Ngoc-Khanh Tran

PhD Student in Financial Economics, MIT

 

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)

 

 

 

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)