Alex Kane
akane@ucsd.edu
Phone: (858) 534-5969
Fax: (858) 534-3939
9500 Gilman Drive
La Jolla, CA 92093-0519
Office: #1409
Education
Ph.D., Stern Graduate School of Business, New York University, 1980 (finance and economics)
M.B.A., Graduate School of Management, Hebrew University, 1973
B.A., Hebrew University, 1970 (economics and statistics)
Programs and Centers
International Management Career Track
Biography
Kane is an expert in the field of finance, portfolio management, and capital asset pricing. He has done extensive research on interest rates, bond prices, and corporate capital structure and is currently studying the volatility of security prices and improved methods of portfolio management. Kane is the author of many articles in academic and practitioner journals and twice the winner of the Graham Dodd award for the best feature article in the Financial Analyst Journal (1984, 1996). He is also the co-author of the widely used textbook, Investments, which has been translated into Japanese, Chinese, Korean, Portuguese, Bulgarian, and Hungarian. Kane is a member of the American Economic Association and the American Finance Association. He has held academic appointments at UCLA and Harvard University's Graduate School of Business and was the Yamaichi Visiting Professor of Finance at the University of Tokyo. Kane joined the IR/PS faculty in 1987.
Perspectives
Kane can provide commentary on issues related to corporate finance and capital markets.
Expertise
Kane is an expert in the field of finance, portfolio management and capital asset pricing. He has done extensive research on interest rates, bond prices and corporate capital structure.
Current Projects
Kane is currently studying the volatility of securities prices and improved methods of portfolio management.
Background Notes
Kane is a member of the American Economic Association and the American Finance Association. He joined IR/PS in 1987. Kane has held academic appointments at UCLA and Harvard University's Graduate Schools of Business, and was the Yamaichi Visiting Professor of Finance at theUniversity of Tokyo.
Professional Activities
American Economic AssociationAmerican Finance Association
Academy of International Business
American Law and Economics Association
Publications of Note
Kane is the author of many articles in academic and practitioner journals and twice the winner of the Graham Dodd Award for the best feature article in the Financial Analyst Journal (1984, 1996). He is also the co-author of the widely used textbook, Investments, which has been translated into Japanese, Chinese, Korean, Portuguese, Bulgarian, and Hungarian.
Recent Publications
Investments, with Zvi Bodie and Alan J. Marcus, McGraw-Hill, 5th edition, 2002
Essentials of Investments, with Zvi Bodie and Alan J. Marcus, McGraw-Hill, 5th edition, 2003
"Regularities in Volatility and the Price of Risk Following Large Stock Market Movements in the U.S. and Japan" with Bruce N. Lehmann and Robert E. Trippi, Journal of International Money and Finance, February 2000.
"Valuation of Security Analysis", with Alan Marcus and Robert Trippi, Journal of Portfolio Management, Spring 1999
"Index-Options Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts", with Robert F. Engle and Jaesun Noh, Review of Derivatives Research, 1,139-157(1997)
