Linda Allen
William F. Aldinger Chaired Professor in Banking and Finance
(646) 312-3463
Linda.Allen@baruch.cuny.edu
Education:
BA Queens College 1975 PhD New York University 1984
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:
"Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms", with A. Saunders, 2nd edition, John Wiley and Sons, New York: 2002, 3rd edition 2010..
"Risk Management in Banking,” with A. Saunders, Oxford Bankers’ Handbook, forthcoming.
“The Information Content of Quarterly Earnings in Syndicated Bank Loan Prices,” with H. Guo and J. Weintrop, Asia-Pacific Journal of Accounting and Economics, vol. 15, 2008, pp. 91-122..
“Loan Underpricing and the Provision of Merger Advisory Services,” with S. Peristiani, Journal of Banking and Finance, 2007 vol. 31, pp. 3539-3562.
"A New Theoretically-Grounded Microstructure Trading Model For Calculating Damages in Shareholder Class Action Litigation,” Stanford Journal of Law, Business and Finance, vol. 12, no. 1, Autumn 2006, pp. 61-83.
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.
