Mark Rubinstein

Professor Emeritus at Haas School of Business

Schools

  • Haas School of Business

Links

Biography

Haas School of Business

Education
PhD, Finance, University of California, Los Angeles
MBA, Finance, Stanford University
BA, Economics, Harvard University
Positions Held
At Haas since 1972
2006 – present, Professor Emeritus of Finance, Haas School of Business
1995 – 2006, Paul Stephens Professor of Applied Investment Analysis, Haas School of Business
1993, President, American Finance Association
1980 – 1995, Professor, Haas School of Business
1989 – 1995, Director, SuperShare Services Corporation
1984 – 1995, Director, Leland O’Brien Rubinstein Associates
1981 – 1984, Founding Principal and Executive Vice-President, Leland O’Brien Rubinstein Associates
1976 – 1980, Associate Professor, Haas School of Business
1975 – 1976, Assistant Professor, Haas School of Business
1975 – 1975, Visiting Assistant Professor, University of Washington
1972 – 1975, Assistant Professor, Haas School of Business
1970 – 1972, Teaching Associate, University of California, Los Angeles
External Service and Assignments
- Advisory Board, Journal of Investment Management.

Current Research and Interests
- The history of the theory of investments - Christianity

Selected Papers and Publications
- A History of the Theory of Investments: My Annotated Bibliography. Wiley, 2006. - “Great Moments in Financial Economics: IV. The Fundamental Theory, Part II.” Journal of Investment Management (2006). - “Great Moments in Financial Economics: IV. The Fundamental Theory, Part I.” Journal of Investment Management (2005). - “Recovering Probabilities and Risk Aversion from Options Prices and Realized Returns,” with Jens Jackwerth. The Legacy of Fischer Black, edited by Bruce Lehman. Oxford University Press, 2004. - “Great Moments in Financial Economics: III. Short-Sales and Stock Prices.” Journal of Investment Management (2004). - “All in All, It’s Been a Good Life,” in The Growth of Modern Risk Management: A History. Risk Books, 2003. - “Great Moments in Financial Economics: I. Present Value.” Journal of Investment Management (2003). - “Great Moments in Financial Economics: II. Modigliani-Miller Theorem.” Journal of Investment Management (2003).

Teaching
- Fundamentals of Financial Economics, MFE 230A - Derivatives: Economic Concepts, MFE 230C - How Christianity became the World’s Dominant Religion, UGBA 39D

Honors and Awards
- Earl F. Cheit Award for Excellence in Teaching, Master’s in Financial Engineering Program, 2003 - Financial Analysts Foundation Graham and Dodd Plaque Award for the best paper to appear in the Financial Analysts Journal _during 2001 - Institute for Quantitative Research in Finance (first prize) for “Recovering Probability Distributions from Option Prices,” 1996 - Financial Engineer of the Year Award, International Association of Financial Engineers, 1995 - Financial Analysts Foundation Graham and Dodd Scroll Award for excellence in financial writing, _Financial Analysts Journal, 1989 - Financial Analysts Foundation Graham and Dodd Scroll Award for excellence in financial writing, Financial Analysts Journal, 1988, 1985 - Named “Businessman of the Year” (one of 12) by Fortune _magazine 1987 - Institute for Quantitative Research in Finance (third prize) for “Derivative Assets Analysis,” 1987 - Institute for Quantitative Research in Finance (first prize) for “Alternative Paths to Portfolio Insurance,” 1985 - Biennial Leo Melamed Prize for _Options Markets (co-authored with John Cox), awarded by the editors of the _Journal of Business _for the most significant published work by a faculty member of a school of business, 1984-1985 - Institute for Quantitative Research in Finance (third prize) for “Tests of Alternative Option Pricing Formulas,” 1982 - CBOE Pomerance Prize for Excellence in Options Research for “Option Pricing: A Simplified Approach” (awarded jointly with John Cox and Stephen Ross), 1978

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