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Dana Kiku

Assistant Professor of Finance



All Publications


Articles in Journals


Ai, H., Kiku, D. Forthcoming. Volatility Risks and Growth Options. Management Science

Bansal, R., Kiku, D., Shaliastovich, I., Yaron, A. 2014. Volatility, the Macroeconomy and Asset Prices. Journal of Finance

Ai, H., Kiku, D. 2013. Growth to Value: Option Exercise and the Cross-Section of Equity Returns. Journal of Financial Economics

Bansal, R., Kiku, D., Yaron, A. 2012. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. Critical Finance Review

Bansal, R., Kiku, D. 2011. Cointegration and Long-Run Asset Allocation. Journal of Business and Economic Statistics

Bansal, R., Kiku, D., Yaron, A. 2010. Long Run Risks, the Macroeconomy, and Asset Prices. American Economic Review: Papers & Proceedings

Bansal, R., Dittmar, R., Kiku, D. 2009. Cointegration and Consumption Risks in Asset Returns. Review of Financial Studies

Working Papers


Ai, H., Kiku, D., Li, R. 2015. A Mechanism Design Model of Firm Dynamics: Limited Commitment and Moral Hazard

Bansal, R., Kiku, D., Ochoa, M. 2015. Climate Change and Growth Risks

Ai, H., Kiku, D., Li, R. 2014. A Mechanism Design Model of Firm Dynamics: The Case of Limited Commitment

Bansal, R., Kiku, D., Yaron, A. 2012. Risks for the Long Run: Estimation with Time Aggregation