Redouane Elkamhi

Associate Professor of Finance

Degrees:	PhD, McGill University MBA, École Nationale des Ponts et Chaussées Electrical Engineer, École Hassania des Travaux Publics
Email:	Send an email to Redouane Elkamhi

Bio

Redouane Elkamhi is an Associate Professor of Finance at Rotman. His research is focused on theoretical and empirical asset pricing with special interests in credit and option markets. His recent work has been published in leading finance journals. Redouane has taught derivatives and fixed income courses at the undergraduate and MBA-level and a PhD theoretical asset pricing course. At the executive level, Redouane has spearheaded single- and multi-name credit derivative courses in Montreal, Iowa-City and New York City.

Academic Positions

2011	Assistant Professor; Rotman School of Management, University of Toronto
2008 - 2011	Assistant Professor; Tippie Business School, The University of Iowa

Non-Academic Positions

1998 - 2003

Electrical Engineer;ONA/Alwataniya

Selected Publications - Papers

Managerial activeness and mutual fund performance; with H. Doshi and M. Simutin; The Review of Asset Pricing Studies; 2015
Reputation and Loan Contract Terms: the Role of Principal Customers; with L. Cen, S. Dasgupta and R. Pungaliya; The Review of Finance; 2015
Rare Disasters and Credit Market Puzzles; with P. Christoffersen and D. Du; 3rd Round, Management Science; 2015
What do credit markets tell us about firm capital structure?; with R. Pungaliya and A. Vijh; Management Science; 2014
Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection; with D. Stefanova; The Review of Financial Studies; 2014
The influence of investor identity and contract terms on firm value: Evidence from PIPEs; with M. Billett and I. Floros; Journal of Financial Intermediation; 2014
Bank Skin in the Game and Loan Contract Design: Evidence from Covenant-Lite Loans; with M. Billett, L. Popov and R. Pungaliya; The Journal of Financial and Quantitative Analysis; 2013
The Cost and Timing of Financial Distress; with J. Ericsson and C. Parsons; Journal of Financial Economics; 2012
The Cross-Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads; with Jacobs, K., Pan, X.; Journal of Financial and Quantitative Analysis; 2012
What Risks Do Corporate Bond Put Features Insure Against?; with J. Ericsson and H. Wang; The Journal of Futures Markets; 2011
Option Valuation with Conditional Heteroskedasticity and Non-Normality; with P. Christoffersen, B. Feunou and K. Jacobs; The Review of Financial Studies; 2010
Learning about rare economic disasters and asset prices_ 2012; with D. Du
Time-varying asset volatility and the credit spread puzzle - 2013; with D. Du, J. Ericsson and M. Jiang; 2nd Round R&R at The Journal of Finance
Time Varying Default Risk Premia in Corporate Bond Market; with H. Doshi and J. Ericsson; 2nd Round R&R at Management Science
The term structure of expected recovery rates - 2014; with H. Doshi and C. Ornthanalai
Accounting Quality and Financial Covenants in Loan Contracts - 2015; with R. Pungaliya and L. Popov and Pungaliya; 2nd Round R&R at Journal Accounting Research
The Best of both worlds: Capturing diversification benefits of emerging economies - 2015; with J. W. Bae and M. Simutin
Global Equity Correlation in Carry and Momentum Trades - 2015; with J. W. Bae
Business Cycles and the Bankruptcy Code A Structural Approach - 2011; with M. Jiang
Bank Loan Price Reactions to Corporate Events: Evidence from Traded Syndicated Loans - 2015; with M. Billett, D. Mauer and R. Pungaliya

Honors and Awards

2009- 2011	Old Gold; University of Iowa
2010	Junior Faculty Research Award,; University of Iowa
2010	Best Paper Award, HEC/IFM2 Conference; HEC, Montreal
2008	Best Paper Award; Global Association of Risk Professionals (GARP)

Professional Affiliations/Memberships

https://www.coinbbindex.com/#/index

Research and Teaching Interests

Theoretical and empirical asset pricing with special interests in credit and option markets.

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