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Biography
Education
Ph.D., Carnegie-Mellon University, 1978; M.S., Carnegie-Mellon University, 1975; B. Tech Electrical Engineering, Indian Institute of Technology, 1972; St. Stephen's College, University of Delhi, 1966-1967.
Recent Consulting
Vega Asset Management, New York: Advisor for Quantitative Strategies; HFR Asset Management: Member Index Committee; Sonnenschein, Nath & Rosenthal, Chicago: Expert Testimony for IPO Valuation.
Current Projects
"Recursive Competitive Equilibrium," forthcoming in the New Palgrave Dictionary of Economics, 2nd Edition, Macmillan.
Academic Positions
Arizona State University: 2008-present. Previous Appointments: University of California, Santa Barbara, Massachusetts Institute of Technology, University of California, Santa Barbara, Columbia University.
Career and Recent Professional Awards; Teaching Awards
Keynote Speaker, Norwegian School of Economics, 2007; Keynote Address, Brazilian Finance Association, 2005; Scott Scheon Fellow, Yale University, 2005.
Professional Leadership and Service
Editorial Board; Annals of Finance 2004-present. Editor; Journal of Economic Dynamics and Control, Special Issue on Finance, Journal of Economic Dynamics and Control, Finance 2000: New Paradigms in Finance.
Representative Publications
"On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk," Journal of Financial and Quantitative Analysis, July, 1978, pp. 227-244.
"Recursive Competitive Equilibrium: The Case of Homogeneous Households," (with E.C. Prescott), Econometrica, 48, September, 1980, pp. 1365-1379.
"Stochastic Growth with Correlated Production Shocks," (with J.B. Donaldson), Journal of Economic Theory, 29, April, 1983, pp. 282-312.
