Thummim Cho
Finance Faculty
Administrative contact: Helen Broad, finance@lse.ac.uk
Research interests
Asset Pricing
Financial Intermediaries
Behavioral Finance
Personal website (for papers and CV)
LSE Finance Webpage
Publications
Turning alphas into betas: Arbitrage and endogenous risk
Journal of Financial Economics, 137(2), 550-570
Turning Alphas into Betas: Arbitrage and the Cross-section of Risk
What determines the cross-section of betas with respect to a risk factor? The act of arbitrage plays an important role. If the capital of arbitrageurs...
DP 780
