Master of Finance Faculty

Learn with Faculty Who Helped Shape the Industry

Faculty Members

Joseph Engelberg
Associate Professor of Finance

Professor Joey Engelberg

Professor Engelberg's research focuses on the way information is disseminated among market participants, especially by financial media and social networks.

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Engelberg earned his Ph.D. in Finance from the Kellogg School of Management at Northwestern University and earned his B.A. in Mathematics and B.S. in Business Administration from the University of Southern California. Prior to coming to the Rady School, Engelberg was an Assistant Professor of Finance at the Kenan-Flagler Business School at the University of North Carolina at Chapel Hill.

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Jun Liu
Associate Professor of Finance

Professor Jun Liu

Professor Liu's research focuses on theoretical and empirical asset pricing, and the development and use of econometric methods.

Liu received his Ph.D. in finance from...

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Stanford University. Prior to coming to Rady School, he served as an assistant professor at UCLA’s Anderson School of Management from 1999 to 2005.

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Harry Markowitz
Nobel Laureate
Adjunct Professor of Finance

Professor Harry Markowitz

Professor Markowitz's research interests are Modern Portfolio Theory, Optimization (especially Quadratic), and Theory of Rational Behavior Under Uncertainty.

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Markowitz received his Ph.D. in finance from the University of Chicago. He won the Nobel Prize in Economics in 1990, while a professor of finance at Baruch College of the City University of New York.

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Michael Melvin
Executive Director, Master of Finance program

Professor Michael Melvin

Michael Melvin’s research in investments and international finance focuses on real issues facing global investors.

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Melvin’s most recent teaching position was at the UC Berkeley Haas School of Business. He has had past teaching positions at UCLA, UC San Diego, Arizona State University and Northwestern University. In addition to his academic achievements, Melvin is an accomplished industry researcher. Before joining the Rady School, he was Managing Director and Senior Research Advisor in Multi-Asset Strategies at BlackRock.

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Christopher Parsons
Associate Professor of Finance

Professor Christopher Parsons

Prior to coming to the Rady School, Parsons was an Assistant Professor of Finance at the Kenan-Flagler Business School at the University of North Carolina at Chapel Hill. Before his position at...

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the Kenan-Flagler School, Parsons was an Assistant Professor of Finance at the Desautels Faculty of Management at McGill University, Montreal.

Parsons earned his Ph.D. in Finance at the McCombs School of Business at the University of Texas at Austin. He earned his B.S. with Highest Honors in Chemical Engineering.

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Allan Timmermann
Atkinson/Epstein Endowed Chair
Professor of Finance

Professor Allan Timmermann

Timmermann uses a mix of theory, data and econometric techniques to understand the behavior of prices and expectations in financial markets. His objective is to understand...

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what determines the movement of security prices and to use this in managing risk, forming portfolios and forecasting future price movements. He has also studied mutual fund and pension fund performance. Timmermann has developed new methods in areas such as forecasting under structural breaks, forecast combinations and evaluation of predictive skills.

He serves as an associate editor on leading journals in financial economics and econometrics. Timmermann earned his Ph.D. from the University of Cambridge.

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Rossen Valkanov
Professor of Finance

Professor Rossen Valkanov

Professor Valkanov is a member of many professional organizations including the American Finance Association, the American Economic Association, the...

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Econometric Society and the Bachelier Society.

In 1999, he became an assistant professor of finance at UCLA's Anderson School of Management where he remained until his appointment at UC San Diego. From 2001 to present he teaches empirical finance at the University of California, Berkeley's Haas School of Management, in the master's program in financial engineering. Valkanov received his Ph.D. in economics from Princeton University.

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