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Brett Green
Brett Green

FINANCE
Assistant Professor of Finance

Print Overview
Brett Green joined the faculty at Kellogg in 2009, after completing his Ph.D. in Economics from Stanford Graduate School of Business. He also has a M.S. in Financial Math from Stanford (2008) and a BSE from Duke University (2004). His research interests include information economics, dynamic games, market microstructure and mechanism design. His current research studies the effect of news, grades and ratings in markets with asymmetric information.
Print Vita
Education
PhD, 2009, Economic Analysis and Policy, Stanford Graduate School of Business
MS, 2008, Financial Mathematics, Stanford University
BSE, 2004, Duke University, Summa Cum Laude with highest honors

Academic Positions
Senior Lecturer, Finance, Kellogg School of Management, Northwestern University, 2009-present

Grants and Awards
Excellence in Refereeing Award, American Economic Review , 2008

Service
American Economic Review, Econometrica, The Review of Economic Studies, Journal of Finance, Journal of Political Economy, Games and Economic Behavior, Rand Journal of Economics, Canadian Journal of Economics, Referee

 
Print Research
Research Interests
Microeconomic theory, information economics, dynamic games and contracting, mechanism design, market microstructure and corporate finance

Working Papers
Daley, Brendan and Brett Green. Forthcoming. Waiting for News in the Market for Lemons. Econometrica.
AbstractLink
Daley, Brendan and Brett Green. 2011. Asset Trading, News, and Liquidity in Markets with Asymmetric Information.
AbstractLink
Daley, Brendan and Brett Green. 2010. Market Signaling with Grades.
AbstractLink

 
Print Teaching
Full-Time / Part-Time MBA
Finance I (FINC-430-0)

This course counts toward the following majors: Analytical Finance, Finance

This course studies the effects of time and uncertainty on decision making. Topics include discounted cash flow valuation, stock and bond valuation, the term structure of interest rates, bond duration, capital budgeting under certainty and uncertainty, portfolio theory, asset pricing models and efficient markets.

The prerequisite for this course is knowledge of probability and statistics through linear regression. This requirement may be satisfied with either (i) prior or concurrent registration in Decision Sciences 434, (ii) sufficient previous course work in statistics. Familiarity with basic financial accounting (Accounting 430) and microeconomics (Managerial Economics 430) is recommended.

To qualify for a Finance I (FINC-430) waiver, you must have passed a comparable course with a grade of A. The type and level of material covered in the course are represented by chapters 1-13 and 23 of the text by Brealey and Myers, Principles of Corporate Finance. You need not request a Finance I waiver to enroll in FINC-440 (Turbo). To help you decide whether you should waive Finance I, take the self-assessment test online at www.kellogg.northwestern.edu/finance/curriculum/finance1waiver.htm.