Kenneth Singleton
Encyclopedia
for the American baseball player see Ken Singleton
Kenneth Jan "Ken" Singleton is an American economist. He is a leading figure in empirical financial economics
, and a faculty member at Stanford University
.
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
and a new book titled Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. He has coauthored significant academic papers with Lars Peter Hansen
, Darrell Duffie
, 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
, 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 Frisch Medal
from the Econometric Society
and the Irving Fisher Dissertation Award. He was named fellow of the Econometric Society
in 1988 and of the Journal of Econometrics in 1998, and has been a research associate at the National Bureau of Economic Research
since 1982. In 1991-92, he was a vice president in the Fixed Income Research Department of Goldman Sachs and Co. Ken is currently the president of the Society for Financial Studies and will assume to role of editor of the Journal of Finance
starting in 2012.
Ken Singleton
Kenneth Wayne Singleton is an American former professional baseball player and current television sports commentator. He played as an outfielder and designated hitter in Major League Baseball for the New York Mets, Montreal Expos, and Baltimore Orioles.-Baseball career:Born in Manhattan, New York...
Kenneth Jan "Ken" Singleton is an American economist. He is a leading figure in empirical financial economics
Financial economics
Financial Economics is the branch of economics concerned with "the allocation and deployment of economic resources, both spatially and across time, in an uncertain environment"....
, and a faculty member at Stanford University
Stanford University
The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...
.
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
Darrell Duffie
James Darrell Duffie is a Canadian economist. He is the Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business, and has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984...
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
Lars Peter Hansen is an economist at the University of Chicago.- Biography :After graduating from Utah State University and the University of Minnesota Lars Peter Hansen (b. October 26, 1952 in Champaign, Illinois) is an economist at the University of Chicago.- Biography :After graduating from...
, Darrell Duffie
Darrell Duffie
James Darrell Duffie is a Canadian economist. He is the Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business, and has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984...
, 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
Darrell Duffie
James Darrell Duffie is a Canadian economist. He is the Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business, and has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984...
, and a Member of the Consortium on Financial Systems and Poverty
Consortium on Financial Systems and Poverty
The ' is a private economic research consortium dedicated to studying the interaction of financial systems and poverty, using a variety of economic approaches in a range of developing countries....
. 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
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. Its current editors are Campbell R. Harvey and John R. Graham...
, the Frisch Medal
Frisch Medal
The Frisch Medal is an award in econometrics 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...
from the Econometric Society
Econometric Society
The Econometric Society is an international society for the advancement of economic theory in its relation with statistics and mathematics. It was founded on December 29, 1930 at the Stalton Hotel in Cleveland, Ohio....
and the Irving Fisher Dissertation Award. He was named fellow of the Econometric Society
Econometric Society
The Econometric Society is an international society for the advancement of economic theory in its relation with statistics and mathematics. It was founded on December 29, 1930 at the Stalton Hotel in Cleveland, Ohio....
in 1988 and of the Journal of Econometrics in 1998, and has been a research associate at the National Bureau of Economic Research
National Bureau of Economic Research
The National Bureau of Economic Research is an American private nonprofit research organization "committed to undertaking and disseminating unbiased economic research among public policymakers, business professionals, and the academic community." The NBER is well known for providing start and end...
since 1982. In 1991-92, he was a vice president in the Fixed Income Research Department of Goldman Sachs and Co. Ken is currently the president of the Society for Financial Studies and will assume to role of editor of the Journal of Finance
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. Its current editors are Campbell R. Harvey and John R. Graham...
starting in 2012.