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Levon Goukasian Faculty Profile

Levon Goukasian

Singleton Chair in Finance
Professor of Finance
Business Administration Division, Seaver College
CCB 348

Education

  • PhD, University of Southern California, 2001
  • MSBA, University of Southern California, 2003
  • MA, University of Southern California, 1998
  • Diploma with Honors (BA), Yerevan State University, Armenia, 1991
  • Anchoring and Risk Factors (2021). (with Q. Ma, E. Huang and A. Zhang). International Journal of Economics and Financial Issues, 11:4, 82-96, DOI: https://doi.org/10.32479/ijefi.11131
  • The Value of Olympic Sponsorship. Domestic vs. Foreign Sponsoring Firms (2021) (with D. Baim and M. Misch). International Journal of Sport Finance, 16:2, 95-108,  DOI:10/32731/IJSF/162.052021.04
  • Teaching the Complexity of Dependence with the Triplet Game. (2020). (with R. Shearer and J. Burke), Journal of Statistics Education. 28:3,  326-333,  DOI: 10.1080/10691898.2020.1841589
  • Are Acquirers Efficiently Priced? Evidence from Subsequent Earnings Announcements (2019) (with Q. Ma, E. Huang and A. Zhang). Review of Economics & Finance.  Vol. 16, 15-30.
  • Headwinds and Tailwinds for Fintech in Equipment Financing (2018) (with B. Ullman). Journal of Equipment Lease and Financing, 36:2, 1-9.
  • What is common among return anomalies? Evidence from insider trading, (2016) (with Q. Ma and W. Zhang). Journal of Behavioral Finance. 17:3, 229-243.
  • Olympic Sponsorships, Stock Prices, and Trading Activity (2015) (with D. Baim and M. Misch), International Journal of Sport Finance. Vol. 10,  No.2,  176-195.
  • Saving the Bed from the Fed (2012) (with Q. Ma), Cornell Hospitality Reports, Vol. 12, No. 8.
  • Equipment Lease and Loan Securitization Performance versus Other Asset Classes (2012) (with S. Miller), Journal of Equipment Lease and Financing, Vol. 30, No.1, Winter 2012.
  • Monetary Policy Risks of Hospitality Stocks (2012) (with Q. Ma and M. Majbouri), Cornell Quarterly, Vol. 53, No. 4, pages 339-346.
  • Optimal Incentive Contracts under Relative Income Concerns ( 2010) (with X. Wan), Mathematics and Financial Economics, Vol. 4, No. 1, 57-86.
  • Beliefs Regarding Fundamental Value and Optimal Investing (2010) (with B. Cornell and J. Cvitanic), Annals of Finance, Vol. 6, No 1, 83-105. 
  • The Reaction of Real Estate-Related Industries to the Federal Reserve Policy Actions (2010) (with M. Majbouri), Real Estate Economics, Vol. 38, Issue 2, 355-398. 
  • Does the Stock Market Under-react to the Federal Reserve Bank’s Monetary Policy Actions? (2008) (with L.K. Whitney), Review of Business Research, Vol. 53 (2), 217-231.  
  • Classification Models and Credit Risk Analysis: Is there a Best Classification Procedure for Predicting Equipment Lease and Loan Default? (2008) (with Samuel Seaman). Journal of Equipment Lease and Financing, Winter, 2008. 
  • Optimal Risk Taking under Flexible Income (2007) (with J. Cvitanic and F. Zapatero). Management Science, Vol. 53 (10), 1594-1604. 
  • The Reaction of Term Structure of Interest Rates to the Monetary Policy Actions (2006)  (with I. Cialenco), Journal of Fixed Income. 16(2), 76-91.
  • The Effects of Tax Convexity on Corporate Investment Decisions and Tax Burdens (2006)  (with S. Sarkar), Journal of Public Economic Theory. 8(2), 293-320.
  • Monte Carlo Simulations of Optimal Portfolios in Complete Markets (2003) (with J. Cvitanic and F. Zapatero), Journal of Economic Dynamics and Control, Volume 27, Issue 6, 907-1161.
  • Hedging with Monte Carlo Simulations (2002) (with J. Cvitanic and F. Zapatero), in E. Kontoghiorghes, B. Rustem and  S. Siokos (eds.), Computational Methods in
  • Decision-Making, Economics and Finance, Kluwer Academic Publishers, 339-353.
  • Small random perturbations of Hamiltonian Systems (2002) (with P.H. Baxendale), The Annals of Probability, Vol. 30, 101-134.
  • Stochastic Averaging for Nilpotent Ito Systems (2001) (with P.H. Baxendale), Stochastic Processes and Applications, Vol. 95, 219-233.
  • 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

Topics

  • Asset Pricing
  • Investment
  • Portfolio Management
  • Risk Management

Courses

  • Financial Management
  • Applied Portfolio Management
  • Financial Derivatives
  • Portfolio Management