Kent Daniel

Kent Daniel

Office
421 Uris

Phone
212-854-4679

E-mail
kd2371@columbia.edu

Fax
212-316-9180

Teaching and research interest

Kent Daniel is currently a professor at the Graduate School of Business at Columbia University. From 1996 to 2006, Kent was at the at the Kellogg School of Management at Northwestern University, where he was the John and Helen Kellogg Distinguished Professor of Finance (on leave from 2004-2006). He also served on the faculty at the University of Chicago and the University of British Columbia. His work, both theoretical and empirical, has been primarily in the areas of asset pricing and behavioral finance.
Between 2004 and 2010, Kent was with the Quantitative Investment Strategies group at Goldman Sachs Asset Management. In 2005, he became a managing director and head of equity research effort in 2005, and became a co-chief investment officer in 2009.

In addition to other awards, his papers received the 1997 and 1999 Smith-Breeden awards for the best paper in the Journal of Finance. His papers have been reprinted in several books. He also received the Sidney J. Levy Teaching Award for 1996-1997 and 2000-2001 at the Kellogg School.

Kent has served as a research associate and a faculty research fellow at the National Bureau of Economic Research, an associate editor for the Journal of Finance, and a director of both the American Finance Association and the Western Finance Association.

Kent holds a B.S. with honors from the California Institute of Technology in 1981 and an M.B.A. from UCLA in 1987. He received his Ph.D. in Finance from UCLA in 1992.

Journal articles

Testing Factor-Model Explanations of Market Anomalies In Critical Finance Review (2012)
Author(s): Kent Daniel, Sheridan Titman

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Anatomy of a Crisis In CFA Institute Conference Proceedings Quarterly (2009)
Author(s): Kent Daniel

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Working Papers

Momentum Crashes Working Paper (2013)
Author(s): Kent Daniel, Tobias Moskowitz

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Strategic Asset Allocation with Predictable Returns and Transaction Costs (2012)
Author(s): Pierre Collin-Dufresne, Kent Daniel, Ciamac Moallemi, Mehmet Saglam

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Tail Risk in Momentum Strategy Returns (2012)
Author(s): Kent Daniel, Ravi Jagannathan, Soohun Kim

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