Photo of Amir Yaron

Amir Yaron

Robert Morris Professor of Banking

Professor of Finance

Research Interests: asset pricing, econometrics, international finance, macroeconomics

Links: Personal Website

Contact Information

Address: 2325 Steinberg-Dietrich Hall, 3620 Locust Walk, Philadelphia, PA 19104
Email: yarona@wharton.upenn.edu
Office: (215) 898-1241

Overview

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

Research


Awards And Honors

  • 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

In The News

Courses

Previous

  • FNCE219 - International Financial Markets

    This course focuses on international financial markets and exchange rates. Topics include pricing in the foreign currency and Eurocurrency markets, use of forward exchange for hedging, short-term returns and market efficiency in the international money markets, foreign currency options, international capital asset pricing, pricing of foreign currency bonds, currency swaps, Eurocurrency syndicated loans, foreign currency financing and exposure management.

  • FNCE399 - Supervised Study in Finance

    Integrates the work of the various courses and familiarizes the student with the tools and techniques of research.

  • FNCE719 - International Financial Markets

    FNCE 719 is a course on international financial markets and exchange rates. Topics include pricing in the foreign currency and Eurocurrency markets, use of forward exchange for hedging, short-term returns and market efficiency in the international money markets, foreign currency options, international capital asset pricing, pricing of foreign currency bonds, currency swaps, Eurocurrency syndicated loans, foreign currency financing and exposure management.

  • FNCE921 - Introduction to Empirical Methods in Finance

    This course is an introduction to empirical methods commonly employed in finance. It provides the background for FNCE 934, Empirical Research in Finance. The course is organized around empirical papers with an emphasis on econometric methods. A heavy reliance will be placed on analysis of financial data.