Author Details

Stefan Nagel

Fama Family Professor of Finance; University of Chicago's Booth School of Business

Stefan Nagel is the Fama Family Professor of Finance at the University of Chicago, Booth School of Business. He is also a research associate at the National Bureau of Economic Research (Cambridge, MA) and a research fellow at the Centre of Economic Policy Research (London, UK). Before joining the University of Chicago in 2017, Professor Nagel taught at the University of Michigan, Stanford University, and Harvard University. He obtained his Ph.D. in Finance at the London Business School.  He currently serves as the Executive Editor of the Journal of Finance, one of the leading academic finance journals in the world. Previously, he was an editor at the Review of Financial Studies from 2014-2015.

Nagel’s research focuses on asset pricing, investor behavior, and risk-taking of financial intermediaries. His most recent work explores the role of personal experiences in shaping expectations about the macroeconomy and financial market returns, novel approaches for measurement of bank tail risk exposures, and the application of machine learning techniques to understand the risk and return of investment strategies in the stock market.

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Stefan Nagel has 2 products available, viewing 1-2.

Hedging at Porsche
Porsche is taking in more money from its options strategies than it is from the sale of cars. Some of the earnings are on foreign exchange options, but a significant…
Publication Date: 08/06/2015 Product ID: 1-430-440
From Free Lunch to Black Hole: Credit Default Swaps at AIG
It is July of 2007 and Alan Frost, executive vice president for AIG Financial Products (AIGFP) has just received a heads up on a margin call from Goldman Sachs. The…
Publication Date: 08/06/2015 Product ID: 1-430-441