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


  • Leonid Kogan, Dmitry Livdan, Amir Yaron (Forthcoming), Oil Futures Prices in a Production Economy with Investment Constraints, Journal of Finance, 2009, 64 (3), 1345-1375.
  • Itamar Drechsler, Amir Yaron (2011), What's Vol Got to Do With It, Review of Financial Studies, 24 (1), 1 - 45.  Abstract
  • Kjetil Storesletten, Chris Telmer, Amir Yaron (2007), Asset Prices and Intergenerational Risk Sharing: The Role of Idiosyncratic Earnings Shocks, In Handbook of Investments, 1.  Abstract
  • Kjetil Storesletten, Chris Telmer, Amir Yaron (2007), Asset Pricing with Idiosyncratic Risk and Overlapping Generations, Review of Economic Dynamics, 10 (4), 519 - 548.  Abstract
  • Joao F. Gomes, Amir Yaron, Lu Zhang (2006), Asset Pricing Implications of Firms' Financing Constraints, Review of Financial Studies, Vol. 19 (No. 4), 1321 - 1356.  Abstract  Related Materials
  • Mark Huggett, Gustavo Ventura, Amir Yaron (2006), Human Capital and Earnings Distribution Dynamics, Journal of Monetary Economics, 53 (2), 265 - 290.
  • Ravi Bansal, Varoujan Khatacharian, Amir Yaron (2005), Interpretable Asset Markets?, European Economic Review, 49, 531 - 560.
  • Joao F. Gomes, Amir Yaron, Lu Zhang (2004), Asset Prices and Business Cycles with Costly External Finance, Review of Economic Dynamics, 2004.  Abstract
  • Kjetil Storesletten, Chris Telmer, Amir Yaron (2004), Consumption and Risk Sharing Over the Life Cycle, Journal of Monetary Economics, 51 (3), 609 - 633.
  • Ravi Bansal, Amir Yaron (2004), Risks For the Long Run: A Potential Resolution of Asset Pricing Puzzles, Journal of Finance, 59 (4), 1481 - 1509.