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Lukas Schmid

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

 

 

Publications:

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, December 2014, Napa 2012 Best Paper Award

"Innovation, Growth and Asset Prices" with Howard Kung, Journal of Finance, June 2015

 

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

"Interest Rate Uncertainty, Hedging, and Real Activity" with Lorenzo Bretscher and Andrea Vedolin

"Sticky Leverage" with Joao Gomes and Urban Jermann

"Dynamic Corporate Liquidity" with Boris Nikolov and Roberto Steri

"Competition, Markups and Predictable Returns" with Alexandre Corhay and Howard Kung

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

"A Quantitative Dynamic Agency Model of Financing Constraints"

 

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

 

 

 

 

 

 

 

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