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Exploration Activity, Long Run Decisions, and the Risk Premium in Energy Futures - Dr. Alexander David

Date & Time:
September 30, 2015 | 3:00 pm - 4:30 pm
SS 423
Alexander David (Haskayne School of Business)

Alexander David, PhD, is the Haskayne Research Professor of Finance at the Haskayne School of Business. He has taught classes in financial risk management, advanced corporate finance, options and futures, investments, and asset pricing in the undergraduate, MBA, Executive MBA, and PhD programs.

His research focuses on the modeling of changing investors’ uncertainty about the state of economic fundamentals and their impact on asset prices. He has not only constructed structural models of changing uncertainty, but has also estimated these models structurally providing new methodologies for the joint estimation of the parameters of asset prices, volatilities, and fundamentals of the economy.

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