Lars-Alexander Kuehn

Assistant 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 CALL FOR PAPERS

 

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

  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

  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

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

 

Working Papers

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

    Conference presentations: 2006 NFA and 2010 AFA meetings.

  2. Asset Pricing and Real Investment Commitment

    Conference presentations: 2007 SED, 2007 EFA, 2009 AFA meetings and Frank Batten Young Scholars in Finance Conference 2008.

  3. Consumption Volatility Risk, with Oliver Boguth

    Conference presentations: 2009 WFA meeting, 2009 North American Summer Meetings of the Econometric Society, 2009 CEPR Gerzensee Summer Symposium, 2009 EFA, 2009 NFA, and 2010 AEA meetings..

  4. Investment-Based Corporate Bond Pricing, with Lukas Schmid

    Conference presentations: 2010 EFA, 2011 WFA meetings, 2011 Texas Finance Festival, 2011 CEPR Gerzensee European Summer Symposium on Financial Markets, 2011 NBER Asset Pricing Meeting (Fall).

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

    Conference presentations: 2010 CEPR Gerzensee European Summer Symposium on Financial Markets, 2010 SED, 2011 AFA, and 2011 AEA meetings.

  6. Revisiting the Assumption of a Small Labor Surplus, with Nicolas Petrosky-Nadeau and Lu Zhang

    Conference presentations: Search and Matching Workshop at UPenn.