Finance

Researchers in finance use their theoretical and technical expertise to analyze: current and historical data sets from financial and credit markets, high-frequency trading, entrepreneurship, design and regulation of markets, financial networks, investment and hedging strategies, asset pricing, optimal managerial compensation, corporate governance, and other topics.

Professorial Faculty

Jaksa Cvitanic
Richard N. Merkin Professor of Mathematical Finance
Director of The Ronald and Maxine Linde Institute of Economic and Management Sciences

Michael Ewens
Associate Professor of Finance and Entrepreneurship

Benjamin J. Gillen
Assistant Professor of Economics

Richard W. Roll
Linde Institute Professor of Finance

Jean-Laurent Rosenthal
Rea A. and Lela G. Axline Professor of Business Economics
Chair, Division of the Humanities and Social Sciences

Associated Faculty

Bradford Cornell
Visiting Professor of Finance

Shiing-wu Wang
Lecturer in Accounting

Kenneth Winston
Lecturer in Economics

Finance Seminars

Finance Seminars at Caltech are funded through the generous support of The Ronald and Maxine Linde Institute of Economic and Management Sciences and Stephen A. Ross.

Upcoming Seminars

Please click here for a complete list of upcoming finance seminars.

Past Seminars and Symposiums

Joseph Gerakos, Associate Professor of Accounting and David G. Booth Faculty Fellow, Booth School of Business, University of Chicago
Topic to be announced
Wednesday, June 1, 2016 | 4:00 PM | Baxter 25

Yacine Ait-Sahalia, Otto A. Hack 1903 Professor of Finance and Economics, Princeton University
High Frequency Market Making
Wednesday, May 25, 2016 | 4:00 PM | Baxter 25

Alex Gorbenko, Assistant Professor of Finance and Business Economics, USC Marshall School of Business
Auctions with Endogenous Initiation
Wednesday, May 4, 2016 | 4:00 PM | Baxter 25

John Cochrane, AQR Capital Management Distinguished Service Professor of Finance, Booth School of Business, University of Chicago
A New Approach to Monetary Policy
Wednesday, April 27, 2016 | 4:00 PM | Baxter 25

Charles Nathanson, Assistant Professor of Finance, Northwestern University
An Extrapolative Model of House Price Dynamics
Wednesday, April 13, 2016 | 4:00 PM | Baxter 25

Hongjun Yan, Associate Professor of Finance, Rutgers Business School
Financial Intermediation Chains in an OTC Market
Wednesday, April 6, 2016 | 4:00 PM | Baxter 25

David Hirshleifer, Merage Chair in Business Growth, Professor of Finance, University of California, Irvine
Visibility Bias in the Transmission of Consumption Norms and Undersaving
Wednesday, March 9, 2016 | 4:00 PM | Baxter 25

Yuliy Sannikov, Professor of Economics, Princeton University
Dynamic Trading: Price Inertia, Front-Running, and Relationship Banking
Wednesday, December 9, 2015 | 4:00 PM | Baxter 25

Paul Tetlock, Professor of Business, Finance and Economics Division, Columbia University
Retail Short Selling and Stock Prices
Wednesday, November 11, 2015 | 4:00 PM | Baxter 25

Chris Parsons, Associate Professor of Finance, Rady School of Management, UCSD
What's in a (School) Name? Racial Discrimination in Higher Education Bond Markets
Wednesday, September 30, 2015 | 4:00 PM | Baxter 25

Peter Feldhutter, Assistant Professor of Finance, London Business School
The Credit Spread Puzzle in the Merton Model – Myth or Reality?
Monday, May 18, 2015 | 4:00 PM | Baxter 25

Caltech + Finance Symposium
Friday, May 1, 2015 | 10:00 AM | BBB 24

Wayne Ferson, Department of Finance and Business Economics, Marshall School of Business, USC
How Many Good and Bad Fund Managers Are there, Really?
Monday, April 13, 2015 | 4:00 PM | Baxter 25

Lars Peter Hansen, David Rockefeller Distinguished Service Professor of Economics, University of Chicago
Misspecified Recovery
Monday, March 30, 2015 | 4:00 PM | Baxter 25

Luke Taylor, Assistant Professor of Finance, Wharton School, University of Pennsylvania
Intangible capital and the investment-q relation
Tuesday, March 10, 2015 | 4:00 PM | Baxter 25

Andrew Lo, Charles E. and Susan T. Harris Professor; Professor of Finance, MIT Sloan School of Management
Can Financial Engineering Cure Cancer?: New Approaches to Funding Biomedical Innovation
Friday, December 5, 2014 | 12:00 PM | Baxter 25

Andrew Lo, Charles E. and Susan T. Harris Professor; Professor of Finance, MIT Sloan School of Management
Evolutionary Foundations of Economic Behavior, Bounded Rationality, and Intelligence
Thursday, December 4, 2014 | 4:00 PM | Baxter 25

Neng Wang, Chong Khoon Lin Professor of Real Estate and Finance, Columbia Business School
A Theory of Liquidity and Risk Management Based on the Inalienability of Risky Human Capital
Monday, November 17, 2014 | 4:00 PM | Baxter 25

Malamud Semyon, Assistant Professor of Finance, Swiss Finance Institute
Price Discovery Through Options
Thursday, October 23, 2014 | 4:00 PM | Baxter 25

Peter Carr, Global Head of Market Modeling, Morgan Stanley
Can Investor Beliefs be Extracted from Option Prices?
Thursday, October 9, 2014 | 11:00 AM | Dabney 110 (Treasure Room)

Please click here for a complete list of finance seminars.