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Research in finance is mostly based on economic models, which are used to address problems such as the allocation of capital, risk, and rewards in the economy. Empirical work also widely uses the tools of econometrics -- the application of statistics to economics. Mathematical tools are extremely important in finance, helping to solve sophisticated models that reflect, as closely as possible, the important features of the market.
Because financial research is analytical, we look for a strong quantitative background in potential applicants as evidenced by an undergraduate training in economics, mathematics, engineering, or any other quantitative discipline and GMAT/GRE scores.
The faculty members in the finance group at the Olin Business School are active and renowned researchers dedicated to advancing the understanding of financial economics. Faculty research interests encompass many areas of finance, including both empirical and theoretical topics. For example, areas of current interest are:
- Banking and financial intermediation
- Corporate finance
- Corporate control and capital structure
- Mergers and acquisitions
- Theoretical modeling and econometric testing of asset pricing models
- Investments and portfolio allocation models
- Market microstructure
- Financial engineering options, futures and derivatives pricing
Research papers by faculty members have recently been published in well-respected journals such as:
- Econometrica
- Journal of Finance
- Review of Financial Studies
- Journal of Economic Theory
- Journal of Financial Economics
- Journal of Financial Intermediation
- Journal of Political Economy
- American Economic Review
See Finance Working Papers
Long Chen
Assistant Professor of Finance
PhD, University of Toronto
Asset pricing, corporate financing decisions
Charles Cuny
Senior Lecturer in Finance
PhD, Stanford University
Capital structure, financial innovation, venture capital, employee stock options, stock index changes
Philip H. Dybvig
Boatmen's Bancshares Professor of
Banking and Finance
PhD, Yale University
Asset pricing, banking, financial markets,
fixed income securities
Heber Farnsworth
Visiting Assistant Professor of Finance
PhD, University of Washington
Empirical asset pricing, term structure of interest rates, mutual fund performance evaluation
Armando Gomes
Associate Professor of Finance
PhD, Harvard University
Corporate finance, mergers and acquisitions,
corporate governance, economic theory
Radhakrishnan Gopalan
Assistant Professor of Finance
PhD, University of Michigan, Ann Arbor
Corporate finance, corporate governance, emerging market financial systems
Stuart I. Greenbaum
The Bank of America Professor of Managerial Leadership
PhD, John Hopkins University
Banking and financial intermediation
Ohad Kadan
Assistant Professor of Finance
PhD, Hebrew University of Jerusalem
Market microstructure, corporate finance, economics of information, game theory
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Isaac Kleshchelski
Assistant Professor of Finance
PhD, Northwestern University
Asset pricing
Lubomir Litov
Assistant Professor of Finance
PhD, New York University
Corporate finance, corporate governance,
behavior corporate finance
Hong Liu
Associate Professor of Finance
PhD, University of Pennsylvania
Asset pricing, market microstructure
Todd T. Milbourn
Associate Professor of Finance
PhD, Indiana University
Corporate finance, managerial remuneration, financial intermediation, economics of asymmetric information
Anjan Thakor
Senior Associate Dean and John E. Simon Professor of Finance
PhD, Northwestern University
Corporate finance, financial intermediation,
economics of asymmetric information
M. Deniz Yavuz
Associate Professor of Finance
PhD, Yale University
Private equity, international corporate governance, empirical asset pricing
Guofu Zhou
Professor of Finance
PhD, Duke University
Asset pricing tests, future and options
markets, the structure of interest rates
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* See the faculty directory for visiting professors and adjunct faculty.
Gregory A. Willard
PhD 1996
Massachusetts Institute of Technology
Ning Gong
PhD 1997
Melbourne Business School
Shmuel Baruch
PhD 1998
London Business School
Federico Nardari
PhD 1999
Arizona State University
Tao Li
PhD 2000
Chinese University of Hong Kong
Rong Wang
College of William and Mary
Yu Wang
PhD 2001
Boston University School of Management
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Chris Yung
PhD 2002
University of Colorado at Boulder
Evrim Akdogu
PhD 2003
Southern Methodist University
Paskalis Glabadanidis
PhD 2003
Koc University- Istanbul, Turkey
Yufeng Han
PhD 2003
Tulane University
Jun Tu
PhD 2004
Singapore Management University
Jun Yang
PhD 2005
Indiana University
Fenghua Song
Penn State University |
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