Natalia Gershun

ACADEMIC AND PROFESSIONAL ENGAGEMENT ACTIVITIES

Dr. Natalia Gershun is the Chair of the Undergraduate Program in Finance. She joined Lubin School of Business in 2002. Her research interests focus on financial asset pricing in general equilibrium and real business cycles. She published her work in the Journal of Economic Theory, Macroeconomic Dynamics, Review of Financial Economics, etc. Dr. Gershun’s work on the effects of executive compensation was cited in the Financial Times, Business Week, Bloomberg, and Vox. Dr. Gershun presented her research at the European Finance Association, Midwest Finance Association, Eastern Finance Associations, Asian Finance Association, European Financial Management Association, and other conferences. Dr. Gershun teaches Investment Analysis, Portfolio Analysis and Management, Risk Management in Capital Markets, Strategies in Options, Futures and Other Derivatives, Principles of Investments courses.

SELECTED CONTRIBUTIONS & PUBLICATIONS

Donaldson, J., Gershun, N., Mehra, R. (2016). Macroeconomic Determinants of Mean Reversion and Financial Predictability. Proceedings of International Conference on Time Series. 372-402.

Gershun, N., Donaldson, J.B., Giannoni, M.P. (2013). Some unpleasant general equilibrium implications of executive incentive compensation contracts.. Journal of Economic Theory. 148(1), 31-63. Read More >>