Ngoc-Khanh Tran
PhD Student in Financial Economics, MIT
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Contact: Sloan School of Management, MIT 77 Massachusetts Avenue, E62, Office 617 Cambridge, MA 02142, USA Phone: 617-785-6143 Email: khanh@mit.edu Homepage: www.mit.edu/~khanh
Resume (pdf)
My picture (jpeg)
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Research Interests: Asset Pricing, International Finance, Investments
Working papers:
“Growth Risk of Nontraded Industries and Asset Pricing” (November 2011), Stanford GSB Finance seminar, June 06, 2012
“Bringing Structures to Reduced-form Asset Pricing Models: the Functional Stochastic Discount Factor” (updated, October 2011) version without appendix: here online appendix: here
“The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous” N-K. Tran and R. Zeckhauser, (July 2011) (NBER version: link), Columbia GSB Finance seminar, April 12, 2012
Publications:
“Rare Disasters and Risk Sharing with Heterogeneous Beliefs” H. Chen, S. Joslin and N-K. Tran, (March 2012), Review of Financial Studies, forthcoming.
“Affine Disagreement and Asset Pricing” H. Chen, S. Joslin and N-K. Tran, American Economic Review: Papers & Proceedings, 100, 522-526 (2010)
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