Statements (53)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Person
|
| gptkbp:affiliation |
gptkb:UCLA_Anderson_School_of_Management
|
| gptkbp:awards |
Fellow_of_the_American_Academy_of_Arts_and_Sciences
Fellow_of_the_Econometric_Society |
| gptkbp:birthYear |
1934
|
| gptkbp:children |
Not publicly disclosed
|
| gptkbp:contribution |
Research on the relationship between risk and return
Research on the effects of regulation on financial markets Research on the role of ethics in finance. Analysis of stock market volatility Analysis of the role of credit markets in the economy Research on the role of information in financial markets Research on the relationship between economic growth and stock market performance Research on the effects of exchange rates on international investments Work on the implications of transaction costs in finance Studies on the effects of demographic changes on financial markets Research on the role of alternative investments in portfolio management Studies on the impact of inflation on asset returns Research on the effects of mergers and acquisitions on stock prices Analysis of the performance of mutual funds Development of the Capital Asset Pricing Model Research on the pricing of options and derivatives Studies on market anomalies Analysis of the effects of liquidity on asset pricing Analysis of the impact of social media on financial markets Research on the role of financial intermediaries in capital markets Research on the implications of financial crises for market behavior Research on the implications of globalization for financial markets Studies on the effects of macroeconomic factors on asset prices Analysis of the effects of fiscal policy on investment decisions Research on the implications of behavioral biases for investment strategies Research on the implications of climate change for investment strategies Analysis of the impact of corporate governance on firm value Research on the role of dividends in stock valuation Studies on the impact of technological advancements on trading strategies Studies on the relationship between interest rates and stock market performance Studies on the effects of investor sentiment on stock prices Studies on the impact of investor behavior on market outcomes |
| gptkbp:education |
gptkb:University_of_California,_Los_Angeles
|
| gptkbp:field |
Finance
|
| https://www.w3.org/2000/01/rdf-schema#label |
Richard Roll
|
| gptkbp:influenced |
gptkb:Modern_Portfolio_Theory
|
| gptkbp:influencedBy |
gptkb:Harry_Markowitz
|
| gptkbp:knownFor |
Asset Pricing Theory
Financial_Economics |
| gptkbp:nationality |
American
|
| gptkbp:notableWork |
Roll's Critique
|
| gptkbp:researchInterest |
Investment Management
Corporate Finance Behavioral Finance Market Efficiency |
| gptkbp:residence |
gptkb:Los_Angeles,_California
|
| gptkbp:spouse |
Not publicly disclosed
|