Faculty and Executive Leadership Directory
PhD, Finance, Graduate School of Business, Stanford University
MA, Summa Cum Laude in Mathematics, University of Pennsylvania
BA, Summa Cum Laude in Mathematics, University of Pennsylvania
At Haas since 2007
2011-present, The Paul H. Stephens Chair in Applied Investment Analysis
2009-present, Associate Professor, Haas School of Business
2007-2009, Assistant Professor, Haas School of Business
External Service and Assignments
Faculty Research Fellow, National Bureau of Economic Research
Research Affiliate, Centre for Economic Policy Research
Selected Papers and Publications
“Liquidity and Risk Management,” with Lasse Heje Pedersen. American Economic Review Papers and Proceedings 97 (2007): 193-197.
“Valuation in Over-the-Counter Markets,” with Darrell Duffie and Lasse Heje Pedersen. Review of Financial Studies, forthcoming .
“Design and Renegotiation of Debt Covenants,” with Jeffrey Zwiebel. Review of Financial Studies, forthcoming .
“Over-the-Counter Markets,” with Darrell Duffie and Lasse Heje Pedersen. Econometrica 73 (2005): 1815-1847.
“Adverse Selection and the Required Return,” with Lasse Heje Pedersen. Review of Financial Studies 17 (2004): 643-665.
“Securities Lending, Shorting, and Pricing,” with Darrell Duffie and Lasse Heje Pedersen. NYSE Award for best paper on equity trading, Western Finance Association, 2002. Journal of Financial Economics 66 (2002): 307-339.
Faculty Directory: Alphabetical Listing
Faculty Directory: Listing by Department
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