Vadim Mezrin (Graduated, May 2005)

Vadim is working on complex option pricing models. He has developed an option pricing model when the returns of the underlying asset present serial correlation.

Hsuan-chu Lin (Graduated, May 2006)

Hsuan-Chu is teaching at the Cheng-Kung University in Tainan, Taiwan (only 60 miles from his home town Kaoshung). He is working on three papers - Going concern audit, Structural agency problem, and Option lower bounds.

Bo Liu (Gradulated, May 2006)

Bo wrote his dissertation on inflation linked bonds (TIPS). He empirically tested a two-factor affine model (with a closed form solution to TIPS) and identified the inflation risk premiums embedded in TIPS. He is currently working at Citi Group.

Xiolin Cheng (Graduated, October 2006)

Xiaolin has defended her dissertation back in July and will start working for Moody's on October 1. Her dissertation has won the outstanding dissertation award at the 2005 FMA and was presented at the special doctoral session. The CDS paper we wrote with Bo and Frank has been accepted by JFQA. She is currently working at Morgan Stanley.

Ronald Sverdlove (Graduated, October 2007)

Co-guided by Prof. Ravid and myself, Ron is working on theoretical and empirical corporate bond modeling issues. Theoretically Ron is working on optimal debt contracting. Empirically Ron is studying the liquidity problem in CDS contracts and also potential issues with matrix data. He is also working on film related issues. He defended his proposal in April. Ron will present two papers in FMA 2006. Ron's dissertation has won the best dissertation in fixed income at the 2006 FMA. Ron is teaching at NJIT.

Mary Kay Scucci (Graduated, October 2007)

Co-guided by Dr. Hassan and myself, Mary Kay did her dissertation on health economics. She applied the real option methodology to explain health costs. She was a former Chief Financial Officer at Bear Sterns Asset Management.

Durga Panda (Expected, May 2010)

Mr. Panda is also interested in general asset pricing. He has finished two papers: How to use option pricing model to come up ex ante returns to perform asset pricing tests, and the term structure of expected returns. He is working on the third essey. He has passed the proposal defense and is expected to defend his dissertation in early 2010. He was among very few selected to 2009 FMA dissertation consortium.

Michael Imerman

Mr. Imerman is working on capital structural equilibrium and firm valuation under the joint supervision of Dr. Soprazetti and myself. He has finished one working paper using the Geske model for regulatory capital and is working on other projects.

Te-Chien (David) Lo

Te-Chien is working on microstructure research using asset pricing theories. He intends to bridge the two strings of research.

updated November 19, 2009.