Anisha Ghosh

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Frank A. and Helen E. Risch Faculty Development Professorship in Business

Teaching and Research Interests:

• Asset pricing, financial econometrics, macroeconomics

Website and/or personal homepage:
https://wpweb2.tepper.cmu.edu/rlang/faculty/AnishaGhoshWeb/default.html

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)
  
  

Courses Taught:

• Seminar in Finance II (47722)
  (Ph.D. Program)
  • 2010, Mini 4 (Section: A)

• Seminar in Finance III (47723)
  (Ph.D. Program)
  • 2013, Mini 1 (Section: A)

• Investment Analysis (70492)
  (BSBA Program)
  • 2013, Fall (Section: A)
  • 2012, Fall (Section: A)
  • 2012, Fall (Section: B)
  • 2010, Fall (Section: A)
  • 2010, Fall (Section: B)
  • 2009, Fall (Section: A)