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Harjoat S. Bhamra
MA (Cantab), Ph.D. (London Business School)
Assistant Professor
| Office:
| Henry Angus 860 | | Phone:
| +1-604-822-3314 | | Fax:
| +1-604-822-4695 | | Email:
| <
harjoat.bhamra at sauder.ubc.ca
> |
University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2
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Curriculum Vitae
Personal Homepage
Research Interests
Asset Pricing with Incomplete Markets, Recursive Utility, International Finance, Credit Risk and Capital Structure
Teaching
International Finance
Selected Publications
Harjoat S. Bhamra
and Raman Uppal
“The Effect of Introducing a Non-Redundant Deerivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion”
Review of Financial Studies, forthcoming
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Harjoat S. Bhamra
and Raman Uppal
“The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choice with Recursive Utility”
Journal of Economic Dynamics and Control, Vol. 30, 2006, 967-991.
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Harjoat S. Bhamra
“Imitation in Financial Markets”
International Journal of Theoretical and Applied Finance, Vol. 3, 2000, 473-478.
Working Papers
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Harjoat Bhamra
“Stock Market Liberalization and the Cost of Capital in Emerging Markets” (2007)
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Harjoat S. Bhamra,
Lars-Alexander Kuehn,
and Ilya A. Strebulaev
“The Levered Equity Risk Premium and Credit Spreads: A Unified Framework” (2007)
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Harjoat S. Bhamra
“Asset Pricing when International Stock Markets are Partially Integrated” (2005)
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