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GND: 129308951


Click on a term to reduce result list Information symbol The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.

equity premiumhistorical averagecross sectionalbeat historicalterm structuretime seriessample beatsectional priceprice riskbivariate msmforecasting modelvolatility comovementcomovement multifrequencymultifrequency approachstandard errorslibor swapswap curvestock returnstrongly correlatedcapital incomepredicting equitypremium sampleexcess stockstock returnscross sectionforecast basedbased historicalsample performancereturn forecasts
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Years of publications: 2003 - 2021

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Samuel B. Thompson


Dr.

Alternative spellings:
Samuel Thompson
Samuel Brodsky Thompson
Samuel Brodsky Thompson

Biblio: 1991-1995: Yale Univ., BA; 1995-2000: UC Berkeley, Ph.D.; Associate Professor Harvard: (2000-); tätig bei Arrowstreet Capital L. P., Boston, MA, USA

Profession

  • Economist
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • International Standard Name Identifier (ISNI)


  • Publishing years

    2
      2021
    1
      2013
    1
      2011
    2
      2010
    2
      2009
    2
      2008
    2
      2006
    6
      2005
    2
      2004

    Series

    1. NBER Working Paper (3)
    2. Sauder School of Business Working Paper (1)
    3. Working paper / National Bureau of Economic Research, Inc. (1)
    4. NBER technical working paper series (1)
    5. Technical working paper / National Bureau of Economic Research (1)
    6. Discussion paper series / Harvard Institute of Economic Research (1)