Faculty and Executive Leadership Directory
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 | Jeffrey R. Bohn
Lecturer
Haas Finance Group
510-333-1479
Email: click on the envelope icon below for full email address
Academic Status: On duty
Office Hours: By appointment, F494
Curriculum Vitae
(in PDF format, Acrobat Reader required)
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Education
BA, Economics, Brigham Young University
MS, Finance, Haas School of Business, UC Berkeley
PhD, Finance, Haas School of Business, UC Berkeley
Positions Held
At Haas since 2003
2006 - present, General Manager, Group Head of the Financial Strategies Division, Shinsei Bank
2003 - present, Lecturer, Haas School of Business
External Service and Assignments
- Managing Director, Group Head - Research and Analytics at Moody's KMV (San Francisco, CA)
- President of New PCI Corporation (San Francisco, CA)
- Adjunct Faculty, MBA Program, Golden Gate University
- Guest Lecturer, International Business, Senshu University in Kawasaki, Japan
- Member of American Finance Association
- Board Member of the International Association of Credit Portfolio Managers
Current Research and Interests
- Corporate debt
- Credit derivatives
- Banking
- Risk management
- Global portfolio management
Selected Papers and Publications
- Active Portfolio Management in Practice, co-author. Wiley, 2008.
- Managing Bank Risk, foreword and co-author of two chapters. ed. Morton Glantz, Academic Press, 2002.
- "Modeling Portfolio Risk," co-author. Moody's KMV (2002).
- "Bridging the Debt and Equity Markets using an Option-pricing Model of Corporate Default," co-author. Moody's KMV, Working Paper (2002).
- "A Survey of Contingent-Claims Approaches to Risky Debt Valuation." Journal of Risk Finance (Spring 2000): 1-18.
- "An Empirical Assessment of a Simple Contingent-Claims Model." Journal of Risk Finance (Summer 2000).
- "Characterizing Credit Spreads." UC Berkeley, Working Paper (1999).
- "Global Asset Allocation: A Review of the Literature." (October 1996).
- "KMV Moderu okeru Yousou Diforuto Kakuritsu (Expected Default Frequency: EDF) ni tsuite." [A note about KMV's EDF model written in Japanese], Security Analyst Journal (Japan) (July 1999): 93-98.
- "Swaps: Welfare Enhancing Instruments or a Fleeting Financial Fad?" (May 1994).
Teaching
Honors and Awards
- Honorable mention for the NDFP fellowship program (granted to Ph.D. students)
- Recipient of the following scholarships: Kimball (BYU's most prestigious academic scholarship), International Association for Financial Planning, Contra Costa Board of Realtors, Bank of America (in mathematics)
- President of Economics Honor Society

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