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    Emil N. Siriwardane

    Emil Siriwardane is an associate professor of business administration in the Finance Unit.

    Professor Siriwardane’s research studies the ways in which financial intermediaries influence capital markets, how perceptions of risk impact business cycles,... View Details

    • 10 Dec 2015
    • Working Paper Summaries

    The Probability of Rare Disasters: Estimation and Implications

    Keywords: by Emil N. Siriwardane; Financial Services; Banking
    • 11 Aug 2015
    • Working Paper Summaries

    Structural GARCH: The Volatility-Leverage Connection

    Keywords: by Robert F. Engle & Emil N. Siriwardane
    • Working Paper Summaries

    How do Private Equity Fees Vary Across Public Pensions?

    Keywords: by Juliane Begenau and Emil Siriwardane; Financial Services
    • Web

    Courses by Title - Course Catalog

    Pons Spring 2025 Q3Q4 3.0 Investment Management and Capital Markets Finance Luis Viceira , Emil Siriwardane Fall 2024 Q1Q2 3.0 Investment Strategies Finance William Vrattos Spring 2025 Q4 1.5 ^ back to top L... View Details
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    Courses by Faculty Unit - Course Catalog

    and Capital Markets Luis Viceira Emil Siriwardane Fall 2024 Q1Q2 3.0 Investment Strategies William Vrattos Spring 2025 Q4 1.5 Managing and Innovating in Financial Services David Scharfstein Spring 2025 Q3Q4... View Details
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    Courses by Faculty - Course Catalog

    Robert Simons Changing the World: Life Choices of Influential Leaders Accounting & Management, General Management, Organizational Behavior Spring 2025 Q3Q4 3.0 Emil Siriwardane Investment Management and... View Details
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    Courses by Faculty Unit - Course Catalog

    and Capital Markets Luis Viceira Emil Siriwardane Fall 2024 Q1Q2 3.0 Investment Strategies William Vrattos Spring 2025 Q4 1.5 Managing and Innovating in Financial Services David Scharfstein Spring 2025 Q3Q4... View Details
    • 25 Oct 2021
    • News

    What to Know about Investment Banking and the Professionals Driving the Biggest Deals on Wall Street

    • Research Summary

    Overview

    By: Emil N. Siriwardane
    In his research, Professor Siriwardane seeks to develop a quantitative understanding of how the financial sector affects asset prices and macroeconomic stability, particularly relevant in the wake of the financial crisis of the last decade. View Details
    • Research Summary

    Rare Consumption Disasters

    By: Emil N. Siriwardane

    Another defining feature of financial crises is consumption disasters, or large drops in aggregate consumption. Rather than taking the standard approach of seeking implications of such rare disasters for asset pricing in consumption data, Professor Siriwardane asks... View Details

    • Research Summary

    The Connection Between Volatility and Leverage

    By: Emil N. Siriwardane

    Professor Siriwardane has co-developed a new econometric model that captures the link between equity volatility and financial leverage, driven by the desire to incorporate the record levels of both leverage and volatility that characterized the 2008 financial crisis... View Details

    • 28 Jul 2015
    • First Look

    First Look: July 28, 2015

    management literature. Download working paper: https://www.hbs.edu/faculty/Pages/item.aspx?num=47633 Concentrated Capital Losses and the Pricing of Corporate Credit Risk By: Siriwardane, Emil N.... View Details
    Keywords: Carmen Nobel
    • Research Summary

    Concentrated Capital Losses and the Pricing of Corporate Credit Risk

    By: Emil N. Siriwardane

    In studying the U.S. credit default swap (CDS) market, Professor Siriwardane has discovered that the selling of CDS protection is extremely concentrated, with five sellers accounting for nearly half the market. Further, in contrast to what neoclassical theory... View Details

    • 16 Aug 2016
    • First Look

    August 16, 2016

    https://www.hbs.edu/faculty/Pages/item.aspx?num=51460 Concentrated Capital Losses and the Pricing of Corporate Credit Risk By: Siriwardane, Emil N. Abstract—Using proprietary data on all credit default swap... View Details
    Keywords: Sean Silverthorne
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    Business Economics - Doctoral

    Jacqueline Ng Lane Josh Lerner Edward McFowland III David A. Moss Joseph Pacelli Matthew Rabin Sophus A. Reinert Forest L. Reinhardt Meg Rithmire Clayton S. Rose Benjamin N. Roth Raffaella Sadun David S. Scharfstein Joshua R.... View Details
    • 12 Jun 2018
    • First Look

    New Research and Ideas, June 12, 2018

    emergence of political economy and the project of creating market societies. By reconstructing ideas in their historical contexts, I address motivations and contingencies at the very foundations of modernity. Publisher's link:... View Details
    Keywords: Dina Gerdeman
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    Finance Faculty - Faculty & Research

    Segel Baker Foundation Professor of Management Practice Poorvu Family Professor of Management Practice, Retired Ishita Sen Assistant Professor of Business Administration Andrei Shleifer Visiting Professor of Business Administration Emil... View Details
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    Finance Curriculum - Faculty & Research

    Markets Luis Viceira , Emil Siriwardane Fall 2024 Q1Q2 3.0 Investment Strategies William Vrattos Spring 2025 Q4 1.5 Managing and Innovating in Financial Services David Scharfstein Spring 2025 Q3Q4 3.0 Market... View Details
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    Faculty Mentors | Predoctoral Researchers

    Business Administration Jesse M. Shapiro George Gund Professor of Economics and Business Administration Christopher T. Stanton Marvin Bower Associate Professor Finance Academic Unit Daniel W. Green Assistant Professor of Business Administration Max Miller View Details