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Marcin Kacperczyk
MA (Warsaw), Ph.D. (Michigan)
Assistant Professor
| Office:
| Henry Angus 864 | | Phone:
| +1-604-822-8490 | | Fax:
| +1-604-822-4695 | | Email:
| <
marcin.kacperczyk at sauder.ubc.ca
> |
University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2
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Curriculum Vitae
Personal Homepage
Research Interests
Current Research Interests include Empirical Asset Pricing, Investments, Decision-making under uncertainty, Bayesian applications in economics, Financial predictability, and Mutual Funds.
Selected Publications
Marcin Kacperczyk,
Clemens Sialm,
and Lu Zheng
“Industry Concentration and Mutual Fund Performance”
Journal of Investment Management, forthcoming
Marcin Kacperczyk,
Clemens Sialm,
and Lu Zheng
“Unobserved Actions of Mutual Funds”
Review of Financial Studies, forthcoming
Marcin Kacperczyk
and Amit Seru
“Fund Manager Use of Public Information: New Evidence on Managerial Skills”
Journal of Finance, Vol. 62, 2007, 485-528
Marcin Kacperczyk,
Clemens Sialm,
and Lu Zheng
“On the Industry Concentration of Actively Managed Mutual Funds”
Journal of Finance, Vol. 60, 2005,1983-2012.
Working Papers
Harrison Hong
and Marcin Kacperczyk
“Competition and Bias” (2007)
Harrison Hong
and Marcin Kacperczyk
“The Price of Sin: The Effects of Social Norms on Markets” (2006)
Marcin Kacperczyk
“Asset Allocation under Distribution Uncertainty” (2006)
Paul Damien,
Marcin Kacperczyk,
and Stephen Walker
“A New Class of Bayesian Semiparametric Models with Applications to Option Pricing” (2005)
Marcin Kacperczyk
and Zbigniew Kominek
“Do Optimists Grow Faster and Invest More?” (2002)
