Stefan Nagel
Stefan Nagel | |
|---|---|
| Born | Germany |
| Academic background | |
| Alma mater | London Business School University of Trier |
| Academic work | |
| Institutions | University of Michigan Stanford University Graduate School of Business |
Stefan Nagel is a German-American financial economist and the Fama Family Distinguished Service Professor of Finance at the University of Chicago Booth School of Business. He is also a research associate at the National Bureau of Economic Research (Cambridge, MA) and a research fellow at the Centre of Economic Policy Research (London, UK). After completing a degree at the University of Trier, Nagel earned his PhD at London Business School. Prior to joining the University of Chicago faculty in 2017, he previously taught at the Stanford Graduate School of Business and the University of Michigan Ross School of Business.[1]
He served as editor of the Journal of Finance from 2016-2022.[2]
In 2004 he won the Smith Breeden best paper prize (Journal of Finance) for his article "Hedge Funds and the Technology Bubble".[3] He won the Fama/DFA best paper prize (Journal of Financial Economics) as a co-author twice, in 2006 for the article "The Conditional CAPM Does Not Explain Asset Pricing Anomalies" and in 2020 for the article "Shrinking the cross section".[4]
He is the author of Machine Learning in Asset Pricing, published by Princeton University Press in 2021.[5]
In 2024, Nagel was named as an independent director of Dimensional Fund Advisors's U.S. Mutual Funds and ETFs.[6]
References
- ^ "Stefan Nagel | The University of Chicago Booth School of Business". The University of Chicago Booth School of Business. Retrieved 2017-11-12.
- ^ "List of Current and Past Editors of the Journal of Finance". Retrieved April 23, 2025.
{{cite web}}: CS1 maint: url-status (link) - ^ AFA website of prize winners, Retrieved 2016-11-09
- ^ Fama-DFA Prize, Retrieved 2021-11-23
- ^ Nagel, Stefan (May 11, 2021). "Princeton University Press".
{{cite web}}: CS1 maint: url-status (link) - ^ "Dimensional Fund Advisors". September 4, 2024.
{{cite web}}: CS1 maint: url-status (link)