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Graduate School of Business
Knight Management Center
Stanford University
655 Knight Way
Stanford, CA 94305 - (650) 723-5753
- (650) 725-8916
- kenneths@stanford.edu
- Stanford GSB Faculty Profile
Adams Distinguished Professor in Management, Emeritus, Stanford Graduate School of Business
Recent Work
Learning and Risk Premiums in an Arbitrage-free Term Structure Model, (with Marco Giacoletti and Kristoffer Laursen). Working Paper, May 20, 2018.
- Type: Working Papers
- Topic(s): Credit Risk, Econometric Methods, Fixed Income
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks, (with Scott Joslin and Marcel Priebsch). Journal of Finance, Vol. 69, no. 3, June 2014, 1197–1233.
- Type: Published Papers
- Topic(s): Credit Risk, Econometric Methods, Fixed Income
Investor Flows and the 2008 Boom/Bust in Oil Prices, (with ). Management Science, Vol. 60, No. 2, February 2014, 300-318.
- Type: Published Papers
- Topic(s): Econometric Methods, Equilibrium Asset Pricing
Gaussian Macro-Finance Term Structure Models with Lags, (with Scott Joslin and Anh Lee). Journal of Financial Econometrics, Vol. 11, No. 4, Fall 2013, 581-609.
- Type: Published Papers
- Topic(s): Econometric Methods, Fixed Income
Why Gaussian Macro-Finance Term Structure Models are (Nearly) Unconstrained Factor-VARs, (with Scott Joslin and Anh Le). Journal of Financial Economics, Vol. 109, No. 3, September 2013, 604–622.
- Type: Published Papers
- Topic(s): Econometric Methods, Fixed Income