Faculty and Executive Leadership Directory | |
 | Johan Walden |
Education
PhD, Financial Economics, Yale University
MA, Financial Economics, Yale University
Docent, Applied Mathematics, Uppsala University
PhD, Applied Mathematics, Uppsala University
MS, Business Studies and Economics, Uppsala University
MS, Engineering Physics, Uppsala University
BA, History, Uppsala University
Positions Held
At Haas since 2005
2005 - present, Assistant Professor, Haas School of Business
1999 - 2002, Management Consultant, McKinsey & Company, Stockholm, Sweden
Current Research and Interests
- Bubbles and crashes in economies with long horizons
- Heavy-tailed distributions in financial markets
- Human capital and capital markets
- Numerical option pricing
Selected Papers and Publications
- Pricing and Capital Allocation for Multiline Insurance Firms,” (with Rustam Ibragimov and Dwight Jaffee), Journal of Risk and Insurance, forthcoming.
- Nondiversification Traps in Catastrophe Insurance Markets (with Dwight Jaffee and Rustam Ibragimow), Review of Financial Studies, 2009, 22(3), 959-993.
- Portfolio Diversification Under Local and Moderate Deviations From Power Laws (with Rustam Ibragimov), Insurance, Mathematics and Economics, 2008(42), 594-599.
- "The Limits of Diversification When Losses May Be Large," with Rustam Ibragimov. Journal of Banking and Finance.
- "Situational Awareness in a Spreadsheet: Estimating the Size and Time of a Bioterror Attack," with Edward Kaplan. Emerging Infectious Diseases 10, no. 7 (2004).
Teaching
- Finance Workshop
- Introduction to Finance, EWMBA 203
Faculty Directory: Alphabetical Listing
Faculty Directory: Listing by Department
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