Kenneth Singleton
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Kenneth J. Singleton is a leading figure in empirical financial economics at Stanford University. His recent research in econometric methods for estimation and testing of dynamic asset pricing models has been highly influential in academic circles. He is the author of Credit Risk with Darrell Duffie and a new book en titled Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. He has coauthored significant academic papers with Lars Peter Hansen, Darrell Duffie, Jun Pan and Qiang Dai. Ken's current thinking is at the forefront of the literature on modelling the term structure of interest rates - very elegant econometric models that describe the arbitrage-free dynamics of the yield curve on zero-coupon bonds. He is Adams Distinguished Professor of Management, Senior Associate Dean for Academic Affairs and is Codirector of the Credit Risk Executive Program with Darrell Duffie.
His professional awards include the Smith Breeden Distinguished Paper Prize from the Journal of Finance, the Frisch Medal from the Econometric Society and the Irving Fisher Dissertation Award. He was named fellow of the Econometric Society in 1988 and of the Journal of Econometrics in 1998, and has been a research associate at the National Bureau of Economic Research since 1982.
