Rossen ValkanovZable Endowed Chair; Professor of Finance; Co-Director, Master of Finance Program, University of California at San Diego
Rossen Valkanov is the Zable Endowed Chair in Management and Professor of Finance at the Rady School of Management, and inaugural Co-Director of the new Master’s in Finance program. He received his Ph.D. in economics from Princeton University (1999) and graduated summa cum laude from the University of California, Irvine with a BA in economics (1995). His main research interests are in the areas of empirical finance, financial econometrics, financial forecasting, risk management, portfolio allocation, and real estate. Professor Valkanov has authored numerous articles and book chapters. His research has been published in some of the most prestigious peer-reviewed journals such as the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Empirical methods and big data applications based on his research—such as Mixed Data Sampling Regressions (MIDAS), parametric portfolio approaches, and forecasting procedures–have received significant interest from the finance industry practitioners. He is currently Editor of the Journal of Empirical Finance.
Professor Valkanov has taught at UCLA, UC Berkeley, Princeton, and various other institutions in the US and abroad. He is an award winning educator and teaches regularly in the Masters of Finance, Full-Time MBA, Flex MBA, Evening MBA, and Executive MBA programs at UCSD. He is a member of many professional organizations, including the American Finance Association, the American Economic Association, the Econometric Society, and the American Real Estate and Urban Economics Association.