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Amir Yaron
Robert Morris Professor of Banking; Professor of Finance


Education

PhD, University of Chicago, 1994; MA, University of Chicago, 1991; MA, Tel-Aviv University, 1988; BA, Tel-Aviv University, 1985

Career and Recent Professional Awards; Teaching Awards

2004 Smith Breeden Award for Distinguished Papers; Alfred Sloan Dissertation Fellowship, 1994

Academic Positions Held

Wharton: 1997-present (named Robert Morris Professor of Banking, 2009; named Gilbert and Shelly Harrison Term Associate Professor, 2008-2009). Previous appointments: Carnegie Mellon University

Other Positions

Visiting Scholar, Institute for International Economic Studies, Stockholm University, June 1996, 2003; Summer Intern, Research Department, International Monetary Fund, 1993; Unit Head, The Financial Advisor to the Chief of Staff, Israel Defense Foreces, 1985-89

For more information, go to My Personal Page

Publications
Itamar Drechsler, Amir Yaron (2011), What's Vol Got to Do With It, Review of Financial Studies, 24(1), 1-45
Kjetil Storesletten, Chris Telmer, Amir Yaron (2007), Asset Pricing with Idiosyncratic Risk and Overlapping Generations, Review of Economic Dynamics, 2007, vol-10(4), 519-548
Kjetil Storesletten, Chris Telmer, Amir Yaron (2006), Asset Prices and Intergenerational Risk Sharing: The Role of Idiosyncratic Earnings Shocks, In Handbook of Investments, Volume 1; Equity Risk Premium, edited by Rajnish Mehra, North-Holland, 2007
Joao F. Gomes, Amir Yaron, Lu Zhang (2003), Asset Pricing Implications of Firms' Financing Constraints, Review of Financial Studies, 2006, vol-19(4), pages 1321-1356
Ravi Bansal, Dana Kiku, Amir Yaron, Long-Run Risks, the Macroeconomy, and Asset Prices, American Economic Review P&P, forthcoming

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Honors And Awards
Best Paper 2009 Utah Winter Finance Conference, 2009
First Prize Terker Family Prizes in Investment Research, 2008
Winner Smith Breeden Award - Journal of Finance, 2004

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Yaron Amir
Amir Yaron
 2256 Steinberg-Dietrich Hall
3620 Locust Walk
Philadelphia, PA 19104
Phone: (215) 898-1241
yarona@wharton.upenn.edu

Research Interests:
Asset Pricing; Macroeconomics; International Finance; Econometrics