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, Forthcoming

With Matthew Richardson and Robert Whitelaw

Journal of Financial and Quantitative Analysis, 2016, Vol. 51, No. 3, pp. 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.

Interdisciplinary Center Herzliya

© 2019 by Jacob Boudoukh

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