William Breen
William Breen

FINANCE
Professor Emeritus of Finance

Print Overview

William Breen is Professor Emeritus of Finance. Professor Breen has published more than 40 articles and scholarly papers and co-authored three books on investment strategy, corporate finance, asset pricing, and econometric theory. He has consulted for major financial institutions, pension consulting firms and corporations, and has served as chairman of the Finance Department and head of Doctoral Studies at the Kellogg School of Management. In addition, he served or serves as a director of the LaSalle Trust Company, Barton-Ashmann, X10ion Inc., and the Evanston Community Foundation. He is currently Chairman and Chief Executive Officer of Breen Financial Corporation. He was Chairman and a founding director of Disciplined Investment Advisors, an Evanston, Illinois-based equity management firm that managed more than $2 billion in equities.

Professor Breen received a Bachelors Degree in Economics and Mathematics from Ripon College. He did graduate work at the London School of Economics as a Rotary International Fellow, and received a PhD in Econometrics from Cornell University. He was an Assistant Professor and Associate Professor of Economics at Purdue University, and Associate Professor and Professor of Finance at the Kellogg Graduate School. He retired from Kellogg in 2001.



Print Vita
Education
PhD, 1965, Econometrics, Cornell University
BA, 1959, Economics, Mathematics, Ripon College

Print Research
Articles
Breen, William, Laurie Hodrick and Robert Korajczyk. 2002. Predicting Equity Liquidity. Management Science. 48(4): 470-483.
Breen, William, Lawrence R. Glosten and Ravi Jagannathan. 1989. Economic Significance of Predictable Variations in Stock Index Returns. Journal of Finance. 44(5): 1177-1189.
Breen, WilliamRavi Jagannathan and Aharon Ofer. 1986. Correcting for Heteroscedasticity in Tests for Market Timing Ability. Journal of Business. 59(4): 585-598.
Working Papers
Breen, William and Robert Korajczyk. 1995. On Selection Biases in Book-to-Market Based Tests of Asset Pricing Models.

 
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