Dana Kiku Faculty Profile

Dana Kiku
Assistant Professor of Finance
PhD, Duke University, expected Spring 2007

Research Areas
Asset pricing; applied time-series econometrics

Current Projects
Long-run risks and equity returns; Time-diversification and asset allocation

Academic Positions Held
Wharton: 2006-present

Representative Publications
(with R. Bansal and R. Dittmar)
"Cointegration and Consumption Risks in Asset Returns." working paper, 2006.

(with R. Bansal)
"Long-Run Asset Allocation." working paper, 2006.

"Is the Value Premium a Puzzle?" working paper, 2006.