Neil D. Pearson
Neil
D. Pearson is the Harry A. Brandt Distinguished Professor at the University of
Illinois at Urbana-Champaign. He
previously served on the faculty of the Simon Graduate School of Business
Administration at the University of Rochester, as a Special Term Professor at
Tsinghua University, as a Visiting Professor at the Massachusetts Institute of
Technology, and as Visiting Academic Fellow at the U.S. Securities and Exchange
Commission. His published research is
in asset pricing and financial intermediation, and he teaches courses about the
valuation of derivative financial instruments and the measurement of financial
risks. In addition to publishing papers
in a number of academic journals, Dr. Pearson is the author of Risk Budgeting:
Portfolio Problem Solving Using Value at Risk (Wiley). He is an Associate
Editor of the Journal of Financial Economics, the Journal of Financial and
Quantitative Analysis, the Journal of Risk, and Economics Bulletin. Dr. Pearson has extensive consulting
experience on the valuation of financial instruments and the measurement and
management of market and credit risk, and is currently affiliated with Rutter
Associates (NY). He received his Ph.D.
from the Massachusetts Institute of Technology.
Neil D. Pearson