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Nikolai Roussanov

econometrics macroeconomics household finance asset pricing

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Regular biography

Nikolai Roussanov is a Professor in the Finance Department at the University of Pennsylvania's Wharton School. His research interests include asset pricing, econometrics, household finance, and macroeconomics. He serves as an academic advisor for the MBA major in Quantitative Finance and as the academic director of the "Wharton on the Markets" series. Roussanov's work explores topics such as the economic impacts of shale energy, machine learning applications in finance, and the role of marketing in mutual fund performance. He is also involved in teaching courses on financial decision-making, behavioral finance, and empirical methods in finance.


Scholar profile summary
Scholar-generated biography

Nikolai (Nick) Roussanov is a Moise Y. Safra Professor of Finance at The Wharton School, University of Pennsylvania. His research focuses on asset pricing, macro finance, FX, commodities, and social status. Roussanov's work explores how macroeconomic factors influence financial markets, including currency risk premia, commodity trade, and the cross-section of stock returns. He also investigates the role of social status in investment behavior and the impact of macroeconomic uncertainty on asset pricing. His research integrates empirical and theoretical approaches to understand the interplay between financial markets and broader economic forces.

Source: google_scholar · 90 words
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