Kenneth J. Singleton

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Kenneth Jan Singleton (* 1951 ) is an American economist and professor at Stanford University . Singleton has served as President of the Society for Financial Studies since 2011 . He has also been editor-in-chief of the renowned Journal of Finance since 2012 .

education

Singleton first studied Mathematics-Economics at Reed College , which he graduated in 1973 with a Bachelor of Arts. This was followed by a master's degree in economics at the University of Wisconsin until 1977. In August of the same year was Singleton with the dissertation The Cyclical Behavior of the Term Structure of Interest Rates for Ph.D. PhD. He received the Irving Fisher Award for his dissertation .

research

Singleton has made extensive contributions in econometrics and financial economics . His main interests are econometric methods for estimating dynamic security price models, the forward structure of bonds, and credit and liquidity risks. He worked with Nobel Prize winner Lars Peter Hansen and with Darrell Duffie , Jun Pan and Qiang Dai , among others .

His essays have appeared in the most prestigious academic journals , including the Journal of Finance , Review of Financial Studies, and Econometrica .

Professional activities

editor

Editor-in-chief

Associations

honors and awards

Works (selection)

  • New Approaches to Monetary Economics (Editor, with William Barnett ), Cambridge University Press, 1987.
  • Japanese Monetary Policy (Editor), University of Chicago Press, 1993.
  • with Darrell Duffie: Credit Risk: Pricing, Management, and Measurement , Princeton University Press, 2003.
  • Empirical Dynamic Asset Pricing , Princeton University Press, 2006.

Web links

Individual evidence

  1. ↑ a b Current and Past Editors. (No longer available online.) Afajof.org, archived from the original on October 20, 2015 ; accessed on August 16, 2015 . Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. @1@ 2Template: Webachiv / IABot / www.afajof.org
  2. ^ Review of Financial Studies Editorial Team. rfssfs.org, accessed September 25, 2015 .
  3. ↑ Awards. econometricsociety.org , accessed on August 16, 2015 .
personal data
SURNAME Singleton, Kenneth J.
ALTERNATIVE NAMES Singleton, Kenneth Jan (full name)
BRIEF DESCRIPTION American economist and professor at Stanford University
DATE OF BIRTH 1951