Nikolai Roussanov

Assistant Professor of Finance,

The University of Pennsylvania

Wharton School of Business

2424 Steinberg Hall-Dietrich Hall

3620 Locust Walk

Philadelphia, PA , 60637 USA

e-mail: nroussan @ Wharton.UPenn.edu

CV

Publications:

Intertemporal Substitution and Risk Aversion, with Lars Hansen, John Heaton, and Junghoon Lee, Handbook of Econometrics, volume 6.

Working Papers:

Common Risk Factors in Currency Markets, with Hanno Lustig and Adrien Verdelhan, current draft: June 2008 (includes appendix).

Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status., current draft: June 2008.

Conspicuous Consumption and Race, with Kerwin Charles and Erik Hurst, draft: August 2007.

Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns, first draft: November 2004, current draft: October 2006.

Human Capital Investment and Portfolio Choice over the Life-Cycle, first draft: October 2003, this draft: March 2004.

Research in Progress:

Private Risk-taking and Public Rewards: the Role of Social Status

Teaching:

FNCE 235/725 Fixed Income Securities (spring 2008)