Research Centers & Faculty Publications Making Impact
Our faculty pursue solutions to the world's most significant challenges through their research and collaborations. We have built Centers and Labs to bridge academia and industry promoting research with the greatest impact in the application of finance.
Research Centers
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CFI Consumer Finance Initiative
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Finance and Policy Golub Center for Finance and Policy
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MIT LFE MIT Laboratory for Financial Engineering
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CEEPR MIT Center for Energy and Environmental Policy Research
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CSAIL MIT Computer Science and Artificial Intelligence Laboratory
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MIT ORC MIT Operations Research Center
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Trust Center for MIT Entrepreneurship Entrepreneurship at MIT
Featured Faculty Publications and Working Papers
Paul Asquith
Gordon Y Billard Professor of Finance
Featured Publications
Asquith, Paul, and Lawrence A. Weiss. Hoboken, New Jersey: John Wiley & Sons, Inc., 2019.
Weiss, Lawrence A. and Paul Asquith. Cambridge, MA: CreateSpace Independent Publishing Platform, 2014.
Asquith, Paul, Andrea Au, Thomas Covert and Parag Pathak. Journal of Financial Economics Vol. 107, No. 1 (2013): 155-182.
Hui Chen
Nomura Professor of Finance
Featured Publications
Chen, Hui, Scott Joslin, and Sophie Ni. Review of Financial Studies Vol. 32, No. 1 (2019): 228-265. Download Paper.
Chen, Hui, Rui Cui, Zhiguo He, and Konstantin Milbradt. Review of Financial Studies Vol. 31, No. 3 (2018): 852-897. Appendix. Download Paper.
John C. Cox
Professor Emeritus, Finance
Featured Publications
Cox, John C. Journal of Portfolio Management Vol. 23, No. 5 (1996): 15-17.
Cox, John C. and Chi-fu Huang. Journal of Economic Dynamics and Control Vol. 16, No. 3-4 (1992): 491-507.
Cox, John C. and Chi-fu Huang. Journal of Mathematical Economics Vol. 20, No. 5 (1991): 465–487.
Maryam Farboodi
Jon D. Gruber Career Development Professor
Featured Publication
Farboodi, Maryam. Journal of Monetary Economics Vol. 89, (2017): 68-70.
Leonid Kogan
Nippon Telegraph & Telephone Professor of Management
Featured Publications
Kogan, Leonid, Dimitris Papanikolaou, and Noah Stoffman. Journal of Political Economy Vol. 128, No. 3 (2020): 855-906. Online Appendix. SSRN.
Dou, Winston Wei, Leonid Kogan, and Wei Wu. The Journal of Finance. Forthcoming.
Chen, Hui, Winston Dou, and Leonid Kogan. The Journal of Finance: 60. Forthcoming. SSRN. Online Appendix.
Tong Liu
Judy C. Lewent (1972) and Mark Shapiro Career Development Assistant Professor of Finance
Featured Publications
Liu, Tong, MIT Sloan Working Paper 6736-21. Cambridge, MA: MIT Sloan School of Management, December 2021.
Li, Xuelin, Tong Liu, and Lucian A. Taylor, MIT Sloan Working Paper 6738-19. Cambridge, MA: MIT Sloan School of Management, October 2021.
Andrew W. Lo
Charles E. and Susan T. Harris Professor
Featured Publications
Wong, Chi Heem, Kien Wei Siah, and Andrew W. Lo. Biostatistics Vol. 20, No. 2 (2019): 273-286.
Cao, Charles, Bing Liang, Andrew W. Lo, and Lubomir Petrasek. Review of Asset Pricing Studies Vol. 8, No. 1 (2018): 77-116. SSRN Preprint.
Deborah J. Lucas
Sloan Distinguished Professor of Finance
Featured Publications
Lucas, Deborah J., MIT Sloan Working Paper 5400-17. Cambridge, MA: MIT Sloan School of Management, December 2019.
Lucas, Deborah J., MIT Sloan Working Paper 5399-17. Cambridge, MA: MIT Sloan School of Management, October 2017.
Lucas, Deborah J., MIT Sloan Working Paper 5402-17. Cambridge, MA: MIT Sloan School of Management, September 2017.
Robert C. Merton
School of Management Distinguished Professor of Finance
Featured Publications
Merton, Robert C., and Richard T. Thakor. Journal of Financial Intermediation Vol. 39, (2019): 4-18. SSRN Preprint.
Merton, Robert C., and Arun Muralidhar. Investments and Pensions Europe, April 2017.
Merton, Robert C., Arun S. Muralidhar. Industry Voices, Plansponsor, February 8, 2017.
Lira Mota
Class of 1958 Career Development Assistant Professor
Featured Publications
Darmouni, Olivier and Lira Mota, MIT Sloan Working Paper 6725-20. Cambridge, MA: MIT Sloan School of Management, April 2022.
Mota, Lira, MIT Sloan Working Paper 6724-21. Cambridge, MA: MIT Sloan School of Management, March 2021.
Stewart Myers
Robert C. Merton (1970) Professor of Financial Economics, Emeritus
Featured Publications
Erel, Isil, Stewart Myers and James A. Read, Jr. Journal of Financial Economics Vol. 118, No. 3 (2015): 620-635.
Myers, Stewart. Annual Review of Financial Economics Vol. 7, (2015): 1-34.
Myers, Stewart. Boston, MA: Irwin/McGraw-Hill, 2013.
Christopher J. Palmer
Albert and Jeanne Clear Career Development Professor
Featured Publications
Di Maggio, Marco, Amir Kermani, and Christopher John Palmer. Review of Economic Studies Vol. 87, No. 3 (2020): 1498-1528. Pre-publication Version. Appendix. Data and Code. Slides. VoxEU. Forbes. NBER Digest. MIT News.
Jonathan A. Parker
Robert C. Merton (1970) Professor of Financial Economics
Featured Publications
Parker, Jonathan A. American Economic Journal: Macroeconomics Vol. 9, No. 4 (2017): 153-183. Publisher Page. Online appendix.
Fishman, Michael J., and Jonathan A. Parker. The Review of Financial Studies Vol. 28, No. 9 (2015): 2575-2607. Download Paper.
Brunnermeier, Markus K. and Jonathan A. Parker. American Economic Review Vol. 95, No. 4 (2005): 1092-1118. JSTOR.
Lawrence D.W. Schmidt
Victor J. Menezes (1972) Career Development Assistant Professor of Finance
Featured Publications
Schmidt, Lawrence D. W., Allan Timmermann, and Russ Wermers. American Economic Review Vol. 106, No. 9 (2016): 2625-2657. Author Disclosures. Appendix. Data Set.
Schmidt, Lawrence D.W., MIT Sloan Working Paper 5500-16. Cambridge, MA: MIT Sloan School of Management, March 2022.
Beare, Brendan K., and Lawrence D. W. Schmidt. Journal of Applied Econometrics Vol. 31, No. 2 (2016): 338-356. Supplement.
Antoinette Schoar
Professor, Finance
Featured Publications
Bruhn, Miriam, Dean Karlan, and Antoinette Schoar. Journal of Political Economy Vol. 126, No. 2 (2018): 635-687.
Lerner, Josh, Antoinette Schoar, Stanislav Sokolinski, and Karen Wilson. Journal of Financial Economics Vol. 127, No. ` (2018): 1-20.
Adelino, Manuel, Antoinette Schoar, and Felipe Severino. Review of Financial Studies Vol. 29, No. 7 (2016): 1635-1670.
Kerry Y. Siani
Class of 1958 Career Development Assistant Professor
Featured Publications
Olivier Darmouni and Kerry Siani. Center for Economic and Policy Research Press Discussion Paper No. 17191.
David Thesmar
Franco Modigliani Professor of Financial Economics
Featured Publications
Bouchaud, Jean-Philippe, Philipp Krueger, Augustin Landier, and David Thesmar. Journal of Finance Vol. 74, No. 2 (2019): 639-674. Download Paper.
Fraisse, Henri, Mathias LÉ, and David Thesmar. Management Science Vol. 66, No. 1 (2020): 5-23. Supplement. Download Paper.
Perignon, Christophe, David Thesmar, and Guillaume Vuillemey. Journal of Finance Vol. 73, No. 2 (2018): 575-617. Download Paper.
Adrien Verdelhan
Stephens Naphtal Professor of Finance
Featured Publications
Du, Wenxin, Alexandre Tepper, and Adrian Verdelhan. Journal of Finance Vol. 73, No. 3 (2018): 915-957. Appendix. Download Paper.
Verdelhan, Adrien. Journal of Finance Vol. 73, No. 1 (2018): 375-418. SSRN Preprint.
Lustig, Hanno, Nick Roussanov and Adrien Verdelhan. Review of Financial Studies Vol. 24, No. 11 (2011): 3731-3777. Download Paper.
Emil Verner
Associate Professor, Finance
Featured Publications
View full bio
Jiang Wang
Mizuho Financial Group Professor
Featured Publications
Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke. Management Science. Forthcoming.
Hu, Grace Xing, Jun Pan, and Jiang Wang. Journal of Financial Economics Vol. 126, No. 2 (2017): 399-421. Download Paper.
Kogan, Lenoid, Stephen Ross, Jiang Wang, and Mark Westerfield. Journal of Economic Theory Vol. 168, (2017): 209-236.
Haoxiang Zhu
Gordon Y Billard Professor of Finance
Featured Publications
Zhu, Haoxiang, and Songzi Du. Journal of Finance Vol. 27, No. 6 (2017): 2589-2628. SSRN Preprint. Appendix.
Song, Zhaogang and Haoxiang Zhu. Review of Financial Studies Vol. 32, No. 8 (2019): 2955-2996. SSRN Preprint.
Yang, Liyan, and Haoxiang Zhu. Journal of Finance Vol. 72, No. 6 (2017): 2759-2772. SSRN Preprint.
Egor Matveyev
Senior Lecturer and Research Scientist in Finance
Featured Publications
Lyandres, Evgeny, Egor Matveyev, and Alexei Zhdanov, MIT Sloan Working Paper 5235-17. Cambridge, MA: MIT Sloan School of Management, April 2017.
Matveyev, Egor, Working Paper. December 2016.
Matthew Rhodes-Kropf
Visiting Associate Professor, Finance
Featured Publications
Nanda, Ramana and Matthew Rhodes-Kropf. Management Science Vol. 63, No. 4 (2017): 901-918.
Nanda, Ramana, and Matthew Rhodes-Kropf. In Innovation Policy and the Economy, Vol. 16, 1-23. Chicago, IL: University of Chicago Press, 2016.
Ramana Nanda and Matthew Rhodes-Kropf. In Moving to the Innovation Frontier, edited by Christian Keuschnigg. Washington, DC: March 2016.