基本信息
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个人简介
Awards and Honors
Appointment to Systemic Risk Council (chaired by Sheila Bair, former FDIC chair) (2012)
"Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing" with R. Dammon and H. Zhang from TIAA/CREF for Outstanding Scholarly Writing on Issues Related to Lifelong Financial Security - 2004 Paul A. Samuelson Award (2004)
"Optimal Consumption and Investment with Capital Gains Taxes" with R. Dammon and H. Zhang for Barclays Global Investors/Michael Brennan Best Paper Prize for Volume 14 (2001) of the Review of Financial Studies - Runner-up Award (2001)
"Equilibrium Forward Curves for Commodities" with B. Routledge and D. Seppi as Best Paper Presented at the 1998 meetings of the Institute for Quantitative Research in Finance - First-Prize-Roger Murray Award (1998)
"An Option Theoretic Approach to the Valuation of Dividend Reinvestment and Voluntary Purchase Plans" at the Western Finance Association meeting - Recipient (with R. Dammon) of American Association of Individual Investors (1990)
University Service
Finance Faculty Recruiting Committee, Member (2015 - 2016)
Tepper Building Committee, Member (2015 - 2016)
Tepper Library Advisory Committee, Member (2010 - 2016)
Attended Heinz Field Alumni Dinner—one alum committed an extra $ 1,000 because I posed for a photo with a stuffed animal!, Alumni Event Participation
Potential Donor Meeting
I attended several hockey games as faculty host, Student Event - Participation
Professional Activities
Committee Member, U.S. Securities and Exchange Commission (SEC) and Subcommittee on Regulation NMS, Equity Market Structure Advisory Committee (2015 -)
Chairperson, Working Group on Market Liquidity of the Advisory Committee of the Office of Financial Research (2015 -)
Committee Member, Office of Financial Research and Research Subcommittee member, Advisory Committee (2014 -)
Program Committee Member, European Finance Association Meetings, Conference-Related (2015 - 2016)
Program Committee Member, Society for Financial Studies Cavalcade, Conference-Related (2015 - 2016)
Co-Organizer, Credit Rating Agency Conference at Carnegie Mellon , funded by Sloan Foundation (December 2015)
Program Committee Member, American Finance Association, Conference-Related (2015)
Session Chair, Financial Intermediation Research Society (2015)
Session Chair, Securities and Exchange Commission Second Annual Economics Conference on Financial Market Regulation (2015)
Member, Federal Reserve Bank's Model Validation Council (2012 - 2015)
Appointment to Systemic Risk Council (chaired by Sheila Bair, former FDIC chair) (2012)
"Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing" with R. Dammon and H. Zhang from TIAA/CREF for Outstanding Scholarly Writing on Issues Related to Lifelong Financial Security - 2004 Paul A. Samuelson Award (2004)
"Optimal Consumption and Investment with Capital Gains Taxes" with R. Dammon and H. Zhang for Barclays Global Investors/Michael Brennan Best Paper Prize for Volume 14 (2001) of the Review of Financial Studies - Runner-up Award (2001)
"Equilibrium Forward Curves for Commodities" with B. Routledge and D. Seppi as Best Paper Presented at the 1998 meetings of the Institute for Quantitative Research in Finance - First-Prize-Roger Murray Award (1998)
"An Option Theoretic Approach to the Valuation of Dividend Reinvestment and Voluntary Purchase Plans" at the Western Finance Association meeting - Recipient (with R. Dammon) of American Association of Individual Investors (1990)
University Service
Finance Faculty Recruiting Committee, Member (2015 - 2016)
Tepper Building Committee, Member (2015 - 2016)
Tepper Library Advisory Committee, Member (2010 - 2016)
Attended Heinz Field Alumni Dinner—one alum committed an extra $ 1,000 because I posed for a photo with a stuffed animal!, Alumni Event Participation
Potential Donor Meeting
I attended several hockey games as faculty host, Student Event - Participation
Professional Activities
Committee Member, U.S. Securities and Exchange Commission (SEC) and Subcommittee on Regulation NMS, Equity Market Structure Advisory Committee (2015 -)
Chairperson, Working Group on Market Liquidity of the Advisory Committee of the Office of Financial Research (2015 -)
Committee Member, Office of Financial Research and Research Subcommittee member, Advisory Committee (2014 -)
Program Committee Member, European Finance Association Meetings, Conference-Related (2015 - 2016)
Program Committee Member, Society for Financial Studies Cavalcade, Conference-Related (2015 - 2016)
Co-Organizer, Credit Rating Agency Conference at Carnegie Mellon , funded by Sloan Foundation (December 2015)
Program Committee Member, American Finance Association, Conference-Related (2015)
Session Chair, Financial Intermediation Research Society (2015)
Session Chair, Securities and Exchange Commission Second Annual Economics Conference on Financial Market Regulation (2015)
Member, Federal Reserve Bank's Model Validation Council (2012 - 2015)
研究兴趣
论文共 120 篇作者统计合作学者相似作者
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SSRN Electronic Journal (2024)
Social Science Research Network (2022)
SSRN Electronic Journal (2022)
Social Science Research Network (2021)
SSRN Electronic Journal (2021)
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