- Associate Professor
- Bert W. Wasserman Department of Economics and Finance
- (646) 312-3527
The Life-Cycle Effects of House Price Changes (with Wenli Li), Journal of Money, Credit and Banking, 39(6), 1375-1409, 2007.
How Do House Price Changes Affect Consumption? (with Wenli Li). Federal Reserve Bank of Philadelphia Business Review, Q1 2006
Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints (with Harold Zhang). Review of Financial Studies, January 2005, 18(1), 197-239
A Proportional Hazard Model of Commercial Mortgage Default with Originator Bias (with Brian A. Ciochetti, Gail Lee, James Shilling and Yongheng Deng), Journal of Real Estate Finance and Economics, 27(1), (2003).
The Termination of Lending Relationships through Prepayment and Default in the Commercial Mortgage Markets: A Proportional Hazard Approach with Competing Risks (with Brian A. Ciochetti, Bin Gao and Yongheng Deng), Real Estate Economics, 30(4), 595-633, (2002).
PSC-CUNY Research Grant July 2005 – June 2006.
PSC-CUNY Research Grant July 2004 – June 2005.
PSC-CUNY Research Grant July 2003 – June 2004.
Pittsburgh Supercomputing Center, 10,000 TCS1 CPU Hours through NSF’s Partnership for Advanced Computational Infrastructure (PACI) program. June 2003.
North Carolina Suptercomputing Center, High Performance Computing Resources Allocating Award. 27,000 IBM SP3 CPU Hours. January 2003.
North Carolina Suptercomputing Center, High Performance Computing Resources Allocating Award. 40,000 IBM SP3 and 10,000 SGI ORIGIN CPU Hours. June 2001.
North Carolina Suptercomputing Center High Performance Computing Resources Allocating Award. 2,000 IBM SP3 and 200 SGI ORIGIN CPU Hours. February 2001.
Baruch College Faculty Recognition Award 2003
Zicklin Fellowships, 2002, 2003
First place of The American Real Estate and Urban Economics Association (AREUEA) Homer Hoyt Institute Annual Dissertation Award, 2003