Anisha Ghosh

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Assistant Professor of Finance

Teaching and Research Interests:

• Asset pricing, financial econometrics, macroeconomics

Working Papers: 

• What is the Consumption-CAPM Missing
  September, 2009.
  (With: Christian Julliard, Alex Taylor)
  
  
• Consistent Estimation of the Risk-Return Tradeoff in the Presence of Measurement Error
  September, 2009.
  (With: Oliver Linton)
  
  
• Asset Pricing Tests with Long Run Risks in Consumption and Dividend Growth
  September, 2009.
  (With: George Constantinides)
  
  
• Asset Pricing with Regime Shifts in Consumption and Dividend Growth
  September, 2009.
  
  
• Can Rare Events Explain the Equity Premium Puzzle
  September, 2008.
  (With: Christian Julliard)