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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.
Testing Factor-Model Explanations of Market Anomalies
In Critical Finance Review
Coauthor(s): Kent Daniel, Sheridan Titman
Anatomy of a Crisis
In CFA Institute Conference Proceedings Quarterly
Coauthor(s): Kent Daniel
The Carry Trade: Risks and Drawdowns
In NBER Working Paper No. 20433
Coauthor(s): Kent Daniel, Robert Hodrick, Zhongjin Lu
Coauthor(s): Kent Daniel, Tobias Moskowitz
Strategic Asset Allocation with Predictable Returns and Transaction Costs
Coauthor(s): Pierre Collin-Dufresne, Kent Daniel, Ciamac Moallemi, Mehmet Saglam
Tail Risk in Momentum Strategy Returns
Coauthor(s): Kent Daniel, Ravi Jagannathan, Soohun Kim