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Alan Kraus
BA (Cornell), MBA (Stanford), PhD (Cornell)
Perigee Professor of Finance
Professor
| Office:
| Henry Angus 878 | | Phone:
| +1-604-822-8342 | | Fax:
| +1-604-822-4695 | | Email:
| <
alan.kraus 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
Research Interests
Research Interests include Pricing of Risky Securities, Models of Capital Market Equilibrium, Choice under Uncertainty, and Economics of Information.
Selected Publications
Alan Kraus
and Amir Rubin
“Reducing Managers' Incentives to Cannibalize: Managerial Stock Options when Shareholders are Diversified”
Journal of Financial Intermediation, Aug. 2009
Burton Hollifield
and Alan Kraus
“Defining Bad News: Changes in Return Distributions that Decrease Risky Asset Demand”
Management Science, Jul. 2009, 1227-1236
Alan Kraus
and Jacob Sagi
“Asset Pricing with Unforeseen Contingencies”
Journal of Financial Economics, Nov. 2006, 417-453
Alan Kraus
and Jacob Sagi
“Inter-temporal Preference for Flexibility and Risky Choice”
Journal of Mathematical Economics, Feb. 2006, 696-709
Amir Barnea,
Robert Heinkel,
and Alan Kraus
“Green Investors and Corporate Investment”
Structural Change and Economic Dynamics, Vol. 16, 2005, 332-346.
Alan Kraus
and Amir Rubin
“The Effect of Short Sale Constraint Removal on Volatility in the Presence of Heterogeneous Beliefs”
International Review of Finance, Vol. 4, 2003, pp. 171-188.
Robert Heinkel,
Alan Kraus,
and Josef Zechner
“The Effect of Green Investment on Corporate Behavior”
Journal of Financial and Quantitative Analysis, Vol. 36, 2001, 431-449.
