Redouane Elkamhi
Bio
Redouane Elkamhi is an Associate Professor of Finance at the Rotman School of Management and the PhD Coordinator for the Finance Area. He teaches at the MBA & specialized programs as well as at the PhD program. His research has been published in leading finance journals and presented at major conferences. His research interests span Invesments, Portfolio Allocation, Fixed Income & Credit Markets, and Pension and Sovereign Funds managment. Both his research and teaching have received multiple awards.
Academic Positions
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2022-
PhD Coordinator, Finance Area, Rotman School of Management
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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 C. Jo and Y. Nozawa
Management Science
Pages: 2022
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with D. Kim and M. Salerno
Forthcoming in Management Science
2023
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with L. Popov and R. Pungaliya
Conditionally accepted at Economic Theory
2023
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with Jacky S.H. Lee and Marco Salerno
Practical applications: Portfolio Management Research
2022
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with Jacky S.H. Lee and Marco Salerno
Journal of Portfolio Management
2022
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with J. Lee and M. Salerno
Journal of Portfolio Management,
Issue: 48(2), 119-143
2022
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with J. Lee and M. Salerno
forthcoming in the Journal of Portfolio Management (Lead Article)
2022
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with Y. Nozawa
Journal of Financial Economics
Issue:Volume 146, Issue 3, Pages 1120-1147
2022
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with C. Jo
Conditionally accepted at the Journal of Financial Economics
2022
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with J. Bae
Management science, forthcoming
2021
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with S. Davydenko and M. Salerno
Working paper
2021
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with C. Jo and M. Salerno
Working paper
Issue:3th round R&R, Journal of Financial and Quantitative Analysis
2021
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with C. Jo
Working paper
2021
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with M. Salerno
Working paper
2021
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with J. Lee and S. Sadik
Journal of Portfolio Management
Issue:47(6) 89-100
2020
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with R. Li and Y. Nozawa
2th round R&R, Journal of Financial and Quantitative Analysis
2020
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with Y. Nozawa
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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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 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
Selected Publications - Books and Chapters
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C. Jo, D. Kim, and M. Salerno
Review of Corporate Finance Studies,
Issue:cfac019
2022
Research and Teaching Interests
Asset Pricing, Fixed Income and Credit Markets, Portfolio Allocation, Levered Loan Market, Pension Funds
Honors and Awards
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2023
The Shimomura Fellowship, Development Bank of Japan (DBJ)
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2021
Best Research paper award, The International Centre for Pension Management (ICPM)
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2020
Research Grant from the Pacific Center for Asset Management (PCAM), UC San Diego
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2020
Honourable Mention from the International Centre for Pension Management,
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2019
The Roger Martin Excellence in Research Award,
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2016
SSHRC Insight Grant,
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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)