Sauder School of Business

Marcin  Kacperczyk

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




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)




 
 
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