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:

Conspicuous Consumption and Race, with Kerwin Charles and Erik Hurst, Quarterly Journal of Economics, forthcoming, 2009. Robustness Appendix, Data page, earlier NBER Working Paper version.

Intertemporal Substitution and Risk Aversion, with Lars Hansen, John Heaton, and Junghoon Lee, Handbook of Econometrics, volume 6, 2007.

Working Papers:

Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns, first draft: November 2004, current draft: June 2009.

Common Risk Factors in Currency Markets, with Hanno Lustig and Adrien Verdelhan, current draft: April 2009. Robustness Appendix, Data.

Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status., current draft: February 2009.

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 2009)

Syllabus ***updated January 13, 2009***

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