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.
With Dong-Hyun Ahn, Matthew Richardson and Robert Whitelaw
Review of Financial Studies, 2002, Vol. 15, No. 2, pp. 655-689.
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
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 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.
Permanent Working Papers
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.