Peter Kondor

 Associate Professor of Finance

Research Interests

• Asset Pricing with Frictions
• Information and Learning
• Delegated Portfolio Management

Selected Papers

• "Inefficient Investment Waves" with Zhiguo He, Econometrica, 84(2), March, 2016, 735–780

• "Do Hedge Funds Reduce Idiosyncratic Risk?" with Ronnie Sadka and Namho Kang, Journal of Financial and Quantitative Analysis, 49(4), August 2014, 843-877

• "The delegated Lucas tree" with Ron Kaniel, Review of Financial Studies, 26 (4), April 2013, 929-984

• "The more we know about the fundamental, the less we agree on the price" Review of Economic Studies, 79(3), July 2012, 1175-1207

• "Fund Managers, Career Concerns, and Asset Price Volatility" with Veronica Guerrieri, American Economic Review, 102(5), August, 1986-2017

• "Risk in Dynamic Arbitrage: Price Effects of Convergence Trading" Journal of Finance, 64(2), April 2009, 638-658 (Winner of the Smith Breeden First Prize for the Best Paper in asset pricing in The Journal of Finance in 2009)

Teaching

• Office Hours (internal LSE access only)

Lectures/classes

• FM405 Fixed Income Securities and Credit Markets
  Current students click here for course information

Other webpages

• Dr Peter Kondor's personal webpage