BA (Macalester College), MA MPhil PhD (Yale)
Professor, Finance Division
- Calvet, L., Fisher, A., and Wu, L., (2017), "Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics," Journal of Financial and Quantitative Analysis, forthcoming.
- Boguth, O., Carlson, M., Fisher, A., and Simutin, M., (2016), "Horizon Effects in Average Returns: The Role of Slow Information Diffusion," Review of Financial Studies 29, 2241-2281.
- Calvet, L., Fearnley, M., Fisher, A., and Leippold, M., (2015), "What's Beneath the Surface? Option Pricing with Multifrequency Latent States," Journal of Econometrics 187, 498-511.
- Carlson, M., Dockner, E., Fisher, A., and Giammarino, R., (2014), "Leaders, Followers and Risk Dynamics in Industry Equilibrium," Journal of Financial and Quantitative Analysis, 49, 321-349.
- Calvet, L., and Fisher, A., (2013), "Extreme Risk and Fractal Regularity in Finance," Contemporary Mathematics.