KENNETH R. FRENCH. Roth Family Distinguished Professor of Finance 85 Trescott Road Tuck School of Business at Dartmouth
|
|
|
- Barnard Wells
- 7 years ago
- Views:
Transcription
1 KENNETH R. FRENCH August 2015 Preferred Address: Roth Family Distinguished Professor of Finance 85 Trescott Road Tuck School of Business at Dartmouth Etna, NH Tuck Hall Hanover, NH Voice: Fax: PERSONAL Born March 10, Married, three children, two grandchildren. EDUCATION Ph.D. 1983, University of Rochester, Finance. M.S. 1981, University of Rochester, Finance and Econometrics. M.B.A. 1978, University of Rochester, Finance and Accounting. B.S. 1975, Lehigh University, Mechanical Engineering. PUBLICATIONS Dissecting Anomalies with a Five-Factor Model, Review of Financial Studies, forthcoming, with Eugene F. Incremental Variables and the Investment Opportunity Set Journal of Financial Economics, forthcoming. A Five-Factor Asset Pricing Model Journal of Financial Economics, 116 (April 2015), 1-22, with Eugene F. Size, Value, and Momentum in International Stock Returns, Journal of Financial Economics 105 (September 2012), with Eugene F. Capital Structure Choices, Critical Finance Review 1 (January 2012), with Eugene F. Luck versus Skill in the Cross Section of Mutual Fund α Estimates, Journal of Finance 65 (October 2010), with Eugene F. Average Returns, B/M, and Share Issues, Journal of Finance 63 (December 2008), , with Eugene F. The Cost of Active Investing, Journal of Finance 63 (August 2008), Dissecting Anomalies, Journal of Finance 63 (August 2008), , with Eugene F.
2 The Anatomy of Value and Growth Stock Returns, Financial Analysts Journal 63 (November 2007), 44-54, with Eugene F. Awarded a Graham and Dodd Scroll by the editorial board of the journal. Migration, Financial Analysts Journal 63 (May/June 2007), 48-58, with Eugene F. Awarded a Graham and Dodd Scroll by the editorial board of the journal. Disagreement, Tastes, and Asset Pricing, Journal of Financial Economics 83 (March 2007), , with Eugene F. Profitability, Investment, and Average Returns, Journal of Financial Economics 82 (December 2006), , with Eugene F. Jensen Prize (second place) for Best Paper in Corporate Finance and Organizations published in Journal of Financial Economics in The Value Premium and the CAPM, Journal of Finance 61 (October 2006), , with Eugene F. Financing Decisions: Who Issues Stock?, Journal of Financial Economics 76 (June 2005), , with Eugene The CAPM: Theory and Evidence, Journal of Economic Perspectives 18 (August 2004), 25-46, with Eugene New Lists: Fundamentals and Survival Rates, Journal of Financial Economics 72 (August 2004), , with Eugene Fama/DFA Prize (second place) for Best Paper in Capital Markets and Asset Pricing published Journal of Financial Economics in Testing Tradeoff and Pecking Order Predictions about Dividends and Debt, Review of Financial Studies 15 (Spring 2002), 1-37, with Eugene The Equity Premium, Journal of Finance 57 (April 2002), , with Eugene Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay? Journal of Financial Economics 60 (April 2001), 3-43, with Eugene Jensen Prize (second place) for best Corporate Finance and Organizations paper in the 2001 Journal of Financial Economics. Forecasting Profitability and Earnings, Journal of Business 72 (April 2000), , with Eugene
3 Characteristics, Covariances, and Average Returns: , Journal of Finance 55 (February 2000), , with James Davis and Eugene The Corporate Cost of Capital and the Return on Corporate Investment, Journal of Finance 54 (December 1999), , with Eugene Value versus Growth: The International Evidence, Journal of Finance 53 (December 1998), , with Eugene Taxes, Financing Decisions, and Firm Value, Journal of Finance 53 (June 1998), , with Eugene Industry Costs of Equity, Journal of Financial Economics 43 (February 1997), , with Eugene The CAPM is Wanted, Dead or Alive, Journal of Finance 51 (December 1996), , with Eugene Multifactor Explanations of Asset Pricing Anomalies, Journal of Finance 51 (March 1996), 55-84, with Eugene Size and Book-to-Market Factors in Earnings and Returns, Journal of Finance 50 (March 1995), , with Eugene Common Risk Factors in the Returns on Stocks and Bonds, Journal of Financial Economics 33 (February 1993), 3-56, with Eugene Differences in the Risks and Returns to NYSE and NASD Stocks, Financial Analysts Journal (January/February 1993), with Eugene Fama, David Booth, and Rex Sinquefield. The Cross-Section of Expected Stock Returns, Journal of Finance 47 (June 1992), , with Eugene Winner of the Smith-Breeden prize for the best paper in the Journal of Finance in Were Japanese Stock Prices Too High? Journal of Financial Economics (1991), with James Poterba. Investor Diversification and International Equity Markets, American Economic Review (1991), with James Poterba. Japanese and U.S. Cross-Border Common Stock Investments, Journal of Japanese International Economics (1990), with James Poterba.
4 Business Conditions and Expected Returns on Stocks and Bonds, Journal of Financial Economics 25 (November 1989), 23-49, with Eugene Business Cycles and the Behavior of Metals Prices, Journal of Finance (December 1988), with Eugene Dividend Yields and Expected Stock Returns, Journal of Financial Economics (October 1988), with Eugene Crash-Testing the Efficient Market Hypothesis, Macroeconomics Annual (1988). Pricing Financial Futures Contracts: An Introduction, Financial Markets and Portfolio Management (June 1988). Permanent and Temporary Components of Stock Prices, Journal of Political Economy (April 1988), with Eugene Expected Stock Returns and Volatility, Journal of Financial Economics (September 1987), with G. William Schwert and Robert Stambaugh. Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage, Journal of Business (January 1987), with Eugene Stock Return Variances: The Arrival of Information and the Reaction of Traders, Journal of Financial Economics (September 1986), with Richard Roll. Commodity Own Rates, Real Interest Rates, and Money Supply Announcements, Journal of Monetary Economics 18 (July 1986), with Bradford Cornell. Detecting Spot Price Forecasts in Futures Prices, Journal of Business 59 (April 1986). Sealed Bids, Sunk Costs, and the Process of Competition, Journal of Business (October 1984) with Robert McCormick. A Comparison of Futures and Forward Prices, Journal of Financial Economics 12 (November 1983). Taxes and the Pricing of Stock Index Futures, Journal of Finance (June 1983), with Bradford Cornell.
5 The Pricing of Stock Index Futures, Journal of Futures Markets (Spring 1983), with Bradford Cornell. Effects of Nominal Contracting on Stock Returns, Journal of Political Economy (February 1983), with Richard Ruback and G. William Schwert. Stock Returns and the Weekend Effect, Journal of Financial Economics 8 (March 1980). BOOKS The Squam Lake Report: Fixing the Financial System, with Martin N. Baily, John Y. Campbell, John H. Cochrane, Douglas W. Diamond, Darrell Duffie, Anil K Kashyap, Frederic S. Mishkin, Raghuram G. Rajan, David S. Scharfstein, Robert J. Shiller, Hyun Song Shin, Matthew J. Slaughter, Jeremy C. Stein, and René M. Stulz, 2010, Princeton University Press. WORKING PAPERS Dissecting Anomalies with a Five-Factor Model, with Eugene F. The Entrails of Momentum, with Eugene F. ACADEMIC EXPERIENCE Tuck School of Business at Dartmouth Roth Family Distinguished Professor of Finance, 2011-present. Carl E. and Catherine M. Heidt Professor of Finance, Massachusetts Institute of Technology NTU Professor of Finance, Yale School of Management Edwin J. Beinecke Professor of Management Studies and Finance, Tuck School of Business at Dartmouth David T. McLaughlin Visiting Professor of Finance, Graduate School of Business, University of Chicago, Leo Melamed Professor of Finance, ; Chicago Mercantile Exchange Professor of Finance, ; Professor of Finance, ; Associate Professor, ; Assistant Professor, Research Fellow, Foundation for Research in Economics and Education, UCLA,
6 MISCELLANEOUS Managing Director, International Center for Finance at the Yale School of Management, Director, Center for Research in Security Prices, University of Chicago, Research Associate, National Bureau of Economic Research. Advisory Editor, Journal of Financial Economics, Journal of Banking and Finance, The Financial Review. Advisory Council, Financial Analyst Journal. Editorial Board, Critical Finance Review. Former Associate Editor, Review of Financial Studies, Journal of Finance. Former member, Managing Board, MIT Sloan Management Review, President, American Finance Association, 2007; President Elect, 2006; Vice President, 2005; Board of Directors, , Board of Directors, International Rescue Committee, ; Board of Overseers, , 2015-present. Board of Governors, The Smile Train, Chairman of the Board, Valpo Surf Project, 2014-present. Academic Advisory Council, Clemson Institute for the Study of Capitalism, 2006-present. Board of Directors, Dimensional Fund Advisors, 2006-present. HONORS Distinguished Alumnus Award, Simon School of Business Administration, University of Rochester, Fellow, American Finance Association, Fellow, American Academy of Arts and Sciences, Jensen Prize (second place) for best Corporate Finance and Organizations paper in the Journal of Financial Economics, Rochester Distinguished Scholar, University of Rochester, LECG Lifetime Achievement Award, 2005.
7 Fama/DFA Prize (second place) for best Capital Markets and Asset Pricing paper in the Journal of Financial Economics, Fellow, Financial Management Association, Jensen Prize (second place) for the best paper in Corporate Finance and Organizations published in the Journal of Financial Economics, Alumni Service Award, Simon School of Business Administration, University of Rochester, Smith Breeden Prize for the best paper in the Journal of Finance, Sloan Foundation Grant, Batterymarch Fellowship, Dissertation Fellowship, Center for the Study of Futures Markets, Columbia University, Richard D. Irwin Doctoral Fellowship, OTHER EXPERIENCE Machine Design Engineer, Eastman Kodak Co.,
Owen A. Lamont Yale School of Management 135 Prospect Street PO Box 208200 New Haven CT 06520-8200
Owen A. Lamont Yale School of Management 135 Prospect Street PO Box 208200 New Haven CT 06520-8200 (203) 432 3069, (203) 432 6970 fax owen.lamont@yale.edu http://mba.yale.edu/faculty/professors/lamont.htm
Curriculum Vitae ROBERT F. STAMBAUGH. Ph.D., University of Chicago, 1981, finance and econometrics.
Curriculum Vitae ROBERT F. STAMBAUGH Finance Department The Wharton School University of Pennsylvania Philadelphia, PA 19104-6367 (215) 898-5734 (voice) (215) 898-6200 (fax) stambaugh@wharton.upenn.edu
CURRICULUM VITAE JONATHAN B. BERK. Graduate School of Business Stanford University Knight Management Center Stanford, California 94305-7298
1 EDUCATION CURRICULUM VITAE JONATHAN B. BERK Graduate School of Business Stanford University Knight Management Center Stanford, California 94305-7298 Phone: (650) 721-1280 Fax: (650) 725-6152 Email: jonathan.b.berk@gmail.com
Chap 3 CAPM, Arbitrage, and Linear Factor Models
Chap 3 CAPM, Arbitrage, and Linear Factor Models 1 Asset Pricing Model a logical extension of portfolio selection theory is to consider the equilibrium asset pricing consequences of investors individually
PROFESSIONAL EXPERIENCE: Associate Professor of Management, Graduate School of Management, University of California, Davis, CA. July 2008 present.
JOSEPH S CHEN Phone: (530) 752-7155 Graduate School of Management Fax: (530) 752-2924 University of California, Davis One Shields Avenue, 3216 Gallagher Hall e-mail: chenjs@ucdavis.edu Davis, CA 95616
WORKING PAPER. Regulation of Retirement Saving
WORKING PAPER Regulation of Retirement Saving Squam Lake Working Group on Financial Regulation July 2009 1 Squam Lake Working Group on Financial Regulation The Squam Lake Working Group on Financial Regulation
WORKING PAPER. An Expedited Resolution Mechanism for Distressed Financial Firms: Regulatory Hybrid Securities
WORKING PAPER An Expedited Resolution Mechanism for Distressed Financial Firms: Regulatory Hybrid Securities Squam Lake Working Group on Financial Regulation April 2009 1 Squam Lake Working Group on Financial
MALCOLM BAKER Curriculum Vitae. October 29, 2015. Harvard Business School phone: (617) 495-6566 Baker Library 261 fax: (617) 495-6198
MALCOLM BAKER Curriculum Vitae Harvard Business School phone: (617) 495-6566 Baker Library 261 fax: (617) 495-6198 Boston, MA 02163 mbaker@hbs.edu EDUCATION 2000 Harvard University, Ph.D. in Business Economics
Reforming Money Market Funds
Reforming Money Market Funds A Proposal by the Squam Lake Group January 14, 2011 Abstract The current stable- NAV model for prime money market funds exposes fund investors and systemically important borrowers
WORKING PAPER. Regulation of Executive Compensation in Financial Services
WORKING PAPER Regulation of Executive Compensation in Financial Services Squam Lake Working Group on Financial Regulation February 2010 1 Squam Lake Working Group on Financial Regulation The Squam Lake
PhD University of Massachusetts, Amherst, MA (USA) May 1995. AB Dartmouth College, Hanover, NH (USA) June 1981
Richard Baird Spurgin Associate Professor of Finance Clark University Graduate School of Management 950 Main Street, Worcester, MA 01610 Tel: (508)793-7596 Fax: (508)793-8822 Email: rspurgin@clarku.edu
Nominating Committee, American Economic Association, 2007-2008.
Curriculum Vitae Judith A. Chevalier Primary Positions: February 2005-present, William S. Beinecke Professor of Economics and Finance, Yale School of Management. September 2007-June 2009, Deputy Provost
DAVID MARSHALL. Associate Director of Research, Federal Reserve Bank of Chicago, 2009 present
DAVID MARSHALL Research Department Federal Reserve Bank of Chicago 230 South LaSalle Street Chicago, IL 60604 (312) 322-5102 david.marshall@chi.frb.org Research Interests Financial Economics Monetary Economics
Tilted Portfolios, Hedge Funds, and Portable Alpha
MAY 2006 Tilted Portfolios, Hedge Funds, and Portable Alpha EUGENE F. FAMA AND KENNETH R. FRENCH Many of Dimensional Fund Advisors clients tilt their portfolios toward small and value stocks. Relative
March 2001. Berkeley, CA 94720-1900 Berkeley, CA 94707 510-642-1059, Fax 510-643-1420 510-524-1244
RICHARD K. LYONS March 2001 Haas School, UC Berkeley 460 Michigan Avenue Berkeley, CA 94720-1900 Berkeley, CA 94707 510-642-1059, Fax 510-643-1420 510-524-1244 www.haas.berkeley.edu/~lyons lyons@haas.berkeley.edu
Curriculum Vitae Stephen A. Ross
Stephen A. Ross is the Franco Modigliani Professor of Financial Economics at the MIT (Massachusetts Institute of Technology) Sloan School of Management. Previously, he was the Sterling Professor of Economics
CURRICULUM VITA: February 2006. Steven Grenadier
CURRICULUM VITA: February 2006 Steven Grenadier Graduate School of Business Stanford University Stanford, CA 94305 Tel: (650) 725-0706 Fax: (650) 725-6152 CURRENT POSITIONS William F. Sharpe Professor
Richard Rosen. Economic Research Department Federal Reserve Bank of Chicago (312) 322-6368 230 S. La Salle Street FAX: (312) 294-6262
Richard Rosen Economic Research Department Federal Reserve Bank of Chicago (312) 322-6368 230 S. La Salle Street FAX: (312) 294-6262 Chicago, IL 60604-1413 Email: rrosen@frbchi.org Employment history:
CONTENTS OF VOLUME IB
CONTENTS OF VOLUME IB Introduction to the Series Contents of the Handbook Preface v vii ix FINANCIAL MARKETS AND ASSET PRICING Chapter 10 Arbitrage, State Prices and Portfolio Theory PHILIP H. DYBVIG and
David A. Chapman Curriculum Vitae November 2013
DAVID A. CHAPMAN Finance Department Carroll School of Management Boston College Chestnut Hill, MA 02467 USA e-mail: david.chapman@bc.edu Web: https://www2.bc.edu/david-chapman Academic Positions Fall 2010
WORKING PAPER. Credit Default Swaps, Clearinghouses, and Exchanges
WORKING PAPER Credit Default Swaps, Clearinghouses, and Exchanges Squam Lake Working Group on Financial Regulation July 2009 1 Squam Lake Working Group on Financial Regulation The Squam Lake Working Group
FRBSF ECONOMIC LETTER
FRBSF ECONOMIC LETTER 213-23 August 19, 213 The Price of Stock and Bond Risk in Recoveries BY SIMON KWAN Investor aversion to risk varies over the course of the economic cycle. In the current recovery,
Peter N. Golder Tuck School of Business Dartmouth College 100 Tuck Hall Hanover, NH 03755-9000 (603) 646-0598 peter.n.golder@tuck.dartmouth.
Peter N. Golder Tuck School of Business Dartmouth College 100 Tuck Hall Hanover, NH 03755-9000 (603) 646-0598 peter.n.golder@tuck.dartmouth.edu ACADEMIC EXPERIENCE Dartmouth College, Tuck School of Business
PHD PROGRAM IN FINANCE COURSE PROGRAMME AND COURSE CONTENTS
PHD PROGRAM IN FINANCE COURSE PROGRAMME AND COURSE CONTENTS I. Semester II. Semester FINC 601 Corporate Finance 8 FINC 602 Asset Pricing 8 FINC 603 Quantitative Methods in Finance 8 FINC 670 Seminar 4
MODEL WEALTH PORTFOLIOS. discover. new dimensions in investment advice. Dimensional Fund Advisors
MODEL WEALTH PORTFOLIOS discover new dimensions in investment advice Dimensional Fund Advisors MODEL WEALTH PORTFOLIOS intellectually sound investment strategy A disciplined approach to wealth management
What Level of Incentive Fees Are Hedge Fund Investors Actually Paying?
What Level of Incentive Fees Are Hedge Fund Investors Actually Paying? Abstract Long-only investors remove the effects of beta when analyzing performance. Why shouldn t long/short equity hedge fund investors
NATHAN MAUCK Curriculum Vitae University of Missouri Kansas City Phone: (816) 235-6113; E-mail: mauckna@umkc.edu
NATHAN MAUCK Curriculum Vitae University of Missouri Kansas City Phone: (816) 235-6113; E-mail: mauckna@umkc.edu EDUCATION Florida State University Ph.D. Finance 2011 Kansas State University B.S. Finance
FEDERICO NARDARI. Web Page: http://www.public.asu.edu/~fnardari Office Phone: (480) 965-7961
FEDERICO NARDARI Arizona State University 1426 W. Key Largo Ct. W.P. Carey School of Business Gilbert, AZ 85233 PO Box 873906 email: fnardari@asu.edu Tempe, AZ 85287 Web Page: http://www.public.asu.edu/~fnardari
Conference Speakers. Gennaro Bernile
Conference Speakers Gennaro Bernile Gennaro Bernile received his Ph.D. from the University of Rochester in 2006. He has worked for the Office of Economic Analysis at the SEC, and for Forensic Economics
R. Burt Porter Curriculum Vitae (February 2010)
R. Burt Porter Curriculum Vitae (February 2010) Iowa State University College of Business Department of Finance 2330 Gerdin Business Building Ames, IA 50011-1350 Tel: (515) 294-2612 E-Mail: rbporter@iastate.edu
HARVARD UNIVERSITY Department of Economics
HARVARD UNIVERSITY Department of Economics Economics 970 Behavioral Finance Science Center 103b Spring 2002 M, W 7-8:30 pm Mr. Evgeny Agronin Teaching Fellow agronin@fas.harvard.edu (617) 868-5766 Course
Joshua G. Rosett PUBLICATIONS. Refereed Journal Articles
Joshua G. Rosett Curb Family Associate Professor of Business and Law and George R. Roberts Fellow Robert Day School of Economics and Finance Claremont McKenna College 500 E. 9 th St. Claremont, CA 91711
A Panel Data Analysis of Corporate Attributes and Stock Prices for Indian Manufacturing Sector
Journal of Modern Accounting and Auditing, ISSN 1548-6583 November 2013, Vol. 9, No. 11, 1519-1525 D DAVID PUBLISHING A Panel Data Analysis of Corporate Attributes and Stock Prices for Indian Manufacturing
Investment Portfolio Management - Risk Factors
362 West Bridge Street, New Hope, PA 18938 200 Harry S. Truman Parkway, Annapolis, MD 21401 Redefining What Is, and Is Not, Investment Advice Since the inception of Rockwood Wealth Management, we have
Ben Graham Centre s 3rd Symposium on Intelligent Investing May 29 & 30, 2014 Ivey Business School Western University, London, Ontario
Ben Graham Centre s 3rd Symposium on Intelligent Investing May 29 & 30, 2014 Ivey Business School Western University, London, Ontario Mission of the Center To research, teach, apply and promote the style
EVIDENCE IN FAVOR OF MARKET EFFICIENCY
Appendix to Chapter 7 Evidence on the Efficient Market Hypothesis Early evidence on the efficient market hypothesis was quite favorable to it. In recent years, however, deeper analysis of the evidence
Curriculum Vitae. March 2015. Tel: (773)-834-3769 Email: zhiguo.he@chicagobooth.edu Website: http://faculty.chicagobooth.edu/zhiguo.
Curriculum Vitae March 2015 Zhiguo He ( 何 治 国 ) Tel: (773)-834-3769 Email: zhiguo.he@chicagobooth.edu Website: http://faculty.chicagobooth.edu/zhiguo.he/ EDUCATION Northwestern University, Kellogg School
EVA ASCARZA. 2009 Ph.D. in Marketing, London Business School, UK Dissertation: Modelling Customer Behaviour in Contractual Settings
EVA ASCARZA Columbia Business School 3022 Broadway Uris Hall, room 524 New York, NY 10027-6902 Phone: +1 (212) 851-4120 Fax: +1 (212) 854-7647 e-mail: ascarza@columbia.edu Web: www.evaascarza.com ACADEMIC
Reforming Money Market Funds
Reforming Money Market Funds A Proposal by the Squam Lake Group January 14, 2011 In 2010, the U.S. Securities and Exchange Commission tightened the risk requirements for assets held by money market funds
Darren T. Roulstone. Analyst Following and Market Liquidity (Contemporary Accounting Research, Volume 20 No. 3, 551-578)
Darren T. Roulstone Fisher College of Business roulstone.1@osu.edu The Ohio State University http://fisher.osu.edu/~roulstone_1 2100 Neil Avenue, Columbus, OH 43210 (614) 292-1822 Fax: (614) 292-2118 EDUCATION
Günter J. Hitsch. Education. Professional Experience. Grants, Awards, and Honors
Günter J. Hitsch 5807 South Woodlawn Avenue Chicago, IL 60637 T 773-834-7680 F 773-702-0458 guenter.hitsch@chicagobooth.edu home.uchicago.edu/~ghitsch Education Yale University, New Haven, Connecticut
EVA ASCARZA (Updated September 2015)
EVA ASCARZA (Updated September 2015) Columbia Business School 3022 Broadway Uris Hall, room 524 New York, NY 10027-6902 Phone: +1 (212) 851-4120 Fax: +1 (212) 854-7647 e-mail: ascarza@columbia.edu Web:
8 Threats. to PortfolioPerformance. Threat 2: Many Active Mutual Fund Managers Have Failed to Beat the Market
8 Threats to PortfolioPerformance The last decade has been a challenge for many investors, especially those investing for the long-term and retirement. Given declines in global stock markets, many investors
Curriculum Vitae (March2010)
Yale School of Management Yale University 135 Prospect Street New Haven, CT 06520 JIWOONG SHIN Curriculum Vitae (March2010) Phone: Fax: Email: http:// (203) 432-6665 (203) 432-3003 jiwoong.shin@yale.edu
How To Prevent A Run On A Bank
WORKING PAPER Prime Brokers and Derivatives Dealers Squam Lake Working Group on Financial Regulation April 2010 1 Squam Lake Working Group on Financial Regulation The Squam Lake Working Group on Financial
Degrees. Related Experience. Affiliations GEORGE M. CONSTANTINIDES. May 2010
Leo Melamed Professor of Finance The University of Chicago Booth School of Business 5807 South Woodlawn Avenue, Chicago, Illinois 60637 tel (773) 702-7258 fax (773) 753-8045 email: gmc@chicagobooth.edu
FU, FANGJIAN. Singapore Management University Lee Kong Chian School of Business 50 Stamford Road Singapore 178899
FU, FANGJIAN Singapore Management University Lee Kong Chian School of Business 50 Stamford Road Singapore 178899 Tel: (+65) 6828-0244 Email: fjfu@smu.edu.sg Web: http://www.mysmu.edu/faculty/fjfu/ EMPLOYMENT
Vitae. Kenneth K. O. Leong. 1512 Williams Avenue Phone: (650) 218-8082
Vitae Kenneth K. O. Leong 1512 Williams Avenue Phone: (650) 218-8082 Belmont, CA 94002 E-mail: kkoleong@gmail.com Education: Ph.D. University of Colorado, 1985 Major: Accounting Minors: Finance and Economics
David S. Lee. FIELDS OF INTEREST Labor Economics, Econometrics, Political Economy, Public Policy
David S. Lee CONTACT INFORMATION Industrial Relations Section Princeton University Firestone Library A-16-J Princeton, NJ 08544-2098 Phone (609) 258-9548 Fax (609) 258-2907 E-mail: davidlee@princeton.edu
Kerry Back. July 2015
Kerry Back July 2015 Contact Information Jones Graduate School of Business P.O. Box 2932 Houston, TX 77252 2932 kerry.e.back@rice.edu www.kerryback.net Education University of Kentucky, Ph.D., Economics,
Mid-Term Spring 2003
Mid-Term Spring 2003 1. (1 point) You want to purchase XYZ stock at $60 from your broker using as little of your own money as possible. If initial margin is 50% and you have $3000 to invest, how many shares
SAMUEL G. HANSON. Baker Library Bloomberg Center 361 Harvard Business School Boston, MA, 02163 shanson@hbs.edu (617) 495-6137
SAMUEL G. HANSON Baker Library Bloomberg Center 361 Harvard Business School Boston, MA, 02163 shanson@hbs.edu (617) 495-6137 EDUCATION 2011 Ph.D., Business Economics, Harvard University, Cambridge, MA.
No More Weekend Effect
No More Weekend Effect Russell P. Robins 1 and Geoffrey Peter Smith 2 1 AB Freeman School of Business, Tulane University 2 WP Carey School of Business, Arizona State University Abstract Before 1975, the
STEPHEN E. CHRISTOPHE
STEPHEN E. CHRISTOPHE CURRENT POSITIONS Principal Consultant, Nathan Associates Inc. Associate Professor of Finance, George Mason University EDUCATION Ph.D., Finance, University of North Carolina at Chapel
Ben Graham Centre s 4 th Symposium on Intelligent Investing
Ben Graham Centre s 4 th Symposium on Intelligent Investing May 29, 2015 Ivey Spencer Leadership Centre London, Ontario IMPROVING LONG RUN INVESTMENT PERFORMANCE www.bengrahaminvesting.ca Mission of the
The Master of Science in Finance (English Program) - MSF. Department of Banking and Finance. Chulalongkorn Business School. Chulalongkorn University
The Master of Science in Finance (English Program) - MSF Department of Banking and Finance Chulalongkorn Business School Chulalongkorn University Overview of Program Structure Full Time Program: 1 Year
BERNADETTE A. MINTON
BERNADETTE A. MINTON Department of Finance Fisher College of Business The Ohio State University 700E Fisher Hall 2100 Neil Avenue Columbus, OH 43210-1144 (614) 688-3125 minton.15@fisher.osu.edu EDUCATION
2010 Finance Conference Speakers
2010 Finance Conference Speakers Stephen Dimmock Stephen Dimmock is an Assistant Professor of Finance in the Eli Broad Graduate School of Management at Michigan State University, where he was awarded the
VITA MICHAEL W. FAULKENDER. R.H. Smith School of Business Office: (301) 405-1064
VITA MICHAEL W. FAULKENDER R.H. Smith School of Business Office: (301) 405-1064 Finance Department Email: mfaulken@rhsmith.umd.edu University of Maryland College Park, MD 20742 ACADEMIC POSITIONS HELD
ANDREW C. YI. Ph. D. Graduate School of Business, Columbia University, New York, NY, 2003 Doctoral Fellowship. Concentration: Finance
ANDREW C. YI Associate Professor of Finance SKK Graduate School of Business (SKK GSB)) Sungkyunkwan University Seoul, Korea 110-745 International Hall, Room 346 Office: +82-2-740-1517 Email: acyi@skku.edu
Market Efficiency and Behavioral Finance. Chapter 12
Market Efficiency and Behavioral Finance Chapter 12 Market Efficiency if stock prices reflect firm performance, should we be able to predict them? if prices were to be predictable, that would create the
High Dividend Yield Strategy under the Microscope
High Dividend Yield Strategy under the Microscope Today s ultra-low interest rates have propelled investors into a frantic quest for higher income. In response, high dividend yield stocks have become the
Are Bonds Going to Outperform Stocks Over the Long Run? Not Likely.
July 2009 Page 1 Are Bonds Going to Outperform Stocks Over the Long Run? Not Likely. Given the poor performance of stocks over the past year and the past decade, there has been ample discussion about the
Trendspotting in asset markets
PRIZE THE NOBEL IN ECONOMIC PRIZE IN SCIENCES PHYSICS 2013 2012 POPULAR INFORMATION SCIENCE FOR BACKGROUND THE PUBLIC Trendspotting in asset markets There is no way to predict whether the price of stocks
Presented to: Johns Hopkins School of Public Health
Presented to: Johns Hopkins School of Public Health October 5, 2011 BOSTON CHICAGO DALLAS DENVER LOS ANGELES MENLO PARK MONTREAL NEW YORK SAN FRANCISCO WASHINGTON A Snapshot of Our Firm Analysis Group
How To Discuss The Importance Of Relevant Research In Supply Chain And Operations Management
Saturday Plenary Session May 9, 2015, 2:00 PM 3:30 PM; Venue: Columbia 5-8 Aleda Roth, College of Business and Behavioral Science, Clemson University Vinod Singhal, Associate Dean, Scheller College of
RICHMOND D. MATHEWS Robert H. Smith School of Business, University of Maryland 4411 Van Munching Hall, College Park, MD 20742 rmathews@rhsmith.umd.
RICHMOND D. MATHEWS Robert H. Smith School of Business, University of Maryland 4411 Van Munching Hall, College Park, MD 20742 rmathews@rhsmith.umd.edu Education 2003 UNIVERSITY OF ROCHESTER, William E.
Stock Returns and Equity Premium Evidence Using Dividend Price Ratios and Dividend Yields in Malaysia
Stock Returns and Equity Premium Evidence Using Dividend Price Ratios and Dividend Yields in Malaysia By David E. Allen 1 and Imbarine Bujang 1 1 School of Accounting, Finance and Economics, Edith Cowan
Laurent E. Calvet November 2014 Curriculum Vitae
Laurent E. Calvet November 2014 Curriculum Vitae Department of Finance HEC Paris 1, rue de la Libération 78350 Jouy en Josas France Email : calvet@hec.fr Webpage : www.hec.fr/calvet PERSONAL INFORMATION
McCOMBS SCHOOL OF BUSINESS, CBA 6.252 UNIVERSITY OF TEXAS AT AUSTIN. AUSTIN, TX 78712 EMAIL: andres.almazan@mccombs.utexas.edu PHONE #: 512-4715856
McCOMBS SCHOOL OF BUSINESS, CBA 6.252 UNIVERSITY OF TEXAS AT AUSTIN. AUSTIN, TX 78712 EMAIL: andres.almazan@mccombs.utexas.edu PHONE #: 512-4715856 ANDRES ALMAZAN PROFESSIONAL EXPERIENCE University of
RANDOLPH W. WESTERFIELD
Business Address Marshall School of Business University of Southern California Bridge Hall 308 Los Angeles, CA 900089-0804 Phone: (213) 740-6413 Fax: (213) 740-5396 E-mail: rwesterfield@marshall.usc.edu
CHRISTOPHER S. ARMSTRONG February 2015
CHRISTOPHER S. ARMSTRONG February 2015 The Wharton School (215) 898-2063 (Office) University of Pennsylvania (215) 574-2054 (Fax) 1313 Steinberg Hall Dietrich Hall email: carms@wharton.upenn.edu Philadelphia,
RESUME Stanley J. Kon
RESUME Stanley J. Kon Smith Breeden Associates, Inc. 104 Lynwood Place 280 South Mangum Street, Suite 301 Chapel Hill, NC 27517 Durham, NC 27701 Telephone: 919-932-3362 Telephone 919-967-7221 Cell phone:
Curriculum Vitae -- Yuan Zhang
Curriculum Vitae -- Yuan Zhang Associate Professor of Accounting Phone: 972-883-5828 Email: yuan.zhang2@utdallas.edu Homepage: www.utdallas.edu/~yxz122931/ University of Texas at Dallas Accounting SM4.431
FEDERICO NARDARI. CURRENT POSITION Associate Professor of Finance, C.T. Bauer College of Business, University of Houston, 2011 - Present
FEDERICO NARDARI University of Houston C.T. Bauer College of Business 334 Melcher Hall Houston, TX 77204-6021 Office Phone: (713) 743-4780 Email: fnardari@uh.edu Web Page http://www.bauer.uh.edu/nardari/
GERGANA JOSTOVA, Ph.D., CFA
GERGANA JOSTOVA, Ph.D., CFA Address: Department of Finance, George Washington University Cell: (202) 468-4098 Funger Hall 509, 2201 G Street NW, Washington, DC 20052 Office: (202) 994-7478 Web page: http://home.gwu.edu/~jostova
Ayyagari, Meghana; Asli Demirguc-Kunt, and Vojislav Maksimovic, 2014, Who creates jobs in developing countries? Small Business Economics 43, 75-99.
1 MEGHANA AYYAGARI George Washington University 2201 G St. Funger Hall 401, Washington DC 20052 Tel: (202) 994-1292, Email: ayyagari@gwu.edu Web Page: http://home.gwu.edu/~ayyagari EDUCATION Ph.D. in Finance,
Donghang Zhang. Assistant Professor, Department of Finance, Moore School of Business, University of South Carolina, 08/02 05/2010
Donghang Zhang Associate Professor of Finance Moore School of Business, University of South Carolina Columbia, SC 29208 Phone: (803) 777-0242 E-mail: zhang@moore.sc.edu Education Ph.D. University of Florida
ALEXANDER DAVID. 2500 University Drive NW Calgary, Alberta, Canada T2N 1N4 Phone: (403) 220-6987, Fax: (403) 210-3327 E. Mail: adavid@ucalgary.
ADDRESS Haskayne School of Business University of Calgary 2500 University Drive NW Calgary, Alberta, Canada T2N 1N4 Phone: (403) 220-6987, Fax: (403) 210-3327 E. Mail: adavid@ucalgary.ca DEGREES PhD Economics,
Xudong Fu. Department of Economics and Finance Southern Illinois University Edwardsville
Xudong Fu Department of Economics and Finance Southern Illinois University Edwardsville Mailing address: E-mail: xfu@siue.edu Alumni Hall 3147 Cell: (205) 239-5671 Edwardsville, IL 62026 Office: (618)
Frederik-Paul Schlingemann
Frederik-Paul Schlingemann Joseph M. Katz Graduate School of Business University of Pittsburgh CONTACT INFORMATION Address: 368A Mervis Hall Fax: (+412) 648-1693 Phone: (+412) 648-1847 Email: schlinge@katz.pitt.edu
Master of Financial Management: Faculty Bios
Master of Financial Management: Faculty Bios Vikas Mehrotra A.F. (Chip) Collins Chair and Professor of Finance Department Chair, Finance and Statistical Analysis Vikas Mehrotra has been a faculty member
Investment Portfolio Management and Effective Asset Allocation for Institutional and Private Banking Clients
Investment Portfolio Management and Effective Asset Allocation for Institutional and Private Banking Clients www.mce-ama.com/2396 Senior Managers Days 4 www.mce-ama.com 1 WHY attend this programme? This
Curriculum Vitae Clifford G. Holderness
Curriculum Vitae Clifford G. Holderness July 2012 Finance Department 194 Buckminster Road Fulton Hall, 224C Brookline, MA 02445 Boston College 617-739-9264 Chestnut Hill, MA 02467 617-552-2768 e-mail:
SHRIKANT JATEGAONKAR, PH.D.
Shrikant Jategaonkar, September 2015 1/6 SHRIKANT JATEGAONKAR, PH.D. Southern Illinois University Edwardsville Email: sjatega@siue.edu Department of Economics and Finance Phone: (618) 650-5792 3146 Alumni
Credit Markets Symposium 2009 Speaker Bios
Credit Markets Symposium 2009 Speaker Bios Sally Green Master of Ceremonies Sally Green became first vice president of the Federal Reserve Bank of Richmond in 2006, after working nearly 30 years at the
Curriculum Vitae Clifford G. Holderness
Curriculum Vitae Clifford G. Holderness May 2016 Finance Department 194 Buckminster Road Fulton Hall, 224C Brookline, MA 02445 Boston College 617-739-9264 Chestnut Hill, MA 02467 617-552-2768 e-mail: clifford.holderness@bc.edu
JENNIFER N. CARPENTER
JENNIFER N. CARPENTER New York University (212) 998-0352 Stern School of Business fax: (212) 995-4233 44 West Fourth Street, Suite 9-190 carpenter@stern.nyu.edu New York, NY 10012 www.stern.nyu.edu/~jcarpen0
Compass Lexecon 332 South Michigan Avenue Chicago, Illinois 60604 (312) 322-0277 (direct) (312) 322-0218 (fax) dgross@compasslexecon.
DAVID B. GROSS April 2013 Executive Vice President Compass Lexecon 332 South Michigan Avenue Chicago, Illinois 60604 (312) 322-0277 (direct) (312) 322-0218 (fax) dgross@compasslexecon.com AREAS OF SPECIALIZATION
2007; Millersville University, Millersville, PA. 2005, Cum Laude; Millersville University, Millersville, PA
2121 N Ocean Blvd, 308E Boca Raton, FL 33431 nvolkov@fau.edu www.nikvolkov.com (717) 725-5935 PhD Candidate in Finance with extensive industry experience, a published manuscript, outstanding teaching evaluations,
Degrees. Related Experience. Affiliations GEORGE M. CONSTANTINIDES
September 2014 Leo Melamed Professor of Finance The University of Chicago Booth School of Business 5807 South Woodlawn Avenue, Chicago, Illinois 60637 tel (773) 702-7258 fax (773) 753-8045 email: gmc@chicagobooth.edu
Stock Prices and Business Investment
Stock Prices and Business Investment BY YARON LEITNER I s there a link between the stock market and business investment? Empirical evidence indicates that there is. A firm tends to invest more when its
Investment Research: How Much is Enough?
Copyright Oxford Management Publishing 2009 Investment Research: How Much is Enough? Bradford Cornell Abstract Aside from the decision to enter the equity market, the most fundamental question an investor
DAVID H. SOLOMON CURRICULUM VITAE
DAVID H. SOLOMON CURRICULUM VITAE Email: dhsolomo@marshall.usc.edu Phone: +1 213 740 1057 Address: 3670 Trousdale Parkway, Suite 308 Homepage: http://www-bcf.usc.edu/~dhsolomo/ Bridge Hall 308, MC-0804
How To Understand And Understand Finance
Ill. i,t.,. QUANTITATIVE FINANCIAL ECONOMICS STOCKS, BONDS AND FOREIGN EXCHANGE Second Edition KEITH CUTHBERTSON AND DIRK NITZSCHE HOCHSCHULE John Wiley 8k Sons, Ltd CONTENTS Preface Acknowledgements 2.1
How Many Days Equal A Year? Non-trivial on the Mean-Variance Model
How Many Days Equal A Year? Non-trivial on the Mean-Variance Model George L. Ye, Dr. Sobey School of Business Saint Mary s University Halifax, Nova Scotia, Canada Christine Panasian, Dr. Sobey School of
PHD FELLOWSHIPS at the University of Rochester
PHD FELLOWSHIPS at the University of Rochester The University of Rochester offers PhD programs in all of its schools: ARTS, SCIENCES & ENGINEERING THE EASTMAN SCHOOL OF MUSIC THE SCHOOL OF MEDICINE AND
Review for Exam 2. Instructions: Please read carefully
Review for Exam Instructions: Please read carefully The exam will have 1 multiple choice questions and 5 work problems. Questions in the multiple choice section will be either concept or calculation questions.