Peter C. Schotman

Finance · 2000–2008

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Peter C. Schotman trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. John Y. Campbell
  2. G. Duffee

Papers from Peter C. Schotman's perspective

Ordered by how strongly the researchers Peter C. Schotman trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  3. Explaining the Rate Spread on Corporate Bonds
  4. Consumption, aggregate wealth and expected stock returns
  5. Investing for the Long Run When Returns are Predictable
  6. Stock Prices, Earnings and Expected Dividends
  7. Portfolio Selection
  8. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
  9. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
  10. Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)

Their papers