PUBLISHED JOURNAL ARTICLES


Bergstresser, Daniel, Randolph B. Cohen, and Sidharth Bhaskar Shenai."Fractionalization and the Municipal Bond Market." Forthcoming, Municipal Finance Journal.

Cohen, Randolph B., Christopher Polk, and Tuomo Vuolteenaho. "The Price is (Almost) Right." Journal of Finance 64, no. 6 (December 2009). 

Cohen, Randolph B., Joshua Coval, and Lubos Pastor. "Judging Fund Managers by the Company They Keep." Journal of Finance 60, no. 3 (June 2005).
 
Cohen, Randolph B., Christopher Polk, and Tuomo Vuolteenaho. "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis." Quarterly Journal of Economics 120, no. 2 (May 2005): 639-668. 

Cohen, Randolph B., Christopher Polk, and Tuomo Vuolteenaho. "The Value Spread." Journal of Finance 58, April 2003. (Was Harvard Business School Working Paper Series, No. 01-084).

Cohen, Randolph B., Paul A. Gompers, and Tuomo Vuolteenaho, "Who Underreacts To Cash-Flow News? Evidence from Trading between Individuals and Institutions," Special Issue on Limits to Arbitrage. Journal of Financial Economics 66, nos. 2-3 (November 2002) (Was National Bureau of Economic Research Paper Series No. W8793). 
 
 

WORKING PAPERS


Cohen, Randolph, B., Daniel Bergstresser. "Why Fears About Municipal Credit are Overblown." Working Paper, 2011.

Bergstresser, Daniel, Randolph B. Cohen, and Sidharth Bhaskar Shenai."Skin in the game: The performance of insured and uninsured municipal debt." (First version October 2010).
 
Bergstresser, Daniel, Randolph B. Cohen, and Sidharth Bhaskar Shenai. "Financial Guarantors and the 2007-2009 Credit Crisis." Harvard Business School Working Paper Series, 2010. Revise and Resubmit at the Journal of Financial Economics.

Cohen, Randolph B., Christopher Polk, and Berhard Silli. "Best Ideas." Working Paper, 2010. 
 
Cohen, Randolph B. and Brian J. Hall. "Do Executive Stock Options Encourage Risk-Taking?"

Cohen, Randolph B. "Asset Allocation Decisions of Individuals and Institutions." Harvard Business School Working Paper Series, No. 03-112, 2003.
 
Cohen, Randolph B., and Christopher Polk, "The Impact of Industry Factors in Asset-Pricing Tests." 

Cohen, Randolph B., and Christopher Polk, "Does Quoted Depth Predict Intraday Stock Returns?: Theory and Evidence."



PUBLISHED TEACHING MATERIALS


Bergstresser, Daniel, Lauren Cohen, Randolph B. Cohen, and Chris Malloy, "AQR's DELTA Strategy." Harvard Business School case.
Daniel Bergstresser, Lauren Cohen, Christopher Malloy, Randolph Cohen and Timothy Gray, "AQR's DELTA Strategy." Harvard Business School teaching note 212-084, March 2012. (Revised February 2013.)
Bergstresser, Daniel, Lauren Cohen, Randolph B. Cohen, and Chris Malloy, "AQR's Momentum Funds." HarvardBusiness School case. 
Bergstresser, Daniel and Randolph B. Cohen. “Jefferson County (A): An EPA Mandate.” Harvard Business Publishing: 2012.
Bergstresser, Daniel and Randolph B. Cohen. “Jefferson County B: Borrowing in March 1997.” Harvard Business Publishing: 2012.
Bergstresser, Daniel and Randolph B. Cohen. “Jefferson County C: Subsequent Issuance.” Harvard Business Publishing: 2012.
Bergstresser, Daniel and Randolph B. Cohen. “Jefferson County D: February of 2008.” Harvard Business Publishing: 2012.
Bergstresser, Daniel and Randolph B. Cohen. “Jefferson County E: Postscript.” Harvard Business Publishing: 2012.
Bergstresser, Daniel, Randolph B. Cohen, and Jeff Klein. “Jefferson County: Specific Swap Detail.” Harvard Business Publishing: 2012.
Cohen, Randolph B. "A-Rod: Signing the Best Player in Baseball." In Case Problems in Finance. 12th ed. by W. Carl Kester, Richard S. Ruback and Peter Tufano, 405-418. New York: McGraw-Hill/Irwin, 2004. 
Cohen, Randolph B., Andrew J. Blackburn, George C. Chacko, and Mei Hu. "Building Hedge Funds at Prospero Capital." Harvard Business School case 204-007. 
Cohen, Randolph B., "Dimensional Fund Advisors, 2002." Harvard Business School case 203-026 [21]. 
Cohen, Randolph B., "Dimensional Fund Advisors, 2002." Harvard Business School teaching note 203-096 [16]. 
Cohen, Randolph B., "A-Rod: Signing the Best Player in Baseball," Harvard Business School teaching note 203-091 [18]. 
Cohen, Randolph B., George Chacko, and Marc Chennault," Risk Arbitrage: Abbott Labs and Alza (A)," Harvard Business School case 203-003 [30]. 
Cohen, Randolph B., George Chacko, and Marc Chennault," Risk Arbitrage: Abbott Labs and Alza (B)," Harvard Business School case 203-095 [2]. 
Cohen, Randolph B., George Chacko, and Marc Chennault," Risk Arbitrage: Abbott Labs and Alza (A) and (B)," Harvard Business School teaching note 203-097 [16].
Cohen, Randolph B., George Chacko, and Marc Chennault, "Note on Risk Arbitrage," Harvard Business School note 203-001 [12]. 
Cohen, Randolph B., and Mark L. Mitchell, "State of South Carolina," Harvard Business School case 201-061 [31]. 
Cohen, Randolph B., and Mark Mitchell, "State of South Carolina," Harvard Business School teaching note 201-127 [13].
 

OTHER PAPERS

Are Hedge Fund Fees a Bargain? And Other Conundrums of Balancing Active and Passive Management
-Randolph B. Cohen, Associate Professor of Finance, Harvard Business School
-Kerry J. Stirton, Managing Director, Stellation Asset Management
Asset Allocation Decisions of Individuals and Institutions
-Randolph B. Cohen
April, 2003
How the Inflation Illusion Killed the CAPM
-Randolph B. Cohen, Harvard Business School
-Christopher K. Polk, London School of Economics
-Tuomo Vuolteenaho, Arrowstreet Capital, LP; National Bureau of Economic Research (NBER)
May 12, 2004
Does Risk or Mispricing Explain the Cross-Section of Stock Prices
-Randolph B. Cohen, Harvard Business School
-Christopher K. Polk, London School of Economics
-Tuomo Vuolteenaho, Arrowstreet Capital, LP; National Bureau of Economic Research (NBER)
May 16, 2002
COMPUSTAT Selection Bias in Tests of the Sharpe-Lintner-Black CAPM
-Randolph B. Cohen, Harvard Business School
-Christopher K. Polk, London School of Economics
October 1995
The Children's Investment Fund, 2005
-Randolph B. Cohen
-Joshua Sandbulte
N9-206-092
February 4, 2006
Protégé Partners: The Capacity Challenge
-Randolph B. Cohen
-Brian J. Delacey
9-205-100
REV: January 31, 2006