معرفی
Matthew Linn is an Assistant Professor of Finance at the Isenberg School of Management, University of Massachusetts. He holds a dual PhD in Finance and Statistics from the University of Michigan (2015 and 2009 respectively), and a BSc in Mathematics and Economics from the London School of Economics (2004). His research focuses on empirical asset pricing, volatility dynamics, and financial market mechanics, with notable work on pricing kernel monotonicity and common volatility factors in financial markets.
- Education: PhD Finance/Ross School of Business (2015), PhD Statistics (2009), BSc LSE (2004)
Research interests emphasize empirical asset pricing methodologies, including risk management frameworks, fixed income analysis, and derivatives valuation. His recent work explores covariance dynamics across assets and the impact of financial constraints on corporate behavior. Teaching areas include risk management, fixed income instruments, and derivatives.
Selected conference participations include presentations at NFA, FMA, AFA, and European Finance Association events. His research has been recognized at the FMA 2017 Semi-Finalist Best Paper (Derivatives category).
