马克鲁宾斯坦
马克·鲁宾斯坦(Mark Rubinstein)——美国著名金融学家
马克·鲁宾斯坦在金融界享有盛誉.他对金融衍生品和资产定价颇有研究,著有《期权市场》,对期权定价做出过重大贡献,并获奖无数。鲁宾斯坦现任加州大学伯克利分校哈斯商学院的应用投资分析专业教授,近年来由实践研究转向了总结。其独著和合著的出版物包括《选择权市场》(Options Markets)、《衍生性交易工具》(Derivatives: A PowerPlus Picture Book)、《鲁宾斯坦论金融衍生工具》。
At Haas since 1972
- 2006 - present Professor of Finance
- 1995 - 2006 Paul Stephens Professor of Applied Investment Analysis, Haas School of Business, UC Berkeley
- 1980 - 1995 Full Professor, Haas School of Business, UC, Berkeley
- 1989 - 1995 Director, SuperShare Services Corporation
- 1984 - 1995 Director, Leland O'Brien Rubinstein Associates
- 1981 - 1984 Founding Principal and Executive Vice-President, Leland O'Brien Rubinstein Associates
- 1976 - 1980 Associate Professor, Haas School of Business, UC, Berkeley
- 1975 - 1976 Assistant Professor, Haas School of Business, UC, Berkeley
- 1975 - 1975 Visiting Assistant Professor, University of Washington
- 1972 - 1975 Assistant Professor, Haas School of Business, UC, Berkeley
- 1970 - 1972 Teaching Associate, University of California, Los Angeles
External Service and Assignments
- Associate Editor: Journal of Portfolio Management, Financial Analysts Journal, Journal of Derivatives, Journal of RISK.
- Advisory Board, Journal of Investment Management.
Current Research and Interests
- The history of the theory of investments
- Christianity
Selected Papers and Publications
- A History of the Theory of Investments: My Annotated Bibliography, published by Wiley, March 2006.
- Great Moments in Financial Economics: IV. The Fundamental Theory, Part II, first quarter 2006.
- Great Moments in Financial Economics: IV The Fundamental Theory, Part I, fourth quarter 2005.
- "Recovering Probabilities and Risk Aversion from Options Prices and Realized Returns" (with Jens Jackwerth) in The Legacy of Fischer Black, edited by Bruce Lehman, Oxford University Press, April 2004.
- Great Moments in Financial Economics: III. Short-Sales and Stock Prices, Journal of Investment Management, first quarter 2004.
- All in All, It's Been a Good Life, in The Growth of Modern Risk Management: A History, Risk Books, July 2003.
- Great Moments in Financial Economics: I. Present Value, Journal of Investment Management, first quarter 2003; II. Modigliani-Miller Theorem, Journal of Investment Management, second quarter 2003.
- MFE230A: Fundamentals of Financial Economics
- MFE230C: Derivatives: Economic Concepts
- UGBA103: Introduction to Finance
- UGBA39D: How Christianity became the World's Dominant Religion
- Financial Analysts Foundation Graham and Dodd Plaque Award for the best paper to appear in the Financial Analysts Journal during 2001
- Earl F. Cheit Teaching Award (MFE, 2003)
- CBOE Pomerance Prize for Excellence in Options Research for "Option Pricing: A Simplified Approach" (awarded jointly with John Cox and Stephen Ross), 1978
- Institute for Quantitative Research in Finance (third prize) for "Tests of Alternative Option Pricing Formulas", 1982
- Biennial Leo Melamed Prize for Options Markets (co-authored with John Cox) awarded by the editors of the Journal of Business for the most significant published work by a faculty member of a school of business, 1984-85
- Institute for Quantitative Research in Finance (first prize) for "Alternative Paths to Portfolio Insurance", 1985
- Financial Analysts Foundation Graham and Dodd Plaque Award for excellence in financial writing awarded by the Financial Analysts Journal, 1985
- Institute for Quantitative Research in Finance (third prize) for "Derivative Assets Analysis", 1987
- Named "Businessman of the Year" (one of 12) by Fortune magazine (December), 1987
- Financial Analysts Foundation Graham and Dodd Scroll Award for excellence in financial writing awarded by the Financial Analysts Journal, 1988
- Financial Analysts Foundation Graham and Dodd Scroll Award for excellence in financial writing awarded by the Financial Analysts Journal, 1989
- Financial Engineer of the Year Award awarded by the International Association of Financial Engineers, 1995
- Institute for Quantitative Research in Finance (first prize) for "Recovering Probability Distributions from Option Prices", 1996