Professor Breon-Drish conducts primarily theoretical research on the effects of asymmetric information in financial markets. His current work focuses on the interaction between price informativeness and investor learning and its impact on asset prices. He has also studied the market timing ability of mutual fund managers and has work investigating the implications of firm competition for asset prices.
Bradyn Breon-Drish is an Assistant Professor of Finance at the Stanford Graduate School of Business, where he teaches Managerial Finance in the MBA program. He received a PhD degree in Finance from the Haas School of Business at the University of California, Berkeley in May 2011 and joined Stanford in July 2011. Professor Breon-Drish also holds a bachelor’s degree, with honors, from The University of Iowa and an M.Sc. degree in Finance from Berkeley.
This course covers the foundations of finance with an emphasis on applications that are vital for corporate managers. We will discuss many of the major financial decisions made by corporate managers, both within the firm and in their interactions...
This course is an introductory PhD level course in financial economics. We begin with individual choice under uncertainty, then move on to equilibrium models, the stochastic discount factor methodology, and no-arbitrage pricing. We will also...
This course covers the foundations of finance with an emphasis on applications that are vital for corporate managers. We will discuss many of the major financial decisions made by corporate managers, both within the firm and in their interactions...
This course is an introductory PhD level course in financial economics. We begin with individual choice under uncertainty, then move on to equilibrium models, the stochastic discount factor methodology, and no-arbitrage pricing. We will also...
This course covers the foundations of finance with an emphasis on applications that are vital for corporate managers. We will discuss many of the major financial decisions made by corporate managers, both within the firm and in their interactions...
This course is an introductory PhD level course in financial economics. We begin with individual choice under uncertainty, then move on to equilibrium models, the stochastic discount factor methodology, and no-arbitrage pricing. We will also...
This course covers the foundations of finance with an emphasis on applications that are vital for corporate managers. We will discuss many of the major financial decisions made by corporate managers, both within the firm and in their interactions...
