Jacob Boudoukh, PhD
Professor of Finance
Arison School of Business, IDC Herzelia
About me
Jacob Boudoukh is a Professor of Finance at the Arison School of Business, IDC. He received his Ph.D. in finance from Stanford University's Graduate School of Business in 1991. Until 2004 he served as a Professor of Finance and International Business at the Stern School of Business, NYU. He also served as a research fellow at the National Bureau of Economic Research (NBER) in Boston.
From 2002 to 2014 he served as the founding academic director of the Caesarea Center for Capital Markets and Risk Management at IDC. Since 2002 he has been the academic organizer of the Eagle Labs Conference in Financial Economics Research, now in its 16th year.
Jacob's research focuses on theoretical, empirical and practical aspects of asset pricing. His research was published in leading academic journals such as the American Economic Review, The Journal of Finance, Journal of Financial Economics and The Review of Financial Studies, as well as in practitioner journals such as the Financial Analyst Journal, Journal of Fixed Income, Journal of Derivatives and Risk.
From 1998 to 2002 he served as a member of the board of directors of Bank Hapoalim, Israel’s largest bank. Through the years he consulted multiple financial institutions and quant hedge funds. He currently serves as a consultant for AQR Capital Management.
Academic Papers
With Ronen Feldman, Shimon Kogan and Matthew Richardson
Review of Financial Studies, 2019, Vol.32(3), 992-1033
With Matthew Richardson and Robert Whitelaw
Journal of Financial and Quantitative Analysis, 2016, Vol. 51(3), 875-897.
With Matthew Richardson and Robert Whitelaw
Review of Financial Studies, 2008, Vol. 24, No. 4, 1577-1605.
With Roni Michaely, Matthew Richardson and Michael Roberts
Journal of Finance, 2007, 62(2), 877-915.
With Matthew Richardson, Jeffery Shen and Robert Whitelaw
Journal of Finanancial Economics, 2007, 83. 397-412.
With Dong-Hyun Ahn, Matthew Richardson and Robert Whitelaw
Review of Financial Studies, 2002, Vol. 15, No. 2, pp. 655-689.
With Dong-Hyun Ahn, Matthew Richardson and Robert Whitelaw
Journal of Finance, 1999, vol. 54/1, 369-375.
With Matthew Richardson, Tom Smith and Robert Whitelaw
Journal of finance, 1999, vol.54/3, pp. 1153-1167.
With Matthew Richardson and Robert Whitelaw
Review of Financial Studies, 1997, vol. 10/2, pp. 405-446.
With Matthew Richardson, Richard Stanton and Robert Whitelaw
Review of Financial Studies, 1997, vol. 10/2, pp. 405-446
With Matthew Richardson and Robert Whitelaw
Journal of Finance, 1994, vol. 49/5, 1595-1616.
With Matthew Richardson and Robert Whitelaw
Review of Financial Studies, 1994, vol. 7/3, 539-573.
With Robert Whitelaw
Review of Financial Studies, 1993, vol. 6/2, 266 292.
With Matthew Richardson and Tom Smith
Journal of Financial Economics, 1993, vol. 34, 387 408.
With Matthew Richardson
Mathematical Finance, 1993, vol. 4/2, 103-120, special issue: “Econometric Issues in Finance”
With Matthew Richardson
American Economic Review, 1993, vol.83, 1346 1355.
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Journal of Money Credit and Banking, 1993, vol. 25/3, 636 665.
Practitioner Papers
With Matthew Richardson, and Robert Whitelaw
Journal of Investment Management, 2004
With Matthew Richardson and Robert Whitelaw
Financial Analysts Journal, 2002, Vol. 58, No. 4, pp. 53-71.
With Matthew Richardson and Robert Whitelaw
Risk, May 1998. Reprint in Internal Modeling and CADII: Qualifying and Quantifying Risk within a Financial Institution (Risk Books, London, England). 1999.
With Matthew Richardson and Robert Whitelaw
Journal of Derivatives, 1997, vol. 4/3, pp. 63-71.
With Matthew Richardson, and Robert F. Whitelaw
Risk, Vol. 8, No. 9, pp. 100-101, September 1995. Reprint in “VAR: Understanding and Applying Value-at-Risk” (Risk Publications, London, England), 1997. Reprint in Internal Modeling and CADII: Qualifying and Quantifying Risk within a Financial Institution (Risk Books, London, England). 1999.
With Matthew Richardson, Richard Stanton and Robert Whitelaw
Journal of Derivatives, 1995, vol. 2/4, pp. 60-77.
With Robert Whitelaw
Journal of Fixed Income, 1991, vol. 1/2, pp. 52-59.
Working Papers
With Matthew Richardson, Ashwin Thapar and Franklin Wang
With Matthew Richardson, Ashwin Thapar and Franklin Wang
With Ronen Israel and Matthew Richardson
With Jordan Brooks, Matthew Richardson and Zhikai Xu
Permanent Working Papers
With Matthew Richardson, Richard Stanton and Robert Whitelaw
Working Paper, 2004
With Patrick McAllister, Matthew Richardson and Robert Whitelaw
Working Paper, 2003.
With Matthew Richardson, Tom Smith and Robert Whitelaw
Working Paper, 1999.
With Matthew Richardson, Richard Stanton and Robert Whitelaw
Working Paper, 1999.
Books
With Linda Allen and Anthony Saunders
Blackwell Publishing, 2004
Book Chapters
With Christopher Downing, Matthew Richardson, Richard Stanton and Robert Whitelaw
In Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson (eds.), Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle, Oxford University Press, New York. 2010.
With Matthew Richardson, Richard Stanton and Robert Whitelaw,
2000, in Narasimhan Jegadeesh and Bruce Tuckman (eds.), Advanced Fixed-Income Valuation Tools, John Wiley & Sons, New York.
With Dong Hyun Ahn, Matthew Richardson, and Robert Whitelaw
Emerging Market Capital Flows (Kluwer Academic Publishers, Dordrecht, Netherlands), 1998.