Jules H. van Binsbergen

Assistant Professor of Finance

Professor van Binsbergen conducts theoretical and empirical research in finance. His current work focuses on asset pricing, in particular consumption-based asset pricing, return predictability, and quantitative portfolio management. Some of his recent research focuses on the implications of good-specific habit formation for asset prices, and the interaction between cash flow growth predictability and stock return predictability. Professor van Binsbergen’s research has appeared in leading academic journals, such as the Journal of Finance.

Bio

Jules van Binsbergen received a PhD degree in Finance from the Fuqua School of Business at Duke University in May 2008, and joined the faculty of Finance at the Stanford Graduate School of Business in June 2008. He holds a Master of Arts degree in Financial Econometrics from Tilburg University (the Netherlands). He has worked for the ABN AMRO Bank in Amsterdam, Goldman Sachs International in London and the Ministry of Finance of the Netherlands prior to obtaining his PhD degree.

Academic Degrees

PhD in Finance, Duke University, 2008; MA in Financial Econometrics, Tilburg University, 2002.

Selected Publications

Working Papers

  • Measuring Managerial Skill in the Mutual Fund Industry
  • Equity Yields
  • Good-Specific Habit Formation and the Cross Section of Expected Returns
  • Likelihood-Based Estimation of Exactly-Solved Present-Value Models
  • Optimal Asset Allocation in Asset Liability Management

Awards and Honors

  • Swiss Finance Institute Outstanding Paper Award for “On the Timing and Pricing of Dividends”, 2011
  • Goldman Sachs Asset Management Award for "Predictive Regressions: A Present-Value Approach" with Ralph S.J. Koijen, 2008, Western Finance Association.
  • Research Grant with Michael W. Brandt and Ralph S.J. Koijen, 2007, International Center for Pension Management.
  • PhD Grant, 2003, Prins Bernhard Cultuurfonds.