ProfessorsProfessors of University of California, Los AngelesLars A. Lochstoer

Lars A. Lochstoer

University of California, Los Angeles

H-index: 13

North America-United States

About Lars A. Lochstoer

Lars A. Lochstoer, With an exceptional h-index of 13 and a recent h-index of 11 (since 2020), a distinguished researcher at University of California, Los Angeles, specializes in the field of Financial Economics, Asset Pricing, Commodity Markets, Macroeconomics.

His recent articles reflect a diverse array of research interests and contributions to the field:

An anatomy of currency strategies: The role of emerging markets

Pricing currency risks

Model-Free mispricing factors

Volatility expectations and returns

Conditional dynamics and the multihorizon risk-return trade-off

The real channel for nominal bond-stock puzzles

What drives anomaly returns?

Lars A. Lochstoer Information

University	University of California, Los Angeles
Position	Associate Professor of Finance, UCLA Anderson School of Management
Citations(all)	1812
Citations(since 2020)	937
Cited By	1275
hIndex(all)	13
hIndex(since 2020)	11
i10Index(all)	14
i10Index(since 2020)	11
Email	Access Email
University Profile Page	University of California, Los Angeles
Google Scholar	View Google Scholar Profile

Lars A. Lochstoer Skills & Research Interests

Financial Economics

Asset Pricing

Commodity Markets

Macroeconomics

Top articles of Lars A. Lochstoer

Title	Journal	Author(s)	Publication Date
An anatomy of currency strategies: The role of emerging markets	Available at SSRN 4802331	Mikhail Chernov Magnus Dahlquist Lars A Lochstoer	2024/4/21
Pricing currency risks	The Journal of Finance	Mikhail Chernov Magnus Dahlquist Lars Lochstoer	2023/4
Model-Free mispricing factors	Available at SSRN 4113272	Lars A Lochstoer Paul C Tetlock	2022/4
Volatility expectations and returns	The Journal of Finance	Lars A Lochstoer Tyler Muir	2022/4
Conditional dynamics and the multihorizon risk-return trade-off	Review of Financial Studies	Mikhail Chernov Lars A Lochstoer Stig RH Lundeby	2022
The real channel for nominal bond-stock puzzles		Mikhail Chernov Lars A Lochstoer Dongho Song	2021/7/26
What drives anomaly returns?	The Journal of Finance	Lars A Lochstoer Paul C Tetlock	2020/6