Oleg Rytchkov

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5995-3602

Temple University, Fox School of Business, 1801 Liacouras Walk, Philadelphia, PA 19122, USA

Publications

• Asset pricing with index investing — Journal of Financial Economics 2021 (name-matched, not ORCID-linked)
• Information Aggregation and P-Hacking — Management Science 2020
• Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach — The Review of Financial Studies 2017
• Time-Varying Margin Requirements and Optimal Portfolio Choice — Journal of Financial and Quantitative Analysis 2016
• Asset Pricing with Dynamic Margin Constraints — The Journal of Finance 2014