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Snehal Banerjee
FINANCE Assistant Professor of Finance, Kellogg School of Management Instructor for KELLG_ FE 310-0, Principles of Finance
Snehal Banerjee joined the Kellogg School of Management in 2007. He has a BA from Brandeis University (2002) and a PhD from Stanford University's Graduate School of Business (2007). His research interests include information, learning and disagreement in financial markets, liquidity, behavioral finance and asset pricing. His current research involves studying the effects of investor disagreement on asset prices and trading volume.
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Dimitris Papanikolaou
FINANCE Assistant Professor of Finance, Kellogg School of Management Instructor for KELLG_FE 312-0, Investments
Dimitris Papanikolaou joined the Kellogg School in 2007, after completing his Ph.D. in Finance at the MIT Sloan School of Management. His research interests include theoretical and empirical asset pricing, macroeconomics and contract theory. Professor Papanikolaou is currently working on the effects of technological shocks on the cross-section of risk-premia and firms' investment decisions. Professor Papanikolaou is a Zell Center Faculty Fellow. Trained in finance and economics, he also holds a B.A. from University of Piraeus (Greece), and an M.Sc. from the London School of Economics (UK).
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Viktor Todorov
FINANCE Assistant Professor of Finance, Kellogg School of Management Instructor for KELLG_ FE 314-0, Derivatives
Viktor Todorov joined Kellogg in 2007 after completing his PhD in Economics at Duke University. Professor Todorov's research interests include theoretical and empirical asset pricing, derivatives and econometrics. His recent research focuses on robust estimation of asset pricing models using high-frequency financial data as well as the identification and modeling of jump risk premium combining information from options markets.
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Torben Andersen
FINANCE; INTERNATIONAL BUSINESS & MARKETS Nathan S. and Mary P. Sharp Professor of Finance, Kellogg School of Management Director of the International Business & Markets Program and Research Center Instructor for KELLG_ FE 316-0, Topics in Financial Economics: International Finance
Torben Andersen joined the Kellogg School in 1991 and is a Faculty Research Associate of the National Bureau of Economic Research (NBER) and an International Fellow of the Center for Research in Econometric Analysis of Economic Time Series (CREATES) in Aarhus, Denmark. In addition, Professor Andersen was elected Fellow of the Econometric Society in 2008.
Professor Andersen has published widely in asset pricing, empirical finance, and empirical market microstructure. His work has centered on the modeling of volatility fluctuations in financial returns with applications to asset and derivatives pricing, portfolio selection, and the term structure of interest rates. His current work explores the use of large data sets of very high-frequency data for volatility forecasting, portfolio choice and risk management.
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