Faculty and Executive Leadership Directory | |
 | Mark E. Rubinstein |
Education
BA, Economics, Harvard University
MBA, Finance, Stanford University
PhD, Finance, University of California, Los Angeles
Positions Held
At Haas since 1972
2006 - present, Professor of Finance, Haas School of Business
1995 - 2006, Paul Stephens Professor of Applied Investment Analysis, Haas School of Business
1980 - 1995, Professor, Haas School of Business
1989 - 1995, Director, SuperShare Services Corporation
1984 - 1995, Director, Leland O'Brien Rubinstein Associates
1981 - 1984, Founding Principal and Executive Vice-President, Leland O'Brien Rubinstein Associates
1976 - 1980, Associate Professor, Haas School of Business
1975 - 1976, Assistant Professor, Haas School of Business
1975 - 1975, Visiting Assistant Professor, University of Washington
1972 - 1975, Assistant Professor, Haas School of Business
1970 - 1972, Teaching Associate, University of California, Los Angeles
External Service and Assignments
- Associate Editor: Journal of Portfolio Management, Financial Analysts Journal, Journal of Derivatives, Journal of RISK
- Advisory Board, Journal of Investment Management.
Current Research and Interests
- The history of the theory of investments
- Christianity
Selected Papers and Publications
- A History of the Theory of Investments: My Annotated Bibliography. Wiley, 2006.
- "Great Moments in Financial Economics: IV. The Fundamental Theory, Part II." Journal of Investment Management (2006).
- "Great Moments in Financial Economics: IV. The Fundamental Theory, Part I." Journal of Investment Management (2005).
- "Recovering Probabilities and Risk Aversion from Options Prices and Realized Returns," with Jens Jackwerth. The Legacy of Fischer Black, edited by Bruce Lehman. Oxford University Press, 2004.
- "Great Moments in Financial Economics: III. Short-Sales and Stock Prices." Journal of Investment Management (2004).
- "All in All, It's Been a Good Life," in The Growth of Modern Risk Management: A History. Risk Books, 2003.
- "Great Moments in Financial Economics: I. Present Value." Journal of Investment Management (2003).
- "Great Moments in Financial Economics: II. Modigliani-Miller Theorem." Journal of Investment Management (2003).
Teaching
- Fundamentals of Financial Economics, MFE2 30A
- Derivatives: Economic Concepts, MFE 230C
- Introduction to Finance, UGBA 103
- How Christianity became the World's Dominant Religion, UGBA 39D
Honors and Awards
- Financial Analysts Foundation Graham and Dodd Plaque Award for the best paper to appear in the Financial Analysts Journal during 2001
- Earl F. Cheit Award for Excellence in Teaching, Master's in Financial Engineering Program, 2003
- Institute for Quantitative Research in Finance (first prize) for "Recovering Probability Distributions from Option Prices," 1996
- Financial Engineer of the Year Award, International Association of Financial Engineers, 1995
- Financial Analysts Foundation Graham and Dodd Scroll Award for excellence in financial writing, Financial Analysts Journal, 1989
- Financial Analysts Foundation Graham and Dodd Scroll Award for excellence in financial writing, Financial Analysts Journal, 1988, 1985
- Named "Businessman of the Year" (one of 12) by Fortune magazine 1987
- Institute for Quantitative Research in Finance (third prize) for "Derivative Assets Analysis," 1987
- Institute for Quantitative Research in Finance (first prize) for "Alternative Paths to Portfolio Insurance," 1985
- Biennial Leo Melamed Prize for Options Markets (co-authored with John Cox), awarded by the editors of the Journal of Business for the most significant published work by a faculty member of a school of business, 1984-1985
- Institute for Quantitative Research in Finance (third prize) for "Tests of Alternative Option Pricing Formulas," 1982
- CBOE Pomerance Prize for Excellence in Options Research for "Option Pricing: A Simplified Approach" (awarded jointly with John Cox and Stephen Ross), 1978
Faculty Directory: Alphabetical Listing
Faculty Directory: Listing by Department
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