Ryan primarily researches the impact of financial intermediaries and institutions on asset prices. In particular, his work relates bankruptcy outcomes such as recovery rates, defaulted bond returns, and post emergence distributional efficiency to the influence of specialist distressed investors and the institutional foundations that govern US bankruptcy courts. He previously worked in the macroeconomics division at the NY Fed and remains an active member of the CFA.
FNCE 3030 - Investment and Portfolio Management
Fall 2018 / Fall 2019
Develops modern portfolio theory and applies it to pricing both individual assets and portfolios of assets. Topics include Markowitz portfolio selection model, capital asset pricing model, arbitrage pricing theory, bonds, portfolio performance measurement, and issues of market efficiency. Formerly FNCE 4030.