- Michael Brennan (finance)
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Michael J. Brennan (born November 14, 1942) is emeritus professor of finance at the UCLA Anderson School of Management.[1] Brennan co-designed the Brennan-Schwartz interest rate model[2] and was a pioneer of real options theory.[3] His writings on real options and asset pricing, corporate finance, derivative securities, market microstructure, the role of information in capital markets, and risk management have been published extensively.
He is a former president of the American Finance Association, and has served as editor of the Journal of Finance and was the founding editor of the Review of Financial Studies; the Michael Brennan Award is named for him. He was a founding partner and director of the Real Options Group since its inception. He has served as consultant to businesses and governments in the USA and Canada. He was previously a professor at the London Business School.
Professor Brennan holds a B.Phil. in Economics (1964) from Oxford University, an MBA (1967) from the University of Pittsburgh and a Ph.D. in Business (1970) from the MIT Sloan School of Management.
On May 22, 2011, Brennan was awarded an honorary Doctor of Laws from the University of Notre Dame.[4]
References
- ^ UCLA Anderson School of Management website
- ^ Brennan-Schwartz interest rate model
- ^ See for example: Eduardo Schwartz and Lenos Trigeorgis, Eds. Real Options and Investment under Uncertainty: Classical Readings and Recent Contributions. Cambridge, MA: MIT Press, 2004. ISBN 0262693186
- ^ University of Notre Dame. "Honorary Degrees". http://commencement.nd.edu/archives/honorary-degrees/. Retrieved 20 June 2011.
External links
- Profile, UCLA
- Profile, Real Options Group
- SSRN Author Page
- Brennan, Michael J. at ISIHighlyCited.com
Categories:- ISI highly cited researchers
- Living people
- Massachusetts Institute of Technology alumni
- MIT Sloan School of Management alumni
- Alumni of the University of Oxford
- University of California, Los Angeles faculty
- Financial economists
- Real options
- Corporate finance theorists
- American economist stubs
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