Robert Ready

Assistant Professor of Finance
Simon School of Business
University of Rochester
[vita] [contact]

Research Interests:

Asset Pricing, International Finance, Commodities

Working Papers:

Oil Prices and Long-Run Risk. 2013 [pdf]

Oil Prices and the Stock Market. 2013 [pdf]

Commodity Trade and the Carry-Trade: A Tale of Two Countries. 2014 (With Nikolai Roussanov and Colin Ward) [pdf]

Best Paper at 2014 Utah Winter Finance Conference

Work in Progress:

Risk-Sharing with Recursive Preferences in a Multi-Country World (with Ricardo Colacito, Mariano Croce, and Federico Gavazzoni)

Valuing U.S. Energy Reserves using Asset Markets (With Eric Gilje, Nikolai Roussanov, and Colin Ward)

Returns to Commodity Futures and Equity Markets (With Pyung Kun Chu)

Opening the Black-Box of Cashflow Risk (With Toni Whited and Yunjeen Kim)

The Impacts of Financial Trading in Commodity Futures: A Microstructure Perspective (With Mark Ready)


Financial Institutions (FNCE 430)

Fixed Income Securities (FNCE 448)