Jakub W. Jurek is an Assistant Professor at the Department of Economics at Princeton University, and a research fellow at the National Bureau of Economic Research. He joined the Bendheim Center for Finance in 2008, and teaches courses on fixed income and financial economics. His research focuses on theoretical and empirical asset pricing, with applications to liquidity, credit risk and portfolio management. Jakub’s recent work develops option-based methods for the valuation of collateralized debt obligations (CDOs) and the dynamics of repo market financing terms.

Jakub holds an undergraduate degree in Applied Mathematics and a Ph.D. in Business Economics, both from Harvard University. Prior to entering graduate school, he worked in the quantitative equity strategy groups at Goldman Sachs and AQR Capital Management, LLC. He has also served as a consultant to Grantham, Mayo, van Otterloo, LLC, and the Harvard Management Company.



Jakub W. Jurek

  1. Bonds News: CDOs Resemble Economic Catastrophe Bonds (Reuters, October 4, 2007) 

  2. Ahead of the Tape: How Street Rode the Risk Ledge and Fell Over (The Wall Street Journal, August 7, 2007) 

  3. Strategies: Of Good Risk and Bad Risk (The New York Times, July 8, 2007) 

Press Coverage