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Information about:
Robert F. Dittmar

Personal Details | Affiliation | Works

This is information that was supplied by Robert Dittmar in registering through RePEc. If you are Robert F. Dittmar , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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 2009-1-6.

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