David Weinbaum

Professor of Finance, Harris Fellow
David
Professor Weinbaum's research interests are in empirical asset pricing and derivatives. For example, one of his current projects investigates how informed option traders trade around news announcements and another analyses the pricing of jump and volatility risk in international stock markets. Weinbaum has published in several leading journals in finance, economics, and accounting, and his research has been cited in major news outlets including the Financial Times, U.S. News and World Report, and the Wall Street Journal. He teaches investments at the undergraduate level and has taught managerial finance and valuation in the online MBA program. In 2016, he received the Whitman faculty teaching award. He was previously on the faculty of the Johnson Graduate School of Management at Cornell University, where he won the Globe award for excellence in teaching. Weinbaum worked as a swap trader at BNP Paribas before earning his PhD at NYU Stern.
PhD, Finance, Leonard N. Stern School of Business, New York University
Professor Weinbaum's research interests are in empirical asset pricing and derivatives. For example, one of his current projects investigates how informed option traders trade around news announcements and another analyses the pricing of jump and volatility risk in international stock markets. Weinbaum has published in several leading journals in finance, economics, and accounting, and his research has been cited in major news outlets including the Financial Times, U.S. News and World Report, and the Wall Street Journal.

Publications

  • Sep 01, 2016

    2016 Whitman faculty teaching award

    Whitman School of Management
  • Jan 01, 2014

    Harris Fellow in Finance

    Whitman
  • Jan 01, 2008

    Crowell memorial award

    PanAgora Asset Management
  • Jan 01, 2008

    Wheeler award for quantitative and behavioral research in finance

    Numeric Investors
  • Jan 01, 2007

    Johnson Globe award for excellence in teaching

  • Jan 01, 2001

    American association of individual investors award for best paper in investments

    Financial Management Association