Hanno Lustig joined Anderson finance in 2008. Prior to that, he taught at the University of Chicago and the UCLA Economics department. He graduated in 2002 from Stanford University with a PhD in economics. He has worked at the intersection of macroeconomics and finance. Recently, his research has focused on the global currency carry trade. In addition, Lustig has explored the impact of government guarantees on the pricing of tail risk borne by large financial institutions. He has been awarded the JP Morgan Award for the Best Paper on Financial Institutions and Markets in 2012 as well as the NASDAQ OMX Award for the Best Paper on Asset Pricing in 2010. Lustig is a Faculty Research Fellow at the NBER and an associate editor at the Journal of Finance.
Ph.D. Economics, 2002, Stanford University
M.S. Economics, 1997, Catholic University of Louvain, Belgium
M.A. Economics, 1995, Catholic University of Louvain, Belgium
B.S. Economic Sciences, 1993, University Faculties St-Ignatius Antwerp, Belgium
Asset Pricing, Exchange Rates
1) 2009 Terker Family Prize (First Prize) for `Common Risk Factors in Currency Markets' awarded by the Rodney. L. White Center for Financial research at Wharton
2) 2010 NASDAQ OMX award for the best paper on Asset Pricing for `Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?'