Robert L Kimmel

Head of Department, Finance, Associate Professor, Deputy Director (Research), Risk Management Institute at NUS Institute of Systems Science

Schools

  • NUS Institute of Systems Science

Links

NUS Institute of Systems Science

Education Qualifications

  • Ph.D., Finance, University of Chicago, Graduate School of Business, USA, 2001
  • B.S.E., Computer Science and Engineering, University of Pennsylvania, School of Engineering and Applied Science, USA
  • M.S., Computer Science, Columbia University, School of Engineering and Applied Science, USA
  • M.B.A., Analytic Finance and Econometrics, University of Chicago, Graduate School of Business, USA

Research Interest

  • Asset Pricing Theory
  • Fixed Income Securities
  • Financial Engineering And Risk Management
  • Financial Econometrics
  • Derivatives And Risk Management

Academic Experience

  • Deputy Director of Research, National University of Singapore, Risk Management Institute, 2014 - current
  • Associate Professor, National University of Singapore, Department of Finance, 2013 - current
  • Affiliated Researcher, National University of Singapore, Risk Management Institute, 2012 - current
  • Visiting Associate Professor, National University of Singapore, Department of Finance, 2012 - 2013
  • Professor, EDHEC Business School, 2010 - 2012
  • Assistant Professor, The Ohio State University, Fisher College of Business, 2006 - 2010
  • Assistant Professor, Princeton University, Department of Economics and Bendheim Center for Finance, 2002 - 2006
  • Instructor, Princeton University, Department of Economics and Bendheim Center for Finance, 2000 - 2002

Courses

  • FIN 6003, Asset Pricing and Market Microstructure Theory
  • FE 5101, Derivatives and Fixed Income
  • FE 5208, Term Structure and Interest Rate Derivatives
  • FIN 3131, Fixed Income Securities

Membership & Professional Activities

  • Referee, Annals of Economics and Statistics, Applied Mathematical Finance, the Handbook of Financial Econometrics, the Journal of Applied Econometrics, the Journal of Futures Markets, and the Journal of Economic Dynamics and Control, and Journal of the American Statistical Association
  • Referee, Journal of Financial Economics, the Journal of Finance, the Review of Financial Studies, the American Economic Review, the Journal of Econometrics, the Journal of Financial Econometrics, the Econometrics Journal, the Journal of Empirical Finance, the Annals of Finance, the Econometric Journal, Quantitative Finance, the Journal of Probability, the Journal of Business and Economic Statistics, Annals of Operations Re- search
  • Assistant Academic Director, PhD Programme in Finance, Asia, EDHEC-Risk Institute, 2010-2011
  • Member , Finance Department Executive Committee, Fisher College of Business, The Ohio State University, 2008-2009
  • Finance Certificate Program Representative, Princeton University, 2005-2006
  • Academic Advisor, Mathey College, Princeton University, 2004-2006
  • Fellow, Mathey College, Princeton University, 2002-2006

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