Professor Weinbaum's research interests are in empirical asset pricing and derivatives. For example, one of his current projects investigates option trading activity around news announcements and another analyses the pricing of jump and volatility risk in the cross-section of stock returns. Weinbaum has published in several leading journals in finance and economics and his research has been cited in major news outlets including the Financial Times, U.S. News and World Report, and the Wall Street Journal. He teaches investments at the undergraduate level and has taught managerial finance and valuation in the online MBA program. He was previously on the faculty of the Johnson Graduate School of Management at Cornell University and worked as a swap trader at BNP Paribas before earning his PhD at NYU Stern.
- Asset pricing
- Mutual funds