Stefan Nagel
Stefan Nagel is a German-American financial economist and the Fama Family Distinguished Service Professor of Finance at the University of Chicago Booth School of Business. He is also a research associate at the National Bureau of Economic Research (Cambridge, MA) and a research fellow at the Centre of Economic Policy Research (London, UK). After completing a degree at the University of Trier, Nagel earned his PhD at London Business School. Prior to joining the University of Chicago faculty in 2017, he previously taught at the Stanford Graduate School of Business and the University of Michigan Ross School of Business.He served as editor of the Journal of Finance from 2016-2022.
In 2004 he won the Smith Breeden best paper prize (Journal of Finance) for his article "Hedge Funds and the Technology Bubble". He won the Fama/DFA best paper prize (Journal of Financial Economics) as a co-author twice, in 2006 for the article "The Conditional CAPM Does Not Explain Asset Pricing Anomalies" and in 2020 for the article "Shrinking the cross section".
He is the author of ''Machine Learning in Asset Pricing'', published by Princeton University Press in 2021.
In 2024, Nagel was named as an independent director of Dimensional Fund Advisors's U.S. Mutual Funds and ETFs. Provided by Wikipedia
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Carry trades and currency crashes by Brunnermeier, Markus Konrad 1969-, Nagel, Stefan 1973-, Pedersen, Lasse Heje
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The effect of dividends on consumption by Baker, Malcolm, Nagel, Stefan 1973-, Wurgler, Jeffrey
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Inexperienced investors and bubbles by Greenwood, Robin, Nagel, Stefan 1973-
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A skeptical appraisal of asset-pricing tests by Lewellen, Jonathan, Nagel, Stefan 1973-, Shanken, Jay
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Do wealth fluctuations generate time-varying risk aversion? Micro-evidence on individuals' asset allocation by Brunnermeier, Markus Konrad 1969-, Nagel, Stefan 1973-
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The conditional CAPM does not explain asset-pricing anomalies by Lewellen, Jonathan, Nagel, Stefan 1973-
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Machine learning in asset pricing Stefan Nagel by Nagel, Stefan 1973-
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Machine learning in asset pricing by Nagel, Stefan 1973-
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