Ravi Jagannathan

Dr. Ravi Jagannathan is the Chicago Mercantile Exchange/John F. Sandner Professor of Finance at Northwestern University's Kellogg School of Management and Co-Director of the Financial Institutions and Markets Research Center at the Kellogg School (1997 - present). He has previously held positions as Piper Jaffray Professor of Finance (1993 - 1997) and Associate Professor of Finance (1989 - 1993) at the University of Minnesota's Carlson School of Management, Assistant Professor of Finance at Northwestern University's Kellogg School (1983 - 1989), and as a Distinguished Visiting Professor at the Hong Kong University of Science and Technology (1994 - 1995). Ravi received a Ph.D. in Financial Economics (1983) and an M.S. in Financial Economics (1981) from Carnegie Mellon University, an M.B.A. from the Indian Institute of Management at Ahmedabad (1972), and a B.E. in Mechanical Engineering from the University of Madras (1970). Ravi has served on the editorial boards of leading academic journals, and is a former Executive Editor of the Review of Financial Studies. He has served as a member of the Board of Directors of the American Finance Association and the Western Finance Association and is a past President of the Western Finance Association, the Society of Financial Studies, and the Financial Intermediation Research Society. He is a Research Associate of the National Bureau of Economics Research, a Fellow of the Society for Financial Econometrics, and a member of the Board of Directors of the Financial Management Association. He is a special Term Professor at the Indian School of Business and the Shanghai Advanced Institute of Finance. Ravi's research interests are in the areas of asset pricing, capital markets, and financial institutions. His articles have appeared in leading academic journals, including the Journal of Political Economy, Journal of Financial Economics, Journal of Finance, and Review of Financial Studies. He is noted for his contributions to the development of the Hansen-Jagannathan bound, and the Hansen-Jagannathan distance that summarises what is missing in an asset pricing model, the TGARCH volatility model, a contingent claims framework for evaluating the performance of actively managed portfolios, and the role of portfolio weight constraints in estimating vast covariance matrices with precision.