معرفی
Robert F. Whitelaw is the Edward C. Johnson 3d Professor of Entrepreneurial Finance at the Leonard N. Stern School of Business, New York University. He has been a faculty member since 1992 and is affiliated with the Finance Department. He is also a Research Associate at the National Bureau of Economic Research (NBER) in the Program on Asset Pricing.
- PhD in Finance, Stanford University, 1993
- BS in Mathematics, Massachusetts Institute of Technology, 1984
Professor Whitelaw's research focuses on empirical asset pricing, market efficiency, risk-return dynamics, fixed income securities, and China's evolving financial system. His work combines rigorous econometric analysis with deep insights into financial market behavior. He has explored the role of information processing, market frictions, and investor behavior in shaping asset prices.
His recent publications highlight a strong trend in understanding risk and return in both developed and emerging markets, particularly China. Themes include the predictability of stock and bond returns, tail risk, comovement, and the impact of institutional constraints on pricing. His work bridges academic theory and practical applications in portfolio management and risk assessment.
Scientific awards received include:
- Goldman Sachs Asset Management Research Award
- Chicago Quantitative Alliance Research Award
Professor Whitelaw has served as a past Associate Editor for the Review of Financial Studies and the Journal of Finance. His research has been supported by affiliations with NBER and collaborations with leading scholars in finance. He teaches courses such as Foundations of Finance, International Financial Management, and Portfolio Management across MBA, undergraduate, and doctoral programs.
He is actively involved in research on China's stock market, contributing policy-relevant insights through op-eds and presentations to institutions like the People's Bank of China and the China Securities Regulatory Commission. His work is widely cited and has influenced both academic and practitioner communities.
