Professor Ulrich's research focuses on theoretical and empirical asset pricing, fixed-income, derivatives, macroeconomics, and numerical methods. He is interested in deriving and estimating general equilibrium and reduced-form asset pricing models for equity, fixed-income, foreign exchange and derivative securities in order to analyze the interaction of asset prices and the underlying macroeconomy. His current work has studied the pricing and estimation of the US term structure under inflation ambiguity. Ulrich teaches Capital Markets and Investments.
Maxim Ulrich
Assistant Professor
BA, Catholic University Eichstaett-Ingolstadt 2001; MS, Catholic University Eichstaett-Ingolstadt, 2003; PhD Goethe University Frankfurt, 2008
Joined CBS in 2008
Office
418A Uris
Phone
212-854-5601
E-mail
mu2167@columbia.edu
Fax
212-316-9180
Teaching and research interest
Courses taught
- Spring 2013
(PhD) Finance Theory I (PHD)
Capital Markets & Investments (MBA)
- Summer 2012
Capital Markets & Investments (EMBA)
- Spring 2012
(PhD) Finance Theory I (PHD)
- Summer 2011
Capital Markets & Investments (MBA)
- Spring 2011
(PhD) Finance Theory I (PHD)
- Summer 2010
Capital Markets & Investments (MBA)
- Spring 2009
Capital Markets & Investments (MBA)
Working Papers
Decomposing Equity Returns Working paper (2010)
Author(s):
Maxim Ulrich,
Andrew Ang
Inflation Ambiguity and the Term Structure of U.S. Government Bonds Working Paper (2010)
Author(s):
Maxim Ulrich
Observable Long-Run Ambiguity and Long-Run Risk Working Paper (2010)
Author(s):
Maxim Ulrich
Real-Time Taylor Rule Ambiguities Working Paper (2010)
Author(s):
Maxim Ulrich
Uncertain Times Ahead Working Paper (2009)
Author(s):
Maxim Ulrich
Inflation Ambiguity and the Term Structure of Arbitrage-Free U.S. Government Bonds AFA 2008 New Orleans Meetings Paper (2008)
Author(s):
Maxim Ulrich