Richard Roll

Richard Roll ( born October 31, 1939) is an American economist and university professor.

Career, teaching and research

Roll studied aeronautical engineering at Auburn University, which he left in 1961 as a bachelor. He then worked for Boeing in Seattle. At the local University of Washington, he graduated in 1963 as an MBA. At the Graduate School of Business, University of Chicago, he completed his Ph.D. degree until 1968. Its under the title: published "The Behavior of Interest Rates on Application of the Efficient Market Model to U.S. Treasury Bills " thesis in 1969 awarded the Irving Fisher Prize for the best dissertation in economics.

After completing his training roll took a position as Assistant Professor true at Carnegie Mellon University. In 1973 he became a professor at the European Institute for Advanced Studies in Management in Brussels, before he moved on in 1975 to the Institut supérieur des affaires to Jouy -en- Josas near Paris. A year later, he returned to his homeland and joined the Faculty of Economics at UCLA. In addition to his scientific work, he also worked as a consultant as well as in the banking sector. In addition, he was also involved in various scientific organizations. In 1987 he sat as a successor of Nobel Prize winner Robert Carhart Merton of the American Finance Association, serving as the president.

Rolls scientific focus is in the area of ​​portfolio theory, investment management and corporate valuation. In numerous publications, award-winning scientists such as Nobel laureate Eugene Fama, Michael Jensen, Stephen Ross and Kenneth French, he participated as a co -author.

Works

The following list provides some common publish books rolling again, he has also written numerous journal articles and working papers.

  • The Behavior of Interest Rates: An Application of the Efficient Market Model to U.S. Treasury Bills ( 1970)
  • Systems Monetaire International et Risque de Change with Bruno Solnik (1978 )
  • Nominal Interest Rates and Loan Volume with Heterogeneous Beliefs (1997)
  • Common Determinants of Liquidity and Trading Activity with Tarun Chordia and Subrahmanyam Avanidhar (2001)
  • The Financial Sector in India: Emerging Issues with Rajesh Chakrabarti (2006)
Master of Business Administration Jouy-en-Josas Integrated Authority File
682572
de