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Academic Appointments

Stephen M. Ross School of Business, University of Michigan

  • Professor, 2014-present
  • Associate Professor, 2009-2014
  • Sanford R. Robertson Assistant Professor, 2008-2009
  • Assistant Professor, 2003-2009

Kelley School of Business, Indiana University

  • Assistant Professor, 1999-2003


  • University of North Carolina, Chapel Hill, NC
    Ph.D. in Finance, 2000
  • University of Illinois, Champaign-Urbana, IL
    B.S. in Finance, 1991


  • Firm Characteristics , Consumption Risk, and Firm-Level Risk Exposures, with Christian Lundblad, Journal of Financial Economics 2017.
  • Leisure Preferences, Long-Run Risks, and Human Capital Returns, with Francisco Palomino and Wei Yang, Review of Asset Pricing Studies 2016.
  • Ex Ante Skewness and Expected Stock Returns, with Jennifer Conrad and Eric Ghysels, Journal of Finance 2013.
  • Basis Assets, with Dong-Hyun Ahn and Jennifer Conrad, Review of Financial Studies 2009.
  • Cointegration and Consumption Risks in Asset Returns, with Ravi Bansal and Dana Kiku, Review of Financial Studies 2009.
  • The Timing of Financing Decisions:  An Examination of the Correlation in Financing Waves, with Amy Dittmar, Journal of Financial Economics 2008.
  • Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets? with Kathy Yuan, Review of Financial Studies 2008.
  • Consumption, Dividends, and the Cross-Section of Equity Returns, with Ravi Bansal and Christian Lundblad, Journal of Finance 2005.
  • Purebred or Hybrid?  Reproducing the Volatility in Term Structure Dynamics, with Dong-Hyun Ahn, A. Ronald Gallant, and Bin Gao, Journal of Econometrics 2003.
  • Risk Adjustment and Trading Strategies, with Dong-Hyun Ahn and Jennifer Conrad, Review of Financial Studies 2003.
  • Quadratic Term Structure Models:  Theory and Evidence, with Dong-Hyun Ahn and A. Ronald Gallant, Review of Financial Studies 2002.
  • Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross-Section of Equity Returns, Journal of Finance 2002.

Current Teaching

  • Managing the Maize and Blue Fund, FIN 335,336,338/725,726,728
  • Global Fintech Projects, FIN 429/639
  • Fintech Innovations, FIN 428/638 (with Andy Wu)
  • Investment Decisions Under Symmetric Information, FIN 855 (with Uday Rajan)

Selected Academic Service

  • Faculty co-Director, Ross FinTech Initiative, 2019-present
  • Faculty Director of Capstone Experiences, 2016-2017
  • Associate Editor, Review of Financial Studies, 2014-2017
© Robert Dittmar 2020