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Nikolai Roussanov
Assistant Professor of Finance,  Cynthia and Bennett Golub Endowed Faculty Scholar


Education

PhD, University of Chicago, 2008; AB, Harvard University, 2001

Academic Positions Held

Wharton: 2007-present

Other Positions:

National Bureau of Economic Research, Faculty Research Fellow 2010-present

For more information, go to My Personal Page

Publications
Hanno N. Lustig, Nikolai Roussanov, Adrien Verdelhan (2011), Common Risk Factors in Currency Markets, Review of Financial Studies
Nikolai Roussanov (2010), Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status, Journal of Finance, October 2010
Kerwin Kofi Charles, Erik Hurst, Nikolai Roussanov (2009), Conspicuous Consumption and Race, Quarterly Journal of Economics, May 2009
Lars Hansen , John Heaton, Junghoon Lee, Nikolai Roussanov (2007), Intertemporal Substitution and Risk Aversion, Handbook of Econometrics, Volume 6, 2007.

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Current Research
Nikolai Roussanov, Pavel G. Savor 2011, Status, Marriage, and Managers' Attitudes to Risk
Nikolai Roussanov, Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns
Hanno N. Lustig, Nikolai Roussanov, Adrien Verdelhan, Countercyclical Currency Risk Premia

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In The News
Success and the Single Chief Executive, Bloomberg View, 08/17/2011, Nikolai Roussanov

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Knowledge@Wharton Subscribe
The Great Deleveraging: Will Consumer Spending Ever Recover?, 10/12/2011, Nikolai Roussanov
What Makes Entrepreneurs Tick?, 04/27/2011, Nikolai Roussanov
Conspicuous Consumption and Race: Who Spends More on What, 05/14/2008, Nikolai Roussanov

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Honors And Awards
Terker Family Prize in Investment Reseach, 2010

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Roussanov Nikolai
Nikolai Roussanov
 2424 Steinberg-Dietrich Hall
3620 Locust Walk
Philadelphia, PA 19104
Phone: (215) 746-0004
nroussan@wharton.upenn.edu

Research Interests:
Asset pricing; household finance; macroeconomics; econometrics.