Kenneth Singleton
   HOME

TheInfoList



OR:

Kenneth Jan Singleton (born 1951) is an American economist. He is a leading figure in empirical
financial economics Financial economics is the branch of economics characterized by a "concentration on monetary activities", in which "money of one type or another is likely to appear on ''both sides'' of a trade".William F. Sharpe"Financial Economics", in Its co ...
, and a faculty member at
Stanford University Leland Stanford Junior University, commonly referred to as Stanford University, is a Private university, private research university in Stanford, California, United States. It was founded in 1885 by railroad magnate Leland Stanford (the eighth ...
. As the Adams Distinguished Professor of Management, emeritus at
Stanford Graduate School of Business The Stanford Graduate School of Business is the Postgraduate education, graduate business school of Stanford University, a Private university, private research university in Stanford, California. For several years it has been the most selective ...
, Singleton teaches a variety of degree courses in finance. Singleton received a BA in mathematics from Reed College in 1973, and went on to complete his PhD in economics from the University of Wisconsin-Madison. His recent research in econometric methods for estimation and testing of dynamic asset pricing models has been highly influential in academic circles. He is the author of Credit Risk with
Darrell Duffie James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business. He is the author of numerous research articles, and several books, includ ...
and a new book titled Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. He has coauthored significant academic papers with
Lars Peter Hansen Lars Peter Hansen (born 26 October 1952 in Urbana, Illinois) is an Americans, American economy, economist. He is the David Rockefeller Distinguished Service Professor in Economics, Statistics, and the Booth School of Business, at the Universi ...
,
Darrell Duffie James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business. He is the author of numerous research articles, and several books, includ ...
, Jun Pan and Qiang Dai. Ken's research interests are in econometric methods for estimation and testing of dynamic asset pricing models; modeling of term structures of government and defaultable bond yields; measuring and managing market, credit and liquidity risks; and debt financing in emerging economies. He is Adams Distinguished Professor of Management I, Codirector of the Credit Risk Executive Program with
Darrell Duffie James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business. He is the author of numerous research articles, and several books, includ ...
, and a Member of the Consortium on Financial Systems and Poverty. Among various consulting and advisory relationships with industry, he is senior scientist for Financial Crossing, a Palo Alto start-up developing liability management and mortgage advice software. His professional awards include the Smith Breeden Distinguished Paper Prize from the ''
Journal of Finance ''The Journal of Finance'' is a peer-reviewed academic journal published by Wiley-Blackwell on behalf of the American Finance Association. It was established in 1946. The editor-in-chief is Antoinette Schoar. According to the ''Journal Citation R ...
'', the
Frisch Medal The Frisch Medal is an award in economics given by the Econometric Society. It is awarded every two years for empirical or theoretical applied research published in ''Econometrica'' during the previous five years. The award was named in honor of Ra ...
from the
Econometric Society The Econometric Society is an international society of academic economists interested in applying statistical tools in the practice of econometrics. It is an independent organization with no connections to societies of professional mathematicians o ...
, the Stephen A. Ross Prize in Financial Economics, and the Irving Fisher Dissertation Award. He was named fellow of the
Econometric Society The Econometric Society is an international society of academic economists interested in applying statistical tools in the practice of econometrics. It is an independent organization with no connections to societies of professional mathematicians o ...
in 1988 and of the ''
Journal of Econometrics The ''Journal of Econometrics'' is a monthly peer-reviewed academic journal covering econometrics. It was established in 1973. The editors-in-chief are Michael Jansson (University of California Berkeley) and Aureo de Paula (University College Lon ...
'' in 1998, and has been a research associate at the
National Bureau of Economic Research The National Bureau of Economic Research (NBER) is an American private nonprofit research organization "committed to undertaking and disseminating unbiased economic research among public policymakers, business professionals, and the academic co ...
since 1982. In 1991–92, he was a vice president in the Fixed Income Research department of
Goldman Sachs The Goldman Sachs Group, Inc. ( ) is an American multinational investment bank and financial services company. Founded in 1869, Goldman Sachs is headquartered in Lower Manhattan in New York City, with regional headquarters in many internationa ...
, Asia while on leave from Stanford. He was the special advisor to the chief economist at the
IMF The International Monetary Fund (IMF) is a major financial agency of the United Nations, and an international financial institution funded by 191 member countries, with headquarters in Washington, D.C. It is regarded as the global lender of la ...
in 2009 during the global crisis. Ken was the president of the Society for Financial Studies from 2011 to 2012 and was the editor-in-chief of the ''
Journal of Finance ''The Journal of Finance'' is a peer-reviewed academic journal published by Wiley-Blackwell on behalf of the American Finance Association. It was established in 1946. The editor-in-chief is Antoinette Schoar. According to the ''Journal Citation R ...
'' from 2012 to 2016. He is the co-founder and President of 1 Grain to 1000 Grains, a nonprofit that provides healthful eating and financial planning programming for families in low-income communities.


Bibliography

* * *


External links


Stanford Webpage
* * {{DEFAULTSORT:Singleton, Kenneth 1951 births 21st-century American economists American financial economists Stanford University Department of Economics faculty Stanford University Graduate School of Business faculty Carnegie Mellon University faculty University of Virginia faculty University of Wisconsin–Madison alumni Reed College alumni Fellows of the Econometric Society The Journal of Finance editors Living people Presidents of the American Finance Association Goldman Sachs people