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Gur Huberman

Personal Details

First Name:Gur
Middle Name:
Last Name:Huberman
Suffix:
RePEc Short-ID:phu98
[This author has chosen not to make the email address public]
http://www0.gsb.columbia.edu/faculty/ghuberman/
Terminal Degree:1980 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

Finance and Economics Department
Graduate School of Business
Columbia University

New York City, New York (United States)
http://www.gsb.columbia.edu/finance

: 212/854-805

7W Uris Hall, New York, NY 10027
RePEc:edi:feclbus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2010. "Performance Maximization of Actively Managed Funds," CEPR Discussion Papers 7676, C.E.P.R. Discussion Papers.
  2. Huberman, Gur, 2007. "Is the Price of Money Managers Too Low?," CEPR Discussion Papers 6531, C.E.P.R. Discussion Papers.
  3. Dorn, Daniel & Huberman, Gur, 2007. "Preferred Risk Habitat of Individual Investors," CEPR Discussion Papers 6532, C.E.P.R. Discussion Papers.
  4. Daniel Dorn & Gur Huberman & Paul Sengmueller, 2005. "Correlated Trading and Returns," DNB Working Papers 072, Netherlands Central Bank, Research Department.
  5. Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York.
  6. Simon Gilchrist & Charles P. Himmelberg & Gur Huberman, 2004. "Do Stock Price Bubbles Influence Corporate Investment?," NBER Working Papers 10537, National Bureau of Economic Research, Inc.
  7. Huberman, G. & Rubinstein, A., 2000. "Correct Belief, Wrong Action and a Puzzling Gender Difference," Papers 2000-17, Tel Aviv.
  8. Werner Stanzl & Gur Huberman, 2000. "Arbitrage-Free Price-Update and Price-Impact Functions," Yale School of Management Working Papers ysm164, Yale School of Management, revised 01 Jan 2001.
  9. Gur Huberman & Werner Stanzl, 2000. "Optimal Liquidity Trading," Yale School of Management Working Papers ysm165, Yale School of Management, revised 01 Aug 2001.
  10. Huberman, G. & Halka, D., 1999. "Systematic Liquidity," Papers 99-9, Columbia - Graduate School of Business.
  11. Huberman, G. & Regev, T., 1999. "Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar," Papers 99-6, Columbia - Graduate School of Business.
  12. Huberman, G. & Peles, N., 1992. "Returns Volatilities Drop Following Large Dividend Payments," Papers 92-17, Columbia - Graduate School of Business.
  13. Goetzmann, W.N. & Greenward, B. & Huberman, G., 1992. "Market Response to Mutual Fund Performance," Papers 92-25, Columbia - Graduate School of Business.
  14. Huberman, G. & Kandel, S., 1991. "On the Incentives for Money Nanagers: A Signalling Approach," Papers 92-16, Columbia - Graduate School of Business.

Articles

  1. Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
  2. Dorn, Daniel & Huberman, Gur, 2010. "Preferred risk habitat of individual investors," Journal of Financial Economics, Elsevier, vol. 97(1), pages 155-173, July.
  3. Daniel Dorn & Gur Huberman & Paul Sengmueller, 2008. "Correlated Trading and Returns," Journal of Finance, American Finance Association, vol. 63(2), pages 885-920, April.
  4. Gur Huberman & Sheena Iyengar & Wei Jiang, 2007. "Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(1), pages 1-32, February.
  5. Gur Huberman & Wei Jiang, 2006. "Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds," Journal of Finance, American Finance Association, vol. 61(2), pages 763-801, April.
  6. Gilchrist, Simon & Himmelberg, Charles P. & Huberman, Gur, 2005. "Do stock price bubbles influence corporate investment?," Journal of Monetary Economics, Elsevier, vol. 52(4), pages 805-827, May.
  7. Daniel Dorn & Gur Huberman, 2005. "Talk and Action: What Individual Investors Say and What They Do," Review of Finance, Springer, vol. 9(4), pages 437-481, December.
  8. Gur Huberman & Werner Stanzl, 2005. "Optimal Liquidity Trading," Review of Finance, Springer, vol. 9(2), pages 165-200, June.
  9. Gur Huberman & Paul Sengmueller, 2004. "Performance and Employer Stock in 401(k) Plans," Review of Finance, Springer, vol. 8(3), pages 403-443.
  10. Gur Huberman & Werner Stanzl, 2004. "Price Manipulation and Quasi-Arbitrage," Econometrica, Econometric Society, vol. 72(4), pages 1247-1275, July.
  11. Huberman, Gur, 2001. "Familiarity Breeds Investment," Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 659-680.
  12. Gur Huberman, 2001. "Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar," Journal of Finance, American Finance Association, vol. 56(1), pages 387-396, February.
  13. Huberman, Gur, 1997. "Corporate risk management to reduce borrowing costs," Economics Letters, Elsevier, vol. 54(3), pages 265-269, July.
  14. Huberman, Gur & Kandel, Shmuel, 1993. "On the incentives for money managers : A signalling approach," European Economic Review, Elsevier, vol. 37(5), pages 1065-1081, June.
  15. Huberman, Gur & Kandel, Shmuel, 1990. "Market Efficiency and Value Line's Record," The Journal of Business, University of Chicago Press, vol. 63(2), pages 187-216, April.
  16. Huberman, Gur, 1990. "Dividend Neutrality with Transaction Costs," The Journal of Business, University of Chicago Press, vol. 63(1), pages 93-106, January.
  17. Huberman, Gur & Kandel, Shmuel, 1989. "Firms' fiscal years, size and industry," Economics Letters, Elsevier, vol. 29(1), pages 69-75.
  18. Huberman, Gur & Kahn, Charles M, 1988. "Limited Contract Enforcement and Strategic Renegotiation," American Economic Review, American Economic Association, vol. 78(3), pages 471-484, June.
  19. Huberman, Gur & Kahn, Charles M., 1988. "Strategic renegotiation," Economics Letters, Elsevier, vol. 28(2), pages 117-121.
  20. Kahn, Charles & Huberman, Gur, 1988. "Two-sided Uncertainty and "Up-or-Out" Contracts," Journal of Labor Economics, University of Chicago Press, vol. 6(4), pages 423-444, October.
  21. Huberman, Gur & Kandel, Shmuel, 1987. "Value Line Rank and Firm Size," The Journal of Business, University of Chicago Press, vol. 60(4), pages 577-589, October.
  22. Huberman, Gur & Kandel, Shmuel, 1987. " Mean-Variance Spanning," Journal of Finance, American Finance Association, vol. 42(4), pages 873-888, September.
  23. Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F, 1987. " Mimicking Portfolios and Exact Arbitrage Pricing," Journal of Finance, American Finance Association, vol. 42(1), pages 1-9, March.
  24. Huberman, Gur & Schwert, G William, 1985. "Information Aggregation, Inflation, and the Pricing of Indexed Bonds," Journal of Political Economy, University of Chicago Press, vol. 93(1), pages 92-114, February.
  25. Huberman, Gur, 1984. "Capital asset pricing in an overlapping generations model," Journal of Economic Theory, Elsevier, vol. 33(2), pages 232-248, August.
  26. Huberman, Gur, 1984. " External Financing and Liquidity," Journal of Finance, American Finance Association, vol. 39(3), pages 895-908, July.
  27. Huberman, Gur & Ross, Stephen, 1983. "Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions," Econometrica, Econometric Society, vol. 51(5), pages 1345-1361, September.
  28. Gur Huberman & David Mayers & Clifford W. Smith Jr., 1983. "Optimal Insurance Policy Indemnity Schedules," Bell Journal of Economics, The RAND Corporation, vol. 14(2), pages 415-426, Autumn.
  29. Huberman, Gur, 1982. "A simple approach to arbitrage pricing theory," Journal of Economic Theory, Elsevier, vol. 28(1), pages 183-191, October.
    RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-78 is not listed on IDEAS

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Euclidian citation score
  26. Breadth of citations across fields
  27. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (5) 2004-06-07 2004-08-02 2005-11-05 2007-10-27 2007-10-27. Author is listed
  2. NEP-FIN: Finance (3) 2004-08-02 2005-11-05 2006-02-05
  3. NEP-FMK: Financial Markets (2) 2005-11-05 2006-02-05
  4. NEP-RMG: Risk Management (2) 2004-02-29 2007-10-27
  5. NEP-ACC: Accounting & Auditing (1) 2004-06-07
  6. NEP-MAC: Macroeconomics (1) 2004-02-29
  7. NEP-MST: Market Microstructure (1) 2007-10-27
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2007-10-27

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