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Phillip Braun, Ph.D.



Phillip Braun, Ph.D.

At Sasin: Visiting Professor, Finance
Concurrent:
  
  • Office of the Prime Minister, Thaksin Shiniwatra, Executive Member, Chief Policy Advisory Group
  • Directorships: Global Estate Co., Ltd.; Naung Nam Gow Na Co., Ltd.; Real Co., Ltd.; The Brooker Group Plc.; Corporate Vision Asia Pcl.
  • Advisory:  CSFB-PrimaVest Thailand Infrastructure Fund; Kikkoman Corporation; Del Monte Asia Pte Ltd.
Expertise:
   Finance, Investments, Derivative Securities, Entrepreneurial Finance, Finance for Executives, Strategic Finance, Value Based Management, Finance for Public Policy.
     
Selected Publications:
  
  • "Good News, Bad News, Volatility, and Betas," joint with Dan Nelson and Alain Sunier, Journal of Finance, 50, 1995: 1575-1604
  • "Time Nonseparability in Aggregate Consumption: International Evidence," joint with George Constantinides and Wayne Ferson, European Economic Review, 37, 1993: 897-920
  • "Misspecifications in Vector Autoregressions and their Effects on Impulse Responses and Variance Decomposition’s," joint with Stefan Mittnik, Journal of Econometrics, 59, 1993: 319-341
  • "Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance," with Victor Zarnowitz, in Business Cycles, Indicators, and Forecasting, James Stock and Mark Watson, eds., University of Chicago Press, 1993: 11-84
  • "A Case Study of Expert Judgment: Economists' Probabilities Versus Base-Rate Model Forecasts," joint with Ilan Yaniv, Journal of Behavioral Decision Making, 5, 1992: 217-231
  • "A Comparative Analysis of U.S. Macroeconomics Forecasts," joint with Victor Zarnowitz, in Business Cycle Analysis by Means of Economic Surveys, Averbi Inc., 1992: 43-79
  • "State Dependent Modeling of Stock Returns," in Computers and Mathematical Applications, Special Edition on System-Theoretic Methods in Economic Modeling, Pergamon Press, 24, 1992: 17-29
  • "Major Macroeconomics Variables and Leading Indexes: Some Estimates of their Interrelationships," with Victor Zarnowitz, in Analyzing Modern Business Cycles, ed. Philip A. Klein, M.E. Sharpe, Inc., 1990: 177-205. Reprinted in Business Cycles: Theory, History, Indicators, and Forecasting, by Victor Zarnowitz, University of Chicago Press, 1992: 357-384
  • "Comment on Stock and Watson," with Victor Zarnowitz, in NBER Macroeconomics Annual, 1989, MIT Press, 1989: 397-408
Other:
   Honors include:
  • Outstanding Professor of the Year, Kellogg Graduate School of Management, Northwester University
  • Dean’s List for Excellence in Teaching, Kellogg Graduate School of Management, Northwestern University
  • Dean’s List for Teaching, University of Chicago, GSB
  • Merrill Lynch Capital Markets Research Professorship for Outstanding Research
  • First Chicago Bank Research Professorship for Outstanding Teaching and Research
  • Dissertation of the Year, Runner-up, Zellner Prize, American Statistical Association
  • New York Stock Exchange Doctoral Fellowship
  • University of Chicago Doctoral Fellowship
  • CRSP Research PhD Fellowship
  • Oberlin Shansi Memorial Fellowship to The People's Republic of China
Credentials:
  
  • Ph. D., Finance and Economics, University of Chicago
  • M.A., Economics, with Honors, Washington University in St. Louis
  • B.A., Economics, with Honors, Oberlin College
Contact:
   phillip.braun@sasin.edu

 

 
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