Meet MIT Sloan’s 11 new faculty members
The new professors bring interest and instruction in machine learning, human behavior, industrial organization, and more.
Faculty
Eben Lazarus is the Judy C. Lewent (1972) and Mark Shapiro Career Development Assistant Professor of Finance and an Assistant Professor of Finance at the MIT Sloan School of Management.
His research focuses on asset pricing, macroeconomics, and time-series econometrics. In particular, his current work applies economic theory to study empirical questions related to individuals’ beliefs and risk preferences as expressed in asset prices. His work has also considered econometric theory in time-series settings with serially correlated and heteroskedastic data.
He received a BA in economics from the University of Pennsylvania and a PhD in economics from Harvard University.
Current Research Focus: Lazarus’s research focuses on portfolio choice, asset pricing, and statistical and econometric methods. His recent research includes work on the fundamental determinants of stock prices and expected returns, as well as multiple ongoing projects considering how to measure different features of investors’ beliefs using derivatives prices.
Augenblick, Ned and Eben Lazarus, MIT Sloan Working Paper 6788-22. Cambridge, MA: MIT Sloan School of Management, August 2022. Download Paper.
Gormsen, Niels J. and Eben Lazarus. Journal of Finance. Forthcoming. Download Paper.
Ned Augenblick, Eben Lazarus, and Michael Thaler, MIT Sloan Working Paper 6830-22. Cambridge, MA: MIT Sloan School of Management, March 2023. Download Paper.
Lazarus, Eben, MIT Sloan Working Paper 5766-18. Cambridge, MA: MIT Sloan School of Management, November 2022. Download Paper.
Gandhi, Mihir, Niels J. Gormsen, and Eben Lazarus, MIT Sloan Working Paper 6641-21. Cambridge, MA: MIT Sloan School of Management, July 2022.
Lazarus, Eben Daniel J. Lewis, and James H. Stock. Econometrica Vol. 89, No. 5 (2021): 2497-2516. Online Appendix. Download Paper.
The new professors bring interest and instruction in machine learning, human behavior, industrial organization, and more.