Kenneth Singleton

Kenneth Jan "Ken" Singleton is an American economist. He is a leading figure in empirical financial economics, and a faculty member 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 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 I, Senior Associate Dean for Academic Affairs and is Codirector of the Credit Risk Executive Program with Darrell Duffie. Among various consulting and advisory relationships with industry, he is senior scientist for Financial Crossing, a Palo Alto start-up developing liability management and mortgage advice software.

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.

External links

* [http://www.stanford.edu/~kenneths/ Stanford Webpage]
* [http://www.defaultrisk.com/rs_singleton_kenneth.htm DefaultRisk.com]
* [http://smithbreeden.com Smith Breeden]
* [http://www.financialcrossing.com/company_scientists.htm Financial Crossing website]