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David A Chapman
David A Chapman
Verified email at virginia.edu - Homepage
Title
Cited by
Cited by
Year
Why constrain your mutual fund manager?
A Almazan, KC Brown, M Carlson, DA Chapman
Journal of Financial Economics 73 (2), 289-321, 2004
7012004
Is the short rate drift actually nonlinear?
DA Chapman, ND Pearson
The Journal of Finance 55 (1), 355-388, 2000
3412000
Approximating the asset pricing kernel
DA Chapman
The Journal of Finance 52 (4), 1383-1410, 1997
1601997
Using proxies for the short rate: when are three months like an instant?
DA Chapman, JB Long Jr, ND Pearson
The Review of Financial Studies 12 (4), 763-806, 1999
1441999
Habit formation and aggregate consumption
DA Chapman
Econometrica 66 (5), 1223-1230, 1998
1271998
Recent advances in estimating term-structure models
DA Chapman, ND Pearson
Financial Analysts Journal 57 (4), 77-95, 2001
902001
Comparing multifactor models of the term structure
M Brandt, D Chapman
working paper, Duke University, 2003
832003
First‐order risk aversion, heterogeneity, and asset market outcomes
DA Chapman, V Polkovnichenko
The Journal of Finance 64 (4), 1863-1887, 2009
812009
The cyclical properties of consumption growth and the real term structure
DA Chapman
Journal of Monetary Economics 39 (2), 145-172, 1997
721997
Does intrinsic habit formation actually resolve the equity premium puzzle?
DA Chapman
Review of Economic Dynamics 5 (3), 618-645, 2002
342002
Cotrending and the stationarity of the real interest rate
DA Chapman, M Ogaki
Economics Letters 42 (2-3), 133-138, 1993
301993
Linear approximations and tests of conditional pricing models
MW Brandt, D Chapman
National Bureau of Economic Research, 2006
20*2006
Aggregate tail risk and expected returns
DA Chapman, MF Gallmeyer, JS Martin
The Review of Asset Pricing Studies 8 (1), 36-76, 2018
152018
The portfolio choices of young and old active mutual fund managers
DA Chapman, RB Evans, Z Xu
AFA 2009 San Francisco Meetings Paper, 2010
152010
Career concerns and the active fund managers problem
DA Chapman, R Evans, Z Xu
Working Paper Boston College, 2007
102007
Heterogeneity in preferences and asset market outcomes
DA Chapman, V Polkovnichenko
Available at SSRN 652085, 2006
102006
Risk attitudes toward small and large bets in the presence of background risk
DA Chapman, V Polkovnichenko
Review of Finance 15 (4), 909-927, 2011
82011
Specification error, estimation risk, and conditional portfolio rules
M Carlson, DA Chapman, R Kaniel, H Yan
Unpublished working paper, University Texas at Austin, 2004
6*2004
Stock returns and dividend yields: Some new evidence
DA Chapman, T Simin, H Yan
Working Paper, the Pennsylvania State University, 2003
52003
On measuring the economic significance of asset return predictability
M Carlson, H Yan, DA Chapman, R Kaniel
AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper, 2001
52001
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