1050581992749

Michael Brandt

Kalman J. Cohen Professor

Academic Areas: Finance
Phone Number: (919) 660-1948

Teaching / Research Interests

Asset Allocation, Risk Management, Investments, Derivatives, Fixed Income Securities, Empirical and Theoretical Asset Pricing, Financial Econometrics

Mailing Information

Duke University: The Fuqua School of Business
100 Fuqua Drive
Durham, NC 27708

Bio

Michael W. Brandt, Kalman J. Cohen Professor of Business Administration; Ph.D. Finance (University of Chicago), M.B.A. (University of Chicago), M.Sc . Economics (London School of Economics). 

Professor Brandt conducts empirical and theoretical research in finance. His current work focuses on real-time processing of macroeconomic data by financial markets. He also works on quantitative portfolio management, risk management, currency and fixed income markets, and financial econometrics. Professor Brandt's research has appeared in leading academic journals, including the American Economic Review, Journal of Business, Journal or Finance, Journal of Financial Economics, Journal of Monetary Economics, and Review of Financial Studies. He served as co-editor of the Review of Finance, the official journal of the European Finance Association, and as associate editor of the Journal of Finance, the official journal of the American Finance Association. He is a Faculty Research Associate of the National Bureau of Economic Research (NBER). Prior to joining Fuqua in 2003, Professor Brandt was at the Wharton School of the University of Pennsylvania for six years.