Nikolai Roussanov

Nikolai Roussanov is the Moise Y. Safra Associate Professor of Finance at the Wharton School, University of Pennsylvania, and a Faculty Research Fellow at the National Bureau of Economic Research. His research spans asset pricing, econometrics, household finance, and macroeconomics, with a focus on market dynamics and behavioral economic factors.

His research interests include:

• Asset pricing anomalies and risk factor modeling
• Household financial decision-making under uncertainty
• Macroeconomic impacts on commodity and currency markets
• Behavioral finance and mental accounting mechanisms

Recent publications analyze inflation risks across asset classes, corporate bond valuation, behavioral retirement strategies, and the role of leisure economics in declining work hours. His work frequently integrates empirical finance and econometric methodologies.

Scientific contributions include:

• Faculty Research Fellow, National Bureau of Economic Research

His scholarship bridges technical financial modeling with real-world economic phenomena, covering topics like oil price shocks, mortgage liquidity, and systemic market failures.