“Lubos Pastor”的意思、由来-开放百科全书

Pastor's research focuses on financial markets and asset management. His most cited paper, “Liquidity risk and expected stock returns,” has been cited over 3,000 times according to Google Scholar.^[5] The paper introduces the concept of a liquidity risk factor and constructs the Pastor-Stambaugh liquidity factors.^[6]^[7] His other work addresses topics such as political uncertainty, stock price bubbles, technological revolutions, the size of the active management industry, and portfolio choice.^[8]^[9]

Pastor's research has been awarded numerous best paper prizes including two Smith Breeden Prizes (2003, 2012) and three Fama-DFA Prizes (2002, 2006, 2015). In 2016, Pastor was awarded an honorary doctorate by the University of Economics in Bratislava.^[10]

Pastor has served as an associate editor of the Journal of Finance, Journal of Financial Economics, and the Review of Financial Studies.

Non-academic work

In 2015, Pastor was appointed by the Government of the Slovak Republic to the Bank Board of the National Bank of Slovakia.^[11]

From 2008 to 2012, he co-designed the investable CRSP Indexes^[12]^[13]^[14] in cooperation with the Center for Research in Security Prices. In 2012, the CRSP Indexes were adopted by The Vanguard Group.

References

1. ^{{Cite web|url=https://www.chicagobooth.edu/faculty/directory/p/lubos-pastor|title=Faculty Directory: Lubos Pastor|last=|first=|date=|website=|access-date=}}
2. ^{{Cite web |url=http://fic.wharton.upenn.edu/fic/community.html |title=Community Fellows |publisher=upenn.edu |accessdate=February 12, 2017 |deadurl=yes |archiveurl=https://web.archive.org/web/20161002174829/http://fic.wharton.upenn.edu/fic/community.html |archivedate=October 2, 2016 |df= }}
3. ^{{Cite web |url=https://www.worldcat.org/identities/lccn-no98089314/ |title=Pástor, Lubos̆ |publisher=worldcat.org |accessdate=February 12, 2017}}
4. ^{{Cite web|url=http://faculty.chicagobooth.edu/lubos.pastor/vita/cv.pdf|title=Lubos Pastor Curriculum Vitae|last=|first=|date=|website=|access-date=}}
5. ^{{Cite web|url=https://scholar.google.com/citations?user=Ttsxv0IAAAAJ&hl=en|title=Google Scholar Citations: Lubos Pastor|last=|first=|date=|website=|access-date=}}
6. ^{{Cite web|url=http://www.whartonwrds.com/datasets/fama-french-portfolios-factors/|title=Fama-French Portfolios & Factors|last=|first=|date=2011-08-25|website=|access-date=}}
7. ^{{Cite web|url=http://faculty.chicagobooth.edu/lubos.pastor/research/liq_data_1962_2015.txt|title=Liquidity Factor of Pastor and Stambaugh (JPE 2003) Updated Through Dec 2015|last=|first=|date=|website=|access-date=}}
8. ^{{Cite web|url=http://faculty.chicagobooth.edu/lubos.pastor/research/|title=Lubos Pastor's Research|last=|first=|date=|website=|access-date=}}
9. ^{{cite web|title=Lubos Pastor|url=https://www.jstor.org/action/doBasicSearch?Query=au%3A%22Lubos+Pastor%22+&acc=off&wc=on&fc=off&group=none|publisher=JSTOR}}
10. ^{{Cite web|url=http://tlacovespravy.sme.sk/ts/6886/doctor-honoris-causa-eu-v-bratislave-prof-lubos-pastor-phd/|title=Doctor honoris causa EU v Bratislave prof. Ľuboš Pástor, PhD.|last=|first=|date=|website=|access-date=}}
11. ^{{Cite web|url=http://www.nbs.sk/en/press/all-press-releases/press-releases-common/press-release/_lubos-pastor-to-be-new-member-of-nbs-bank-board|title=Ľuboš Pástor to be new member of NBS Bank Board|last=|first=|date=|website=|access-date=}}
12. ^{{Cite web|url=http://faculty.chicagobooth.edu/lubos.pastor/research/CRSPDOCS-38511.pdf|title=New Investable Indexes from The Center for Research in Security Prices (CRSP) selected by Vanguard for U.S. Stock Index Funds|last=|first=|date=|website=|access-date=}}
13. ^{{Cite web|url=http://faculty.chicagobooth.edu/lubos.pastor/research/CRSPDOCS-38481.pdf|title=Vanguard to Change Target Benchmarks for 22 Index Funds|last=|first=|date=|website=|access-date=}}
14. ^{{Cite web|url=https://institutional.vanguard.com/iam/pdf/CRSPCOMM.pdf|title=Vanguard: A closer look at CRSP|last=|first=|date=|website=|access-date=}}

Academic work

Non-academic work

References