Robert Dittmar

Robert Dittmar

  • Professor of Finance
Education
  • PhD University of North Carolina 2000
  • BS University of Illinois 1991

Contact Information

Phone
(734) 763-6821
Email
Room
R5430
Research

Robert F. Dittmar is a Professor of Finance at the Stephen M. Ross School of Business, University of Michigan. His research focuses on empirical and theoretical issues in asset pricing, in particular the determination of the term structure of interest rates and the cross-section of equity risk premia. His work has been published in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, and Journal of Econometrics. At the Ross school, Robert teaches MBA-level courses in fixed income and derivatives, as well as advising the student-run investment fund, the Maize and Blue Fund. He also teaches courses in the Doctoral program at the Ross school. Prior to joining the University of Michigan Faculty in 2003, Robert was an Assistant Professor at the Kelley School of Business, Indiana University, and worked for First Chicago Corporation (now part of JP Morgan Chase) and First Union National Bank Corporation (now part of Wells Fargo).

Leisure Preferences, Long-Run Risks, and Human Capital Returns

Authors
Robert Dittmar and Francisco Palomino and Wei Yang
Published Date
05/2016

Source

Review of Asset Pricing Studies
Volume: 
6
Issue: 
1
Pages: 
88-134

Ex Ante Skewness and Expected Stock Returns

Authors
Jennifer Conrad and Robert Dittmar and Eric Ghysels
Published Date
2013

Source

Journal of Finance (JF)
Volume: 
68
Issue: 
1
Pages: 
85-124

Basis Assets

Authors
Dong-Hyun Ahn and Jennifer Conrad and Robert Dittmar
Published Date
2009

Source

The Review of Financial Studies (RFS)
Volume: 
22
Issue: 
12
Pages: 
1533-1574

Cointegration and Consumption Risks in Asset Returns

Authors
Ravi Bansal and Robert Dittmar and Dana Kiku
Published Date
2009

Source

The Review of Financial Studies (RFS)
Volume: 
22
Issue: 
3
Pages: 
1343-1375

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