Concepedia

David A. Chapman

DA

20

Publications

1.5K

Citations

16

H-Index

1970

Active since

Affiliations

University of Virginia(Current)

The University of Texas at Austin

University of Illinois Urbana-Champaign

Goodyear (United States)

David A. Chapman is an author at University of Virginia specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsEconomic AnalysisEngineeringFinancial EconomicsManagementEconometricsAsset PricingMacro Finance

Publications per year

1970–2018

20

Publications

20

Why constrain your mutual fund manager?

Andrés Almazán, Keith C. Brown, Murray Carlson et al. · Journal of Financial Economics · 2004 · 556 citations

Mutual Fund Manager, Fund Management, Hedge Fund +6

Is the Short Rate Drift Actually Nonlinear?

David A. Chapman, Neil D. Pearson · The Journal of Finance · 2000 · 250 citations

Term Structure Model, Applied Econometrics, Short Rate Drift +16

Approximating the Asset Pricing Kernel

David A. Chapman · The Journal of Finance · 1997 · 108 citations

Empirical Finance, Applied Econometrics, Consumption Growth +18

Habit Formation and Aggregate Consumption

David A. Chapman · Econometrica · 1998 · 98 citations

Economics, Consumer Economics, Business +4

First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes

David A. Chapman, Valery Polkovnichenko · The Journal of Finance · 2009 · 76 citations

Empirical Finance, Asset Allocation, Dynamic Economics +16

Rows per page

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