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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 Bhamra,
Lars-Alexander Kuehn,
and Ilya A. Strebulaev
“The Aggregate Dynamics of Capital Structrure and Macroeconomic Risk”
Review of Financial Studies, forthcoming
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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”
Review of Financial Studies, forthcoming
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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, Vol. 22, 2009, 2303-2330.
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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
and Ilya Strebulaev
“The E ffects of Rare Economic Crises on Credit Spreads
and Leverage” (2010)
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Harjoat Bhamra
and Raman Uppal
“How Does Heterogeneity in Recursive Preferences Affect Asset Prices?” (2009)
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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
“Asset Pricing when International Stock Markets are Partially Integrated” (2005)
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