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Lubos Pastor

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Personal Details

First Name:Lubos
Middle Name:
Last Name:Pastor
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RePEc Short-ID:ppa276
Email:
Homepage:http://www.ChicagoGSB.edu/fac/lubos.pastor/
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Location: Chicago, Illinois (United States)
Homepage: http://www.chicagobooth.edu/
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Postal: :1101 East 58th Street, Chicago, Illinois 60637
Handle: RePEc:edi:sbuchus (more details at EDIRC)
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  1. Bryan Kelly & Lubos Pastor & Pietro Veronesi, 2014. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," NBER Working Papers 19812, National Bureau of Economic Research, Inc.
  2. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," NBER Working Papers 19891, National Bureau of Economic Research, Inc.
  3. Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Do Funds Make More When They Trade More?," NBER Working Papers 20700, National Bureau of Economic Research, Inc.
  4. Lubos Pastor & Pietro Veronesi, 2011. "Political Uncertainty and Risk Premia," NBER Working Papers 17464, National Bureau of Economic Research, Inc.
  5. Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
  6. Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," NBER Working Papers 16128, National Bureau of Economic Research, Inc.
  7. Lubos Pastor & Robert F. Stambaugh, 2009. "Are Stocks Really Less Volatile in the Long Run?," NBER Working Papers 14757, National Bureau of Economic Research, Inc.
  8. Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," NBER Working Papers 14646, National Bureau of Economic Research, Inc.
  9. Lubos Pastor & Robert F. Stambaugh, 2007. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 12814, National Bureau of Economic Research, Inc.
  10. Lubos Pastor & Lucian Taylor & Pietro Veronesi, 2006. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," NBER Working Papers 12792, National Bureau of Economic Research, Inc.
  11. Lubos Pastor & Meenakshi Sinha & Bhaskaran Swaminathan, 2006. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," NBER Working Papers 11941, National Bureau of Economic Research, Inc.
  12. Lubos Pastor & Pietro Veronesi, 2005. "Technological Revolutions and Stock Prices," NBER Working Papers 11876, National Bureau of Economic Research, Inc.
  13. Lubos Pastor & Pietro Veronesi, 2004. "Was There a Nasdaq Bubble in the Late 1990s?," NBER Working Papers 10581, National Bureau of Economic Research, Inc.
  14. Lubos Pastor & Pietro Veronesi, 2003. "Stock Prices and IPO Waves," NBER Working Papers 9858, National Bureau of Economic Research, Inc.
  15. Lubos Pastor & Pietro Veronesi, 2002. "Stock Valuation and Learning about Profitability," NBER Working Papers 8991, National Bureau of Economic Research, Inc.
  16. Randolph Cohen & Joshua Coval & Lubos Pastor, 2002. "Judging Fund Managers by the Company They Keep," NBER Working Papers 9359, National Bureau of Economic Research, Inc.
  17. Lubos Pastor & Robert F. Stambaugh, 2001. "Liquidity Risk and Expected Stock Returns," NBER Working Papers 8462, National Bureau of Economic Research, Inc.
  18. Lubos Pastor & Robert F. Stambaugh, 2000. "Evaluating and Investing in Equity Mutual Funds," NBER Working Papers 7779, National Bureau of Economic Research, Inc.
  19. A. Craig MacKinlay & Lubos Pastor, 1999. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," NBER Working Papers 7162, National Bureau of Economic Research, Inc.
  20. Lubos Pastor & Robert F. Stambaugh, 1998. "Costs of Equity Capital and Model Mispricing," NBER Working Papers 6490, National Bureau of Economic Research, Inc.
  21. Lubos Pastor & Robert F. Stambaugh, . "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers 16-99, Wharton School Rodney L. White Center for Financial Research.
  22. Luboš Pástor & Robert F. Stambaugh, . "Mutual Fund Performance and Seemingly Unrelated Assets.”," CRSP working papers 527, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  23. Lubos Pastor & Robert F. Stambaugh, . "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
  24. Lubos Pastor & Robert F. Stambaugh, . "Costs of Equity from Factor-Based Models (Revised 4-98)," Rodney L. White Center for Financial Research Working Papers 08-97, Wharton School Rodney L. White Center for Financial Research.
  25. Lubo Pástor, . "Portfolio Selection and Asset Pricing Models," CRSP working papers 356, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  26. Luboš Pástor & Robert F. Stambaugh, . "Investing in Equity Mutual Funds," CRSP working papers 532, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  1. Pástor, Ľuboš & Veronesi, Pietro, 2013. "Political uncertainty and risk premia," Journal of Financial Economics, Elsevier, vol. 110(3), pages 520-545.
  2. Lubos Pástor & Pietro Veronesi, 2012. "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, 08.
  3. Ľuboš Pástor & Robert F. Stambaugh, 2012. "Are Stocks Really Less Volatile in the Long Run?," Journal of Finance, American Finance Association, vol. 67(2), pages 431-478, 04.
  4. Ľuboš Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740 - 781.
  5. Lubos Pástor & Robert F. Stambaugh, 2009. "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, vol. 64(4), pages 1583-1628, 08.
  6. Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 361-381, November.
  7. &Lubos Pástor & Lucian A. Taylor & Pietro Veronesi, 2009. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 3005-3046, August.
  8. Luboš Pástor & Pietro Veronesi, 2009. "Technological Revolutions and Stock Prices," American Economic Review, American Economic Association, vol. 99(4), pages 1451-83, September.
  9. Lubos Pástor & Meenakshi Sinha & Bhaskaran Swaminathan, 2008. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," Journal of Finance, American Finance Association, vol. 63(6), pages 2859-2897, December.
  10. Pastor, Lubos & Veronesi, Pietro, 2006. "Was there a Nasdaq bubble in the late 1990s?," Journal of Financial Economics, Elsevier, vol. 81(1), pages 61-100, July.
  11. Lubos Pástor & Pietro Veronesi, 2005. "Rational IPO Waves," Journal of Finance, American Finance Association, vol. 60(4), pages 1713-1757, 08.
  12. Randolph B. Cohen & Joshua D. Coval & Lubos Pástor, 2005. "Judging Fund Managers by the Company They Keep," Journal of Finance, American Finance Association, vol. 60(3), pages 1057-1096, 06.
  13. Lubos PÁstor & Veronesi Pietro, 2003. "Stock Valuation and Learning about Profitability," Journal of Finance, American Finance Association, vol. 58(5), pages 1749-1790, October.
  14. Pastor, Lubos & Stambaugh, Robert F., 2003. "Liquidity Risk and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 111(3), pages 642-685, June.
  15. Pastor, Lubos & Stambaugh, Robert F., 2002. "Investing in equity mutual funds," Journal of Financial Economics, Elsevier, vol. 63(3), pages 351-380, March.
  16. Pastor, Lubos & Stambaugh, Robert F., 2002. "Mutual fund performance and seemingly unrelated assets," Journal of Financial Economics, Elsevier, vol. 63(3), pages 315-349, March.
  17. Llubos Pástor, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, 08.
  18. Pastor, Lubos & Stambaugh, Robert F., 2000. "Comparing asset pricing models: an investment perspective," Journal of Financial Economics, Elsevier, vol. 56(3), pages 335-381, June.
  19. Lubos Pástor, 2000. "Portfolio Selection and Asset Pricing Models," Journal of Finance, American Finance Association, vol. 55(1), pages 179-223, 02.
  20. MacKinlay, A Craig & Pastor, Lubos, 2000. "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Review of Financial Studies, Society for Financial Studies, vol. 13(4), pages 883-916.
  21. Lubos Pástor & Robert F. Stambaugh, 1999. "Costs of Equity Capital and Model Mispricing," Journal of Finance, American Finance Association, vol. 54(1), pages 67-121, 02.
41 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (6) 2007-01-02 2007-01-28 2009-01-17 2009-02-28 2014-02-15 2014-09-25. Author is listed
  2. NEP-CBA: Central Banking (2) 2011-10-09 2011-10-22
  3. NEP-CDM: Collective Decision-Making (2) 2011-10-09 2011-10-22
  4. NEP-CFN: Corporate Finance (10) 2002-12-02 2003-02-18 2003-03-14 2003-07-21 2003-10-05 2004-06-27 2005-12-01 2007-01-02 2007-01-28 2014-01-24. Author is listed
  5. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  6. NEP-CSE: Economics of Strategic Management (1) 2007-01-28
  7. NEP-DGE: Dynamic General Equilibrium (2) 2006-01-01 2006-01-29
  8. NEP-ECM: Econometrics (3) 2007-01-23 2007-02-24 2008-02-16
  9. NEP-ENT: Entrepreneurship (2) 2007-01-02 2007-01-28
  10. NEP-FIN: Finance (15) 1999-07-28 1999-08-27 2000-07-11 2000-07-11 2000-10-23 2000-10-23 2001-08-30 2001-08-30 2002-06-18 2003-02-18 2003-04-09 2006-01-01 2006-01-24 2006-01-29 2006-01-29. Author is listed
  11. NEP-FMK: Financial Markets (11) 2001-08-30 2001-09-10 2003-03-14 2003-10-05 2006-01-01 2006-01-29 2007-01-02 2009-01-17 2009-02-28 2009-02-28 2009-03-14. Author is listed
  12. NEP-HRM: Human Capital & Human Resource Management (1) 2014-02-15
  13. NEP-INO: Innovation (2) 2006-01-01 2006-01-29
  14. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2014-02-15
  15. NEP-POL: Positive Political Economics (6) 2011-10-09 2011-10-22 2012-01-03 2014-01-24 2014-06-02 2014-09-25. Author is listed
  16. NEP-RMG: Risk Management (5) 2003-03-14 2003-04-09 2003-10-05 2006-01-29 2009-03-14. Author is listed
  17. NEP-SOG: Sociology of Economics (1) 2014-02-15
  18. NEP-UPT: Utility Models & Prospect Theory (1) 2011-10-22
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