Robert F. Dittmar, 2003. "Risk Adjustment and Trading Strategies," Review of Financial Studies, Society for Financial Studies, vol. 16(2), pages 459-485.
  9. 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.
  10. Dong-Hyun Ahn & Robert F. Dittmar, 2002. "Quadratic Term Structure Models: Theory and Evidence," Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 243-288, March.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2007-05-26. Author is listed
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