Detail

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.

• 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)
  

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