John H. Cochrane
23 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-1541-958X
Hoover Institution, Stanford University; NBER
Publications
- Portfolios for Long-Term Investors — Review of Finance 2022
- Macro-Finance — Review of Finance 2017
- The Fragile Benefits of Endowment Destruction — Journal of Political Economy 2015
- A Mean-Variance Benchmark for Intertemporal Portfolio Theory — The Journal of Finance 2014
- Determinacy and Identification with Taylor Rules — Journal of Political Economy 2011
- Presidential Address: Discount Rates — The Journal of Finance 2011
- The Dog That Did Not Bark: A Defense of Return Predictability — The Review of Financial Studies 2008
- Two Trees — The Review of Financial Studies 2008
- The risk and return of venture capital — Journal of Financial Economics 2005
- Bond Risk Premia — American Economic Review 2005
- The Fed and Interest Rates - A High-Frequency Identification — American Economic Review 2002
- Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias — Journal of Political Economy 2001
- Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level — Econometrica 2001
- Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets — Journal of Political Economy 2000
- Explaining the Poor Performance of Consumption-based Asset Pricing Models — The Journal of Finance 2000
- By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior — Journal of Political Economy 1999
- A Cross-Sectional Test of an Investment-Based Asset Pricing Model — Journal of Political Economy 1996
- Time-Consistent Health Insurance — Journal of Political Economy 1995
- Permanent and Transitory Components of GNP and Stock Prices — The Quarterly Journal of Economics 1994
- Explaining the Variance of Price–Dividend Ratios — The Review of Financial Studies 1992
- A Simple Test of Consumption Insurance — Journal of Political Economy 1991
- Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations — The Journal of Finance 1991
- How Big Is the Random Walk in GNP? — Journal of Political Economy 1988