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 | 155 | 2017 |
Asset pricing with dynamic margin constraints O Rytchkov The Journal of Finance 69 (1), 405-452, 2014 | 90* | 2014 |
Forecasting the forecasts of others: Implications for asset pricing I Makarov, O Rytchkov Journal of Economic Theory 147 (3), 941-966, 2012 | 90 | 2012 |
Filtering out expected dividends and expected returns O Rytchkov The quarterly journal of finance 2 (03), 1250012, 2012 | 86 | 2012 |
Expected returns on value, growth, and HML O Rytchkov Journal of Empirical Finance 17 (4), 552-565, 2010 | 26 | 2010 |
Learning about noise P Marmora, O Rytchkov Journal of Banking & Finance 89, 209-224, 2018 | 23 | 2018 |
Asset pricing with index investing G Chabakauri, O Rytchkov Journal of Financial Economics 141 (1), 195-216, 2021 | 21 | 2021 |
Information aggregation and p-hacking O Rytchkov, X Zhong Management Science 66 (4), 1605-1626, 2020 | 18 | 2020 |
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 | 10 | 2022 |
Regional reallocation of Russian industry in transition E Cheviakhova, O Rytchkov | 7 | 2004 |
Time-varying margin requirements and optimal portfolio choice O Rytchkov Journal of Financial and Quantitative Analysis 51 (2), 655-683, 2016 | 6 | 2016 |
Essays on predictability of stock returns O Rytchkov Massachusetts Institute of Technology, 2007 | 4 | 2007 |
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 | 2 | 2014 |
Size and Value Anomalies OA Rytchkov The Handbook of Equity Market Anomalies: Translating Market Inefficiencies …, 2012 | 2 | 2012 |
Ranking Stocks and Returns: A Non-Parametric Analysis of Asset Pricing Anomalies D Maslov, O Rytchkov Citeseer, 2010 | 2 | 2010 |
Macroeconomic Content of Characteristics-Based Asset Pricing Models: A Machine Learning Analysis O Rytchkov, X Zhong Available at SSRN 3512123, 2023 | | 2023 |
Regularized mimicking portfolios D Luo, O Rytchkov, X Zhong Available at SSRN 4038417, 2022 | | 2022 |
DOES TAX POLICY AFFECT EFFICIENCY?-EXAMINING THE EFFECT OF DONOR CHARITABLE TAX INCENTIVES ON NONPROFIT PROGRAM RATIOS I Rajsky Theses and Dissertations, 2022 | | 2022 |