Research Bio
Johan Walden is a financial economist, who works on risk analysis in financial and insurance markets, with a particular focus on asset pricing and portfolio risk diversification. Walden is a Professor of Finance at UC Berkeley’s Haas School of Business. His scholarship has contributed to our understanding of asset pricing under information diffusion, and the mechanisms that generate systemic risk. Walden's research has been published in top finance, economics and insurance journals, including Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Review of Economics Studies, and Journal of Risk and Insurance. At Berkeley, he teaches courses in finance and asset pricing theory, and mentors students in finance, financial engineering, and risk management.
Research Expertise and Interest
finance, asset pricing, investments, financial modeling, heavy-tailed risks, insurance
In the News
Haas professors find new “Basel III” banking standards offer mortgage reform lessons for U.S.
The new regulatory banking standards called “Basel III” slightly decrease but do not eliminate systemic risk in the banking system, according to research by Haas School of Business professors Dwight Jaffee and Johan Walden.