Kenneth Dunn

Professor of Financial Economics, Emeritus at Tepper School of Business

Schools

  • Tepper School of Business

Links

Tepper School of Business

AREA OF EXPERTISE

Finance

EDUCATION

Purdue University - Ph D - 1979
The Ohio State University - MBA - 1976
The Ohio State University - BS - 1974

PUBLICATIONS

  • "The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Policy and the Pricing of Debt Contracts"

(author(s): Chester Spatt, Kenneth Dunn) Real Estate Economics 33, 2005; 595-617

  • "Call Options, Points and Dominance Restrictions on Debt Contracts"

(author(s): Chester Spatt, Kenneth Dunn) Journal of Finance 54, 1999; 2317-2337

  • "The Relative Pricing of High-Yield Debt: The Case of RJR Nabisco Holdings Capital Corporation"

(author(s): Chester Spatt, Robert Dammon, Kenneth Dunn) American Economic Review 83(5), 1993; 1090-1111

  • Voluntary Conversion Of Convertible Securities And The Optimal Call Strategy

(author(s): KB DUNN, KM EADES) Journal Of Financial Economics 23(2), 1989; 273-301

  • Modeling The Term Structure Of Interest-Rates Under Nonseparable Utility And Durability Of Goods

(author(s): KB DUNN, KJ SINGLETON) Journal Of Financial Economics 17(1), 1986; 27-55

  • "An Analysis Of Mortgage Contracting - Prepayment Penalties And The Due-On-Sale Clause"

(author(s): Kenneth Dunn, Chester Spatt) Journal Of Finance 40(1), 1985; 293-308

  • "A Strategic Analysis of Sinking Fund Bonds"

(author(s): Chester Spatt, Kenneth Dunn) Journal of Financial Economics 13(3), 1984; 399-423

  • A Strategic Analysis Of Sinking Fund Bonds

(author(s): KB DUNN, CS SPATT) Journal Of Financial Economics 13(3), 1984; 399-423

  • An Empirical-Analysis Of The Pricing Of Mortgage-Backed Securities

(author(s): KB DUNN, KJ SINGLETON) Journal Of Finance 38(2), 1983; 613-623

  • A Comparison Of Alternative Models For Pricing Gnma Mortgage-Backed Securities

(author(s): KB DUNN, JJ MCCONNELL) Journal Of Finance 36(2), 1981; 471-484

WORKING PAPERS

  • "The Valuation of Warrants with Usable Bonds: Relative Supplies and the Allocation of the Usability Premium"

(author(s): Chester Spatt, Kenneth Dunn, S. Heston) 1986

UNIVERSITY SERVICE

  • Chairperson, TEPPER DEAN''S POLICY ADVISORY (2006 - 2007)
  • CMU MSCF PROGRAM STEERING (2005 - 2006)

PROFESSIONAL ACTIVITIES

  • Member, NextEra Energy Board of Directors (December 2010 -)
  • Member, Pittsburgh Symphony, Board of Directors (January 2007 -)
  • Member, BlackRock, Inc., Board of Directors and the Audit Committee (December 2005 -)
  • Member, Friends Central School, Trustee and Chair of Investment Committee (January 1999 -)

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