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Bernard Herskovic

Personal Details

First Name:Bernard
Middle Name:
Last Name:Herskovic
Suffix:
RePEc Short-ID:phe598
[This author has chosen not to make the email address public]

Affiliation

Finance Group
Anderson Graduate School of Management
University of California-Los Angeles (UCLA)

Los Angeles, California (United States)
http://www.anderson.ucla.edu/faculty/finance
RePEc:edi:fguclus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan & Herskovic, Bernard, 2017. "Firm Volatility in Granual Networks," CEPR Discussion Papers 12284, C.E.P.R. Discussion Papers.
  2. Bernard Herskovic & Joao Ramos, 2016. "Acquiring information through peers," 2016 Meeting Papers 248, Society for Economic Dynamics.
  3. Emil Siriwardane & Bernard Herskovic & Andrea Eisfeldt, 2016. "Risk Reallocation in OTC Derivatives Networks," 2016 Meeting Papers 538, Society for Economic Dynamics.
  4. Bernard Herskovic, 2015. "Networks in Production: Asset Pricing Implications," 2015 Meeting Papers 378, Society for Economic Dynamics.
  5. Bernard Herskovic & Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2014. "The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications," NBER Working Papers 20076, National Bureau of Economic Research, Inc.
  6. Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly & Bernard Herskovic, 2014. "The Common Factor in Idiosyncratic Volatility," 2014 Meeting Papers 810, Society for Economic Dynamics.
  7. Maurício Machado Fernandes & Bernard Herskovic & LucasFerreira Mation, 2011. "Diferenciais salariaisde sexo ao longo da vida," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 233, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. Bernard Herskovic & Leonardo Costa Ribeiro & Eduardo da Motta e Albuquerque, 2008. "Efeitos recíprocos entre finanças e inovação," Textos para Discussão Cedeplar-UFMG td332, Cedeplar, Universidade Federal de Minas Gerais.

Articles

  1. Herskovic, Bernard & Kelly, Bryan & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2016. "The common factor in idiosyncratic volatility: Quantitative asset pricing implications," Journal of Financial Economics, Elsevier, vol. 119(2), pages 249-283.

Chapters

  1. Bernard Herskovic & Lízia de Figueiredo, 2008. "Crescimento Pró-Pobre No Sudeste Brasileiro," Anais do XIII Semin·rio sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais], in: Anais do XIII Seminário sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais], Cedeplar, Universidade Federal de Minas Gerais.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 7 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-MAC: Macroeconomics (4) 2013-10-02 2014-05-17 2015-02-05 2017-09-17
  2. NEP-NET: Network Economics (4) 2013-10-02 2015-08-13 2016-07-30 2017-09-17
  3. NEP-BEC: Business Economics (2) 2013-10-02 2017-09-17
  4. NEP-CDM: Collective Decision-Making (1) 2016-07-30
  5. NEP-DGE: Dynamic General Equilibrium (1) 2015-02-05
  6. NEP-FMK: Financial Markets (1) 2014-05-17
  7. NEP-GTH: Game Theory (1) 2016-07-30
  8. NEP-MIC: Microeconomics (1) 2016-07-30
  9. NEP-RMG: Risk Management (1) 2016-09-04
  10. NEP-SOC: Social Norms & Social Capital (1) 2016-07-30

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