Dana Kiku

Dana Kiku

Associate Professor of Finance

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Contact

470E Wohlers Hall

1206 S. Sixth

Champaign, IL 61820

217-244-0431

dka@illinois.edu

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Educational Background

  • Ph.D., Economics, Duke University, 2007

Positions Held

  • Associate Professor, University of Illinois at Urbana-Champaign, 2017 to present
  • Assistant Professor, University of Illinois at Urbana-Champaign, 2013-2017
  • Assistant Professor, University of Pennsylvania, 2007-2013

Recent Publications

  • Bansal, R., Kiku, D., & Yaron, A. (2016). Risks for the Long Run: Estimation with Time Aggregation. Journal of Monetary Economics, 82.
  • Ai, H., & Kiku, D. (2016). Volatility Risks and Growth Options. Management Science, 62.

Other Publications

Article

  • Bansal, R., Kiku, D., Shaliastovich, I., & Yaron, A. (2014). Volatility, the Macroeconomy and Asset Prices. Journal of Finance, 69.
  • Ai, H., & Kiku, D. (2013). Growth to Value: Option Exercise and the Cross-Section of Equity Returns. Journal of Financial Economics, 107.
  • Bansal, R., Kiku, D., & Yaron, A. (2012). An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. Critical Finance Review, 1.
  • Bansal, R., & Kiku, D. (2011). Cointegration and Long-Run Asset Allocation. Journal of Business and Economic Statistics, 29(1).
  • Bansal, R., Dittmar, R., & Kiku, D. (2009). Cointegration and Consumption Risks in Asset Returns. Review of Financial Studies, 22(3).

Working Paper

  • Ai, H., Kiku, D., & Li, R. (2016). A Mechanism Design Model of Firm Dynamics: The Case of Limited Commitment.
  • Ai, H., Kiku, D., & Li, R. (2016). Quantifying the Impact of Moral Hazard: Evidence from a Structural Estimation.
  • Bansal, R., Kiku, D., & Ochoa, M. (2016). Price of Long-Run Temperature Shifts in Capital Markets.
  • Bansal, R., Kiku, D., & Ochoa, M. (2015). Climate Change and Growth Risks.
  • Kiku, D. (2007). Is the Value Premium a Puzzle?

Courses

  • Investment & Portfolio Mngt (FIN 411) Current theories of portfolio management are covered in considerable detail to provide a conceptual framework for the evaluation of investment strategies. Applications and implementation are covered in depth, including performance evaluation and international diversification. 3 undergraduate hours. No graduate credit.
  • Applied Financial Econometrics (FIN 580) Approved for letter and S/U grading. May be repeated to a maximum of 18 hours in a semester; may be repeated to a maximum of 32 hours in subsequent semesters.
  • Empirial Analysis in Finance (FIN 592) Designed to train the student in the conduct of empirical work in Finance. Covers the major tools and databases needed to replicate the results of published academic papers and to conduct original research.
  • Empirical Analysis in Finance (FIN 592) Designed to train the student in the conduct of empirical work in Finance. Covers the major tools and databases needed to replicate the results of published academic papers and to conduct original research.

Contact

470E Wohlers Hall

1206 S. Sixth

Champaign, IL 61820

217-244-0431

dka@illinois.edu

Vita

Homepage