Nikolai Roussanov Faculty Profile

Nikolai Roussanov
Assistant Professor of Finance

PhD, University of Chicago, expected 2008; AB, Harvard University, 2001

Research Areas
Asset pricing; household finance; macroeconomics; econometrics.

Current Projects
Portfolio choice; risk sharing; consumer behavior; entrepreneurship; cross-section of stock returns; econometrics of asset pricing models.

Academic Positions Held
Wharton: 2007-present

Other Positions
Research assistant, National Bureau of Economic Research, 2001-2002

Career and Recent Professional Awards; Teaching Awards
Ewing Marion Kauffman Dissertation Fellowship, 2006

Representative Publications
"Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status." (working paper, 2007)

(with Lars Hansen, John Heaton, and Junghoon Lee)
"Intertemporal Substitution and Risk Aversion." Handbook of Econometrics volume 6 (forthcoming).

(with Kerwin Charles and Erik Hurst)
"Conspicuous Consumption and Race." (working paper, 2007)