Lars-Alexander Kuehn

Associate Professor of Finance
Tepper School of Business
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213

kuehn@cmu.edu


 

Research interests: Asset pricing in endowment and production economies; empirical consumption-based asset pricing; dynamic corporate finance: capital structure and credit risk.

 

Vita

 

2010 Advances in Macro-Finance Tepper-LAEF Conference

2011 Advances in Macro-Finance Tepper-LAEF Conference

2012 Advances in Macro-Finance Tepper-LAEF Conference

2013 Advances in Macro-Finance Tepper-LAEF Conference

 

Publications

  1. The Levered Equity Risk Premium and Credit Spreads: A Unified Framework, with Harjoat Bhamra and Ilya Strebulaev, Review of Financial Studies 23(2), 2010, pp. 645-703

    Supplement
    SSRN-Link
    Journal-Link

  2. Long-Run Risks, Credit Markets, and Financial Structure, with Harjoat Bhamra and Ilya Strebulaev, American Economic Review P&P 100 (2), 2010, pp. 547-551

    Journal-Link

  3. The Aggregate Dynamics of Capital Structure and Macroeconomic Risk, with Harjoat Bhamra and Ilya Strebulaev, Review of Financial Studies 23 (12), 2010, 4187-4241, lead article

    SSRN-Link
    Journal-Link

  1. Monetary Policy and Corporate Default, with Harjoat Bhamra and Adlai Fisher, Journal of Monetary Economics 58 (5), 2011, 480-494

    SSRN-Link
    Journal-Link

  2. Consumption Volatility Risk, with Oliver Boguth, Journal of Finance 68 (6), 2013, 2589-2615

    SSRN-Link
    Journal-Link
    Data
    Internet Appendix

  3. Investment-Based Corporate Bond Pricing, with Lukas Schmid, Journal of Finance, forthcoming

    Best Paper Award at the 2012 Napa Conference on Financial Markets

    SSRN-Link

 

Working Papers

  1. The Importance of Time-to-Build for Investment-Based Asset Pricing

  2. Asset Pricing and Real Investment Commitment

    Best Paper Award at the 2008 Frank Batten Young Scholars in Finance Conference

  3. An Equilibrium Asset Pricing Model with Labor Market Search, with Nicolas Petrosky-Nadeau and Lu Zhang

  4. A Labor Capital Asset Pricing Model, with Mikhail Simutin and Jessie Wang

    Best Paper Award at the 2013 ASU Sonoran Winter Finance Conference

    WRDS Outstanding Paper Award in Asset Pricing at the 2013 Midwest Finance Association Meeting