Kenneth F. Kroner

BlackRock, Inc - San Francisco

400 Howard Street

San Francisco, CA 94105

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 23,227

SSRN RANKINGS

Top 23,227

in Total Papers Downloads

2,558

SSRN CITATIONS
Rank 12,602

SSRN RANKINGS

Top 12,602

in Total Papers Citations

11

CROSSREF CITATIONS

82

Scholarly Papers (4)

1.

Rethinking the Equity Risk Premium

Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1
Number of pages: 164 Posted: 12 Jun 2015 Last Revised: 19 Mar 2016
Capital Group, Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), CFA Institute Research Foundation, Yale School of Management, AQR Capital Management, LLC, University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting, London Business School - Institute of Finance and Accounting, Barclays, BlackRock, Inc - San Francisco, Research Affiliates, LLC, AQR Capital Management, Xi'an Jiaotong - Liverpool University - International Business School Suzhou, BlackRock, Inc, Independent, University of Pennsylvania - Finance Department and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 2,558 (6,179)
Citation 12

Abstract:

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ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson

2.

Another Look at Models of the Short-Term Interest Rate

Posted: 14 Oct 2000
Robin J. Brenner, Richard H. Harjes and Kenneth F. Kroner
Morgan Stanley, Numeric Investors and BlackRock, Inc - San Francisco

Abstract:

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3.

Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets

Posted: 25 Oct 1999
Robin J. Brenner and Kenneth F. Kroner
Morgan Stanley and BlackRock, Inc - San Francisco

Abstract:

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4.

Modeling the Time Varying Comovement of Asset Returns

Posted: 25 Apr 1998
Kenneth F. Kroner and Victor K. Ng
BlackRock, Inc - San Francisco and International Monetary Fund (IMF) - Research Department

Abstract:

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