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Oleg Rytchkov
Oleg Rytchkov
Associate Professor of Finance, Temple University
Verified email at temple.edu - Homepage
Title
Cited by
Cited by
Year
Aggregation of information about the cross section of stock returns: A latent variable approach
N Light, D Maslov, O Rytchkov
The Review of Financial Studies 30 (4), 1339-1381, 2017
1612017
Forecasting the forecasts of others: Implications for asset pricing
I Makarov, O Rytchkov
Journal of Economic Theory 147 (3), 941-966, 2012
902012
Asset pricing with dynamic margin constraints
O Rytchkov
The Journal of Finance 69 (1), 405-452, 2014
88*2014
Filtering out expected dividends and expected returns
O Rytchkov
The quarterly journal of finance 2 (03), 1250012, 2012
862012
Expected returns on value, growth, and HML
O Rytchkov
Journal of Empirical Finance 17 (4), 552-565, 2010
262010
Asset pricing with index investing
G Chabakauri, O Rytchkov
Journal of Financial Economics 141 (1), 195-216, 2021
242021
Learning about noise
P Marmora, O Rytchkov
Journal of Banking & Finance 89, 209-224, 2018
232018
Information aggregation and p-hacking
O Rytchkov, X Zhong
Management Science 66 (4), 1605-1626, 2020
182020
Do real estate mutual fund managers create value?
E Elyasiani, O Rytchkov, I Stetsyuk
The Quarterly Review of Economics and Finance 86, 396-406, 2022
82022
Regional reallocation of Russian industry in transition
E Cheviakhova, O Rytchkov
72004
Time-varying margin requirements and optimal portfolio choice
O Rytchkov
Journal of Financial and Quantitative Analysis 51 (2), 655-683, 2016
62016
Essays on predictability of stock returns
O Rytchkov
Massachusetts Institute of Technology, 2007
42007
Robustness and monotonicity of asset pricing anomalies
D Maslov, O Rytchkov
Working paper, University of Texas at Austin, 2013
3*2013
Asset pricing with index investing
G Chabakauri, O Rytchkov
Social Science Research Network (SSRN), 2014
22014
Size and Value Anomalies
OA Rytchkov
The Handbook of Equity Market Anomalies: Translating Market Inefficiencies …, 2012
22012
Ranking Stocks and Returns: A Non-Parametric Analysis of Asset Pricing Anomalies
D Maslov, O Rytchkov
Citeseer, 2010
22010
Regularized mimicking portfolios
D Luo, O Rytchkov, X Zhong
Available at SSRN 4038417, 2022
12022
Macroeconomic Content of Characteristics-Based Asset Pricing Models: A Machine Learning Analysis
O Rytchkov, X Zhong
Available at SSRN 3512123, 2023
2023
Does Tax Policy Affect Efficiency?-Examining the Effect of Donor Charitable Tax Incentives on Nonprofit Program Ratios
I Rajsky
Temple University, 2022
2022
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Articles 1–19