Samuel Rosen

Samuel Rosen

  • Fox School of Business and Management

    • Finance

      • Assistant Professor

Biography

Dr. Samuel Rosen is an Assistant Professor in the Department of Finance. He received his PhD in finance from the University of North Carolina at Chapel Hill and a BA in economics from Cornell University. Prior to his PhD program, he worked in the Financial Stability division at the Federal Reserve Board.

Rosen’s research focuses on the intersection between macroeconomics and finance. You can read more about his research and find links to his papers on his website.

Research Interests

  • Asset Pricing
  • Macro-finance
  • Financial Institutions
  • Commercial Lending
  • Fintech

Courses Taught

Number

Name

Level

FIN 3504

Intermediate Corporate Finance

Undergraduate

Selected Publications

Recent

  • Aramonte, S., Jahan-Parvar, M.R., Rosen, S., & Schindler, J.W. Firm-Specific Risk-Neutral Distributions with Options and CDS. Management Science, 68(9), 7018-7033. Institute for Operations Research and the Management Sciences (INFORMS). doi: 10.1287/mnsc.2021.4170.

  • Cororaton, A. & Rosen, S. (2021). Public Firm Borrowers of the U.S. Paycheck Protection Program. The Review of Corporate Finance Studies, 10(4), 641-693. Oxford University Press (OUP). doi: 10.1093/rcfs/cfab019.

  • Aramonte, S., Rosen, S., & Schindlera, J. (2017). Assessing and combining financial conditions indexes. International Journal of Central Banking, 13(1), 1-52.