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Marcin Kacperczyk
MA (Warsaw), Ph.D. (Michigan)
Assistant Professor
| Office:
| Henry Angus 864 | | Phone:
| +1-604-822-8490 | | Fax:
| +1-604-822-4695 | | Email:
| <
marcin.kacperczyk at sauder.ubc.ca
> |
University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2
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Curriculum Vitae
Personal Homepage
Research Interests
Current Research Interests include Empirical Asset Pricing, Investments, Decision-making under uncertainty, Bayesian applications in economics, Financial predictability, and Mutual Funds.
Selected Publications
Jason Chen,
Marcin Kacperczyk,
and Hernan Ortiz-Molina
“Labor Unions, Operating Flexibility, and the Cost of Equity”
Journal of Financial and Quantitative Analysis, forthcoming
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Marcin Kacperczyk,
Clemens Sialm,
and Lu Zheng
“Industry Concentration and Mutual Fund Performance”
Journal of Investment Management, forthcoming
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Marcin Kacperczyk,
Clemens Sialm,
and Lu Zheng
“Unobserved Actions of Mutual Funds”
Review of Financial Studies, forthcoming
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Marcin Kacperczyk
and Amit Seru
“Fund Manager Use of Public Information: New Evidence on Managerial Skills”
Journal of Finance, Vol. 62, 2007, 485-528
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Marcin Kacperczyk,
Clemens Sialm,
and Lu Zheng
“On the Industry Concentration of Actively Managed Mutual Funds”
Journal of Finance, Vol. 60, 2005,1983-2012.
Working Papers
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Jason Chen,
Marcin Kacperczyk,
and Hernan Ortiz-Molina
“Do Non-financial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers” (2009)
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Harrison Hong
and Marcin Kacperczyk
“Competition and Bias” (2007)
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Harrison Hong
and Marcin Kacperczyk
“The Price of Sin: The Effects of Social Norms on Markets” (2006)
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Marcin Kacperczyk
“Asset Allocation under Distribution Uncertainty” (2006)
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Paul Damien,
Marcin Kacperczyk,
and Stephen Walker
“A New Class of Bayesian Semiparametric Models with Applications to Option Pricing” (2005)
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Marcin Kacperczyk
and Zbigniew Kominek
“Do Optimists Grow Faster and Invest More?” (2002)
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