Faculty and Executive Leadership Directory

Johan Walden

Assistant Professor
Haas Finance Group
1-510-643-0547
Email: click on the envelope icon below for full email address
Academic Status: On Duty
Office Address: F655
Office Hours: By Appointment
Personal Homepage: http://faculty.haas.berkeley.edu/walden/HaasWebpage
/haashomepage.htm
Academic Group Homepage:

http://www.haas.berkeley.edu/finance/
Curriculum Vitae (in PDF format, Acrobat Reader required)

Education

Ph.D., Financial Economics, Yale University
M.A., Financial Economics, Yale University
Docent, Applied Mathematics, Uppsala University
Ph.D., Applied Mathematics, Uppsala University
M.S., Business studies and Economics, Uppsala University
M.S., Engineering Physics, Uppsala University
B.A., History, Uppsala University

Positions Held

At Haas since 2005

2005 - Present, Assistant Professor, Haas School of Business
1999 - 2002, Management Consultant, McKinsey & Company, Stockholm, Sweden

Current Research and Interests

Bubbles and crashes in economies with long horizons
Heavy-tailed distributions in financial markets
Human capital and capital markets
Numerical option pricing

Selected Papers and Publications

"The limits of diversification when losses may be large", with Rustam Ibragimov, forthcoming in Journal of Banking and Finance.
“Situational Awareness in a Spreadsheet: Estimating the Size and Time of a Bioterror Attack”, with Edward Kaplan, Emerging Infectious Diseases, 10(7) 2004.

Teaching

Finance Workshop
EWMBA203 - Introduction to Finance

Problems? Contact www

haas.berkeley.edu
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