Redouane Elkamhi
Bio
Redouane Elkamhi is an Associate Professor of Finance at Rotman. His research is focused on theoretical and empirical asset pricing. His recent work has been published in leading finance journals. He teaches in specialized programs such as Master of Finance, Master of Financial Risk Management as well as MBA, PhD, and undergraduate programs. Since 2014, he has spearheaded research work and seminars in blockchain technologies, token economics, and decentralized finance. He is also affiliated with the Rotman Financial Innovation Hub.
Academic Positions
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2017 -
Associate Professor, Rotman School of Management, University of Toronto
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2011 - 2017
Assistant Professor, Rotman School of Management, University of Toronto
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2008 - 2011
Assistant Professor, Tippie Business School, The University of Iowa
Non-Academic Positions
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1998 - 2003
Electrical Engineer, ONA/Alwataniya
Selected Publications - Papers
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with J. Bae
Management science, forthcoming
2021
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with J. Lee and S. Sadik
Journal of Portfolio Management
2021
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with J. Lee and M. Salerno
R&R at Journal of Portfolio Management
2021
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with J. Lee and M. Salerno
Working paper
2021
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with S. Davydenko and M. Salerno
Working paper
2021
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with C. Jo and Y. Nozawa
Working paper
2021
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with C. Jo and M. Salerno
Working paper
2021
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with M. Salerno
Working paper
2021
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with Y. Nozawa
R&R at Journal of Financial Economics
2020
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with R. Li and Y. Nozawa
Working paper
2020
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Business Cycles and the Bankruptcy Code: A Structural Approach
with Y. Nozawa and M. Salerno
Working paper
2020
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Non-fundamental Uncertainty in Crypto-assets on Public Blockchains
with S. Ersoy
Working paper
2020
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The Composition of Market Participants and Asset dynamics
with C. Jo
Working paper
2020
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Countercyclical Stockholders’ Consumption Risk and Tests of Conditional CCAPM
with C. Jo
Working paper
2020
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The Jury is Still Out On the Performance of Naive Diversification (1/N rule)
with C. Jo and M. Salerno
Working paper
2020
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with J. Bae and M. Simutin
Journal of Finance
2019
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with D. Du and J. Ericsson
Journal of Finance
2019
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with H. Doshi and C. Ornthanalai
Journal of Financial and Quantitative Analysis
2018
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with P. Christoffersen and D. Du
Management Science
2017
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with M. Billett, L. Popov, and R. Pungaliya
Journal of Financial and Quantitative Analysis
2016
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with L. Cen, S. Dasgupta, and R. Pungaliya
Review of Finance
2016
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with H. Doshi and M. Simutin
Review of Asset Pricing Studies
2015
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with M. Billett and I. Floros
Journal of Financial Intermediation
2015
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with D. Stefanova
Review of Financial Studies
2015
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with M. Billett, D. Mauer, and R. Pungaliya
Working paper
2015
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with L. Popov and R. Pungaliya
Working paper
2015
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with R. Pungaliya and A. Vijh
Management Science
2014
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with K. Jacobs and X. Pan
Journal of Financial and Quantitative Analysis
2014
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with J. Ericsson and C. Parsons
Journal of Financial Economics
2012
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with J. Ericsson and H. Wang
Journal of Futures Markets
2012
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with D. Du
Working paper
2012
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with P. Christoffersen, B. Feunou, and K. Jacobs
Review of Financial Studies
2010
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with H. Doshi and J. Ericsson
R&R (2nd round) at Management Science
2008
Research and Teaching Interests
Theoretical and empirical asset pricing with special interests in credit and option markets.
Honors and Awards
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2019
The Roger Martin Excellence in Research Award,
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2016
Best Paper Award, Review of Asset Pricing Studies
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2016
2nd Best Paper Award, French Finance Association (AFFI) Meetings
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2009- 2011
Old Gold, University of Iowa
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2010
Junior Faculty Research Award, University of Iowa
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2010
Best Paper Award, HEC/IFM2 Conference, HEC, Montreal
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2008
Best Paper Award, Global Association of Risk Professionals (GARP)