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Associate Professor of Finance
“The finance PhD program trains students to become researchers in all areas of financial economics. Our faculty are leaders in their fields of research, and students benefit greatly from the opportunity to learn from and interact with them.”
Wharton's Finance faculty, widely recognized as the finest in the world, has been in the forefront of modern innovations in theories of portfolio choice and savings behavior, which have significantly impacted the asset pricing techniques used by researchers, practitioners and policymakers.
| Chairperson Andrew B. Abel PhD Coordinator Itay Goldstein PhD Admissions Coordinators |
Professors Andrew B.Abel Franklin Allen Michael R. Gibbons Joao F. Gomes Richard J. Herring Robert Inman Urban J. Jermann Donald B. Keim Richard E. Kihlstrom Karen K. Lewis A. Craig MacKinlay Richard Marston David K. Musto Krishna Ramaswamy Jeremy J. Siegel Nicholas S. Souleles Robert F. Stambaugh Amir Yaron
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Associate Professors Domenico Cuoco Itay Goldstein N. Bulent Gultekin Jeffrey Jaffe Michael R. Roberts Jessica A. Wachter Bilge Yilmaz Assistant Professors Lukasz Drozd Alex Edmans Vincent Glode Todd Gormley Philipp Illeditsch Mark Jenkins Dana Kiku Doron Levit Pricila Maziero Greg Nini Christian Opp Nikolai Roussanov Pavel Savor Krista Schwarz Ivan Shaliastovich Ali Shourideh Gustav Sigurdsson Mathieu Taschereau-Dumouchel Luke Taylor John Zhu |
Names in bold type indicate authors who were Wharton doctoral students at the time of publication.
Andrew B. Abel,"The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security," Econometrica, 71,2, 551-578, March 2003.
Franklin Allen, "Financial Intermediaries and Markets" (with D. Gale), Econometrica, 72, 1023-1061, 2004.
Richard E. Kihlstrom with Michael Wachter, "Managing to Market Mispricing Versus Maximizing Corporate Value: the Essential Tension in Corporate Law," Penn Law Review, 523-77, December 2003.
Craig MacKinlay with Andrew Lo and June Zhang, "Econometric Modeling of Limit Order Executions," Journal of Financial Economics, 65 (1) 31-37, July 2002.
Joao Gomes, Leonid Kogan and Lu Zhang, "Equilibrium Cross Section of Stock Returns," Journal of Political Economy, 111(4), 693-732, August 2003 (lead article).
David K. Musto, "Trading and Voting," with Bilge Yilmaz, Journal of Political Economy 111(5), 990-1003, October 2003.
F. Alvarez and Urban Jermann, "Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth," Econometrica, 1977-2016, November 2005.
D. Johnson, J. Parker, and N. Souleles, "The Response of Consumer Spending to the Randomized Income Tax Rebates of 2001," American Economic Review, forthcoming.
Todd Sinai and N. Souleles, "Owner-occupied Housing as Insurance against Rent Risk,” Quarterly Journal of Economics, May 2005, 763-789.
Amir Yaron with Kjetil Storesletten and Chris Telmer, "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," Review of Economic Dynamics, forthcoming.
Jeremy J. Siegel with Jeremy Schwartz, "The Long Term Returns on the Original S&P 500 Firms," Financial Analysis Journal, 61 (1), pp. 18-31, January/February 2006.
Robert F. Stambaughwith Lubos Pastor, "Liquidity Risk and Expected Stock Returns," Journal of Political Economy, 111, 642-685, 2003.
David K. Musto with Mark Carhart, Ron Kaniel, and Adam Reed, "Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds," Journal of Finance, 57(2), 661-693, April 2002.
David K. Musto with Susan K. Christoffersen, "Demand Curves and the Pricing of Money Management," Review of Financial Studies 15(3), 1499-1524, Winter 2002.
David K. Musto with Susan Christoffersen, Christopher Geczy and Adam Reed, "Do Shareholder’s Preferences Affect their Funds’ Management? Evidence from the Cross Section of Shareholders and Funds," Journal of Financial Economics, 78(1), 121-144, October 2005.
