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Academics

Meet the Faculty

Photo of Levon Goukasian

Levon Goukasian
Professor of Finance

Division: Business Administration Division
Office: Center for Communication and Business (CCB) 348
Phone: (310) 506-4425
E-mail: levon.goukasian@pepperdine.edu

  • Ph.D., University of Southern California, 2001
  • M.S.B.A., University of Southern California, 2003
  • M.A., University of Southern California, 1998
  • Diploma with Honors (B.A.), Yerevan State University, Armenia, 1991
Courses:
  • Financial Management
  • Applied Portfolio Management
  • Financial Derivatives
Key Awards/Affiliations:
  • Will Singleton Chair in Finance, 2012-
  • John and Francis Duggan Professor of Business, 2008-2012
  • Howard A. White Award for Teaching Excellence, 2006
  • Seaver Research Fellow, 2004, 2005
Academic Interests:
  • Asset Pricing
  • Investment
  • Portfolio Management
  • Risk Management
Selected Works:
  • Optimal Risk Taking under Flexible Income, 2007, (with J. Cvitanic and F. Zapatero). Management Science, Vol. 53 (10), pages 1594-1604
  • The Reaction of Term Structure of Interest Rates to the Monetary Policy Actions (with I. Cialenco), 2006, Journal of Fixed Income. Vol. 16 (2), pages 76-91.
  • The Effects of Tax Convexity on Corporate Investment Decisions and Tax Burdens (with S. Sarkar), 2006, Journal of Public Economic Theory. 8(2). Pages 293-320.
  • Monte Carlo Simulations of Optimal Portfolios in Complete Markets (with J.Cvitanic and F.Zapatero), 2003, Journal of Economic Dynamics and Control, Volume 27, Issue 6, pages 907-1161
  • Small random perturbations of Hamiltonian Systems, (with P.H.Baxendale), 2002, The Annals of Probability, Vol. 30, pages 101-134
  • Stochastic Averaging for Nilpotent Ito Systems (with P.H.Baxendale), 2001, Stochastic Processes and Applications, 95, pages 219-233
Selected Links: