Jakub W. Jurek is a Visiting Assistant Professor in the Finance Department at Wharton, and a research fellow at the National Bureau of Economic Research. Prior to joining Wharton, he was at the Bendheim Center for Finance at Princeton University. His research focuses on theoretical and empirical asset pricing, and emphasizes the role of tail risks in the determination of equilibrium returns and funding liquidity. His recent papers develop option-based methods for evaluating the performance of hedge funds, currency returns, and the dynamics of repo market financing terms. Jakub’s work has appeared in leading academic journals, such as the American Economic Review, the Journal of Finance, and the Journal of Financial Economics.

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