Curriculum Vitae
Curriculum Vitae
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Rice Business, Rice University
Associate Dean for Undergraduate Programs, Virani School of Business, 2025-present
Houston Endowment Professor of Finance, 2024-present
Professor, 2022-present
Stephen M. Ross School of Business, University of Michigan
Professor, 2014-2022
Associate Professor, 2009-2014
Sanford R. Robertson Assistant Professor, 2008-2009
Assistant Professor, 2003-2009
Kelley School of Business, Indiana University
Assistant Professor, 1999-2003
University of North Carolina, Chapel Hill, NC
Ph.D. in Finance, 2000
University of Illinois, Champaign-Urbana, IL
B.S. in Finance, 1991
Default Risk and the Pricing of U.S. Sovereign Bonds, with Alex Hsu, Guillaume Rousselet, and Peter Simasek, forthcoming, Journal of Finance, 2024
Nonsubstitutable Consumption Risk, with Christian Schlag and Julian Thimme, Management Science, 2025
Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations, with Stefanos Delikouras, Review of Financial Studies, 2022.
Implied Default Probabilities and Loss Given Default from Option Prices, with Jennifer Conrad and Eric Ghysels, Journal of Financial Econometrics 2020.
Firm Characteristics , Consumption Risk, and Firm-Level Risk Exposures, with Christian Lundblad, Journal of Financial Economics 2017.
Leisure Preferences, Long-Run Risks, and Human Capital Returns, with Francisco Palomino and Wei Yang, Review of Asset Pricing Studies 2016.
Ex Ante Skewness and Expected Stock Returns, with Jennifer Conrad and Eric Ghysels, Journal of Finance 2013.
Basis Assets, with Dong-Hyun Ahn and Jennifer Conrad, Review of Financial Studies 2009.
Cointegration and Consumption Risks in Asset Returns, with Ravi Bansal and Dana Kiku, Review of Financial Studies 2009.
The Timing of Financing Decisions: An Examination of the Correlation in Financing Waves, with Amy Dittmar, Journal of Financial Economics 2008.
Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets? with Kathy Yuan, Review of Financial Studies 2008.
Consumption, Dividends, and the Cross-Section of Equity Returns, with Ravi Bansal and Christian Lundblad, Journal of Finance 2005.
Purebred or Hybrid? Reproducing the Volatility in Term Structure Dynamics, with Dong-Hyun Ahn, A. Ronald Gallant, and Bin Gao, Journal of Econometrics 2003.
Risk Adjustment and Trading Strategies, with Dong-Hyun Ahn and Jennifer Conrad, Review of Financial Studies 2003.
Quadratic Term Structure Models: Theory and Evidence, with Dong-Hyun Ahn and A. Ronald Gallant, Review of Financial Studies 2002.
Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross-Section of Equity Returns, Journal of Finance 2002.
Financial Management, BUSI 343
Associate Dean for Undergraduate Programs, Virani School of Business, 2025-present
Faculty Director, Tozzi Finance Center, 2020-2022
Faculty co-Director, Ross FinTech Initiative, 2019-2022
Faculty Director of Capstone Experiences, 2016-2017
Associate Editor, Review of Financial Studies, 2014-2017