Shane Miller
Assistant Professor · Empirical Asset Pricing
University of Michigan-Ann ArborUnited States
About
Shane Miller is an Assistant Professor of Finance at the Stephen M. Ross School of Business, University of Michigan - Ann Arbor. His research bridges empirical asset pricing, macro-finance, and econometrics, with a focus on term structures of equity risk premia and dynamic firm risk. He teaches courses in investments, financial management, and asset pricing at undergraduate, master's, and PhD levels.
- Education: PhD in Finance (Duke University, 2020), BA in Economics (University of Virginia, 2011)
Research interests include:
- Empirical estimation of equity risk premia dynamics
- Macroeconomic modeling of financial markets
- Delegated asset management strategies
- Investor behavior in private markets
- First-time venture capital fund performance
- Equilibrium asset valuation frameworks
Publications highlight regime-switching models for equity term structures and methodologies for managed portfolio construction. His teaching portfolio spans courses like FIN 855 (Asset Pricing) and FIN 300 (Financial Management).
0Publications listed
Find Shane Miller elsewhere
Related Searches
You Might Also Like
Mykola BabiakLancaster University · Senior Lecturer
Petra SinaglUniversity of Iowa · Assistant Professor- MMasahiro WatanabeUniversity of Alberta · Associate Professor
Andrea RossiUniversity of Arizona · Associate Professor
George MalikovWestern University · Assistant Professor
Si ChengSyracuse University · Associate Professor