Jeremy Berkowitz is an Associate Professor in the Department of Finance. Prior to this position, he was an Assistant Professor at the University of California-Irvine and a member of the Federal Reserve Board for 4 years where he worked in Trading Risk Analysis.
His research interests include financial econometrics, asset pricing theory and risk management. Dr. Berkowitz has published his research in the Journal of Finance, Rand Journal, Review of Economic Studies, Review of Economics and Statistics, Journal of Fixed Income, Journal of Risk, Journal of Law and Economics and Econometric Reviews. He has presented his work at conferences and university seminars in Canada, Europe and across the United States.
- Financial Econometrics
- Risk Management
- Applied Time-Series
- Berkowitz, J. and J. O'Brien "How Accurate are Value-at-Risk Models at Commercial Banks?", Volume 57, pp. 1093-1112, Journal of Finance, [June 2002]
- Berkowitz, J. "Testing Distributions", Journal of RiskVolume, pp. 77-80, [May 2002]