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Lukas Schmid

Associate Professor of Finance
Ph.D., University of Lausanne

On Leave at:

Anderson School of Management, C402
110 Westwood Plaza
Los Angeles, CA 90095



Levered Returns” with Joao Gomes, Journal of Finance 65, 2010, Smith Breeden Award (First Prize) for best paper in the JF, 2010

"The Market Price of Fiscal Uncertainty" with Max Croce and Thien Nguyen, Journal of Monetary Economics 59, 2012

"Fiscal Policies and Asset Prices" with Max Croce, Howard Kung and Thien Nguyen, Review of Financial Studies 25 (9), 2012, Lead Article

"Investment-Based Corporate Bond Pricing" with Lars-Alexander Kuehn, Journal of Finance, forthcoming, Napa 2012 Best Paper Award

"Innovation, Growth and Asset Prices" with Howard Kung, Journal of Finance, forthcoming


Working Papers:

"Equilibrium Credit Spreads and the Macroeconomy" with Joao Gomes

"Fiscal Policy and the Distribution of Consumption Risk" with Max Croce and Thien Nguyen

"Testing Dynamic Agency Theory via Structural Estimation" with Boris Nikolov

"Sticky Leverage" with Joao Gomes and Urban Jermann

"Dynamic Corporate Liquidity" with Boris Nikolov and Roberto Steri

"Markups, Profits and Asset Prices" with Howard Kung

"A Quantitative Dynamic Agency Model of Financing Constraints"

"Global Entropy" with Max Croce and Thien Nguyen


Work in Progress:

“Assessing Agency Conflicts in Entrepreneurial Ventures” with Boris Nikolov

"Sources of Macroeconomic Risk" with Howard Kung and Aytek Malkhozov

"Solving Large Scale Dynamic Programming Models with Linear Programming" with Roberto Steri