Full curriculum vitae: pdf file
Outside activities disclosure statement: I hold a number of academic and professional appointments as seen below and on my full vita, including my professorships and my position as a principal at AQR Capital Management, a global asset management firm that may apply some of my research findings.
Copenhagen Business School
Professor of Finance, Department of Finance, FRIC Center for Financial Frictions, 2011-present.
New York University Stern School of Business
Distinguished Visiting Research Professor, 2014-present.
John A. Paulson Professor of Finance and Alternative Investments, 2009-2014.
Professor of Finance, 2007-2009.
Associate Professor of Finance, with tenure, 2005-2007.
Charles Schaefer Family Fellow, 2003-2006.
Assistant Professor of Finance, 2001-2005.
University of Chicago
Milton Friedman Institute Fellow, Fall 2010.
IGM Visiting Professor, Booth School of Business, Spring 2010.
Visiting Professor, Spring 2009.
Federal Reserve Bank of New York
Monetary Policy Panel, 2010-2011.
Liquidity Working Group, 2009-2011.
Academic Consultant, 2004-2007.
American Finance Association
National Bureau of Economic Research (NBER)
Research Associate, 2006-present.
Faculty Research Fellow, 2004-2006.
Centre for Economic Policy Research (CEPR)
Research Affiliate, 2004-present.
Quarterly Journal of Economics, Associate Editor, 2011-present.
Journal of Finance, Associate Editor, 2006-2012.
Journal of Economic Theory, Associate Editor, 2005-2012.
The Review of Asset Pricing Studies, Associate Editor, 2010-2012.
AQR Capital Management, LLC
Vice President, 2007-2008.
Advisory Board, 2009-present.
Economic Advisory Board, 2008-2011.
State Street Bank, State Street Global Markets
Advisory Board, 2006-2008.
Misc. compensated and non-compensated speaking engagements (see full curriculum vitae)
Stanford University, Graduate School of Business
Ph.D. in Business, June 2001.
Advisors: Darrell Duffie and Ken Singleton.
M.S. in Mathematics-Economics (cand.scient.oecon.), August 1997.
B.S. in Mathematics-Economics, July 1995.
AWARDS AND HONORS
Banque de France-TSE Prize in Monetary Economics and Finance, 2013
Nykredit Researcher Prize, 2012
Germán Bernácer Prize to the Best European Union Economist Under 40 Years of Age, 2011
Michael Brennan Award Winner for the best paper in the Review of Financial Studies, 2012
Whitebox Prize for Best Financial Research, 2012
Swiss Finance Institute Outstanding Paper Award, 2011.
Roger F. Murray Prize, 2011.
Geewax, Terker & Company First Prize, 2006.
Fama/DFA First Prize for best paper in the Journal of Financial Economics, 2005.
CDC Award for best research paper in finance, NYU 2004.
NYSE Award for the best paper on equity trading, Western Finance Association 2003.
Barclays Global Investors Award for best the paper at the European Finance Association, 2003.
Glucksman First-Place Award for best research paper in finance, NYU 2002-2003.
NYSE Award for the best paper on equity trading, Western Finance Association 2002.
Other Awards and Honors
Elected Member of Academia Europaea (the Academy of Europe), 2012
European Research Council (ERC) Grant, 2013
American Economic Review, Excellence in Refereeing Award, 2011.
Foundation Banque de France, 2011, “International Systemic Risk Rankings” (w/ Rob Engle et al.)
Review of Economic Studies Tour, 2001.
Lieberman Award, Stanford University, 2000, awarded biennially to a business school student with a demonstrated potential for a leadership role in the academic community
Jaedicke Merit Award, Stanford University, Graduate School of Business, 1997-98.
Danish Research Academy Scholar 1997-2000.
Fulbright Fellowship Awarded 1997 (declined).
Sasakawa Young Leaders Winner 1997.
Peter and Emma Thomsens Award 1994, 1995, and 1996.