Alexander Milan Chinco

Asst Professor

Zicklin School of Business

Department: Bert Wasserman Dept Eco & Fin

Areas of expertise:

Email Address: alexander.chinco@baruch.cuny.edu

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Ph.D., Finance, New York University, Stern School of Business.

B.A., Economics, University of Chicago

Semester	Course Prefix	Course Number	Course Name
Spring 2023	FIN	3000	Principles of Finance
Spring 2023	FIN	3000	Principles of Finance
Spring 2022	FIN	3000	Principles of Finance
Spring 2022	FIN	9795	Debt Instruments and Markets

Chinco, A. M. (2023). Proving You Can Pick Stocks Without Revealing How.

Chinco, A. (2021). The Ex Ante Likelihood of Bubbles. Management Science,

Chinco, A., Hartzmark, S., & Sussman, A. (2021). A New Test of Risk Factor Relevance. The Journal of Finance, Forthcoming.

Chinco, A., Neuhierl, A., & Weber, M. (2021). Estimating the Anomaly Base Rate. Journal of Financial Economics, 140(1).

Chinco, A. (2021). Cognitive Errors as Canary Traps. In Progress.

Chinco, A., & Fos, V. (2021). The Sound of Many Funds Rebalancing . The Review of Asset Pricing Studies, 11(3).

Chinco, A. M., & Ben-David, I. Modeling Managers As EPS Maximizers.

Proving You Can Pick Stocks Without Revealing How. In Progress.

The Passive-Ownership Share Is Double What You Think It Is.

Chinco, A., Hartzmark, S., & Sussman, A. (2021). A New Test of Risk Factor Relevance.

Chinco, A., Neuhierl, A., & Weber, M. (2021). Estimating the Anomaly Base Rate.

Chinco, A., & Fos, V. (2021). The Sound of Many Funds Rebalancing.

Chinco, A., & Mayer, C. (2021). Misinformed Speculators and Mispricing in the Housing Market.

Chinco, A. (2021). Cognitive Errors as Canary Traps.

In Progress.

Chinco, A. (2021). The Ex Ante Likelihood of Bubbles.

Chinco, A., Clark-Joseph, A., & Ye, M. (2019). Sparse Signals in the Cross-Section of Returns.

Honor / Award	Organization Sponsor	Date Received	Description
SIX Best Paper Award	Swiss Society for Financial Market Research (SGF Conference)	2021	The <b>SIX Best Paper Award</b> is presented to the best article presented at the Annual Meeting of the Swiss Society for Financial Market Research (SGF Conference).