Tuomas Tomunen

Boston College - Department of Finance

Carroll School of Management

140 Commonwealth Avenue

Chestnut Hill, MA 02467-3808

United States

SCHOLARLY PAPERS

3

DOWNLOADS

505

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Beta Bubbles

Review of Asset Pricing Studies (Forthcoming)
Number of pages: 53 Posted: 25 Aug 2015 Last Revised: 26 Feb 2017
Petri Jylha, Matti Suominen and Tuomas Tomunen
Aalto University, Aalto University School of Business and Boston College - Department of Finance
Downloads 419 (86,043)

Abstract:

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Beta, CAPM, Comovement, Institutional investors

2.

Failure to Share Natural Disaster Risk

Number of pages: 90 Posted: 23 Feb 2020 Last Revised: 04 Feb 2021
Tuomas Tomunen
Boston College - Department of Finance
Downloads 79 (372,406)

Abstract:

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Risk Sharing, Intermediary Asset Pricing, Reinsurance, Catastrophe Risk, Securitization

3.

Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications

NBER Working Paper No. w25092
Number of pages: 45 Posted: 01 Oct 2018 Last Revised: 25 Jul 2021
Robert J. Hodrick and Tuomas Tomunen
Columbia Business School - Finance and Economics and Boston College - Department of Finance
Downloads 7 (724,907)
Citation 1

Abstract:

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