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Linda Allen
Professor of Economics and Finance
(646) 312-3463
Linda_Allen@baruch.cuny.edu
Education:
PhD New York University 1984 BA Queens College 1975
Areas of Expertise:
The Role of Financial Institutions in the Evolution of Financial Markets with Emphasis on Risk Analysis, Credit Risk Measurement and Management
Selected Publications:
"Understanding Market, Credit and Operational Risk: The Value at Risk Approach", by L. Allen, J. Boudoukh, and A. Saunders, Blackwell Publishing, 2004.
"Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms", 2d ed. (with A. Saunders). New York: John Wiley and Sons, 2002.
"The Role of Commercial Bank Advisors in Mergers and Acquisitions," with J. Jagtiani, S. Peristiani, and A. Saunders, Journal of Money, Credit and Banking, forthcoming.
"A Survey of Cyclical Effects in Credit Risk Measurement Models," with A. Saunders, Risk Books, forthcoming.
"Tough Love in Risk Management: The Market as Financial Parent." Journal of Economics and Business, February 2002.
Professional Activities:
Associate Editor, Journal of Banking and Finance, Journal of Economics and Business, Multinational Finance Journal, Journal of Multinational Financial Management, The Financier.
Member, American Finance Association.
Member, Financial Management Association.
Phi Beta Kappa
Executive Board Member, Eastern Finance Association.