Cornell University The Johnson School at Cornell University
David  Weinbaum

David Weinbaum

Assistant Professor of Finance
PhD, Stern

Professor Weinbaum's primary research interests are in asset pricing. His current projects involve an analysis of the impact of director ownership on mutual fund performance, an examination of the effect of CEO perquisite disclosure on firm value, and an investigation of the information content of option prices for future stock returns. He holds an MSc in finance from Lancaster University in the UK and a PhD from NYU Stern. Professor Weinbaum has published in several journals and his research has been cited in major newspapers such as The Wall Street Journal and the Financial Times. He is the winner of the 2001 award for best paper in the area of investments from the American Association of Individual Investors and the 2007 Crowell third prize from PanAgora Asset Management. His teaching interests include financial markets, investments, and valuation. In 2007, the graduating EMBA class of the Johnson School selected him to receive the Globe Award for excellence in teaching. He worked as a swap trader at BNP Paribas before focusing on finance at the doctoral level.

Professor Weinbaum's vita


Selected Publications

"Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry," with Martijn Cremers, Joost Driessen and Pascal Maenhout, Journal of Financial and Quantitative Analysis. Forthcoming.

"A Conditional Extreme Value Volatility Estimator based on High Frequency Returns," with Turan Bali, Journal of Economic Dynamics and Control, 31, February 2007, pp. 361-397.


dw85@cornell.edu
375 Sage Hall
Johnson Graduate School of Management
Cornell University
Ithaca, NY 14853-6207
607-255-1295