Johan Walden
Associate Professor
PhD, Financial Economics
Yale University
PhD, Applied Mathematics
Uppsala University
Research:
- Asset Pricing
- Heavy-Tailed Risks
- Numerical Asset Pricing
Publication Highlights:
- "Revisiting Asset Pricing Anomalies in an Exchange Economy," with Christine Parlour and Richard Stanton, Review of Financial Studies, forthcoming.
- "Capital, Contracts and the Cross Section of Stock Returns," with Christine Parlour, Review of Economic Studies, forthcoming.
- "Diversification Disasters," with Rustam Ibragimov and Dwight Jaffee, Journal of Financial Economics, forthcoming.
- "Pricing and Capital Allocation for Multiline Insurance Firms," with Rustam Ibragimov and Dwight Jaffee, Journal of Risk and Insurance, forthcoming.
- "Nondiversification Traps in Catastrophe Insurance Markets," with Dwight Jaffee and Rustam Ibragimow, Review of Financial Studies, 2009, 22(3), 959-993.
