Alon Raviv

Title

Expertise

Financial institutions, international finance, fixed income, derivatives, quantitative finance, asset pricing

Profile

Alon Raviv joined the IBS faculty in the Summer of 2009. Prior to the current position he was a faculty member at the Metropolitan College at Boston University and an adjunct professor at the Hebrew University business school .Dr. Raviv has more than ten years of experience in the banking industry as a senior Quant at the Analytical Development unit of Bank Hapoalim, Israel, and as an economist at the Bank of Israel. He received both his Ph.D.and master degree in finance from the Hebrew University of Jerusalem. His fields of interest are derivatives, corporate finance, and the management of financial institutions. He has more than 20 publications in conference proceedings and journals including the Journal of Banking and Finance, the Journal of Future Market, the Israeli Economic Quarterly, and the Banking Review.

Degrees

Hebrew University Jerusalem, Ph.D.

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Contact

Email:	araviv@brandeis.edu
Phone:	781-736-2249
Office:	Sachar International Center, 130 A

Awards and Honors

Eastern Finance Association Outstanding Paper in Financial Institutions (2012)

Courses Taught

FIN	201a	Investments
FIN	205a	Accelerated Financial Theory
FIN	206f	Investment Analysis with Excel and VBA
FIN	261a	Fixed Income Securities
FIN	263a	International Portfolio Management

Scholarship

Raviv, Alon/ Mordecai Avriel/Jens Hilscher. "Inflation Derivatives Under Inflation Target Regimes." Journal of Futures Markets (2012). (forthcoming)

Raviv, Alon and Elif Sisli. "Executive Compensation and Risk Taking: The Impact of Systemic Economic Crisis." Journal of Financial Stability 9. 1 (2013): 55-68.

Raviv, Alon, Dan, Galai, Yoram, Landskroner, Zvi Wiener. "A Balance Sheet Approach for Sovereign Debt." Bridging the GAAP: Recent Advances in Finance and Accounting. vol. 1 Ed. Itzhak Venezia and Zvi Wiener. Series in Finance: World Scientific, 2012. 123-138.

Raviv, Alon/ Jens Hilscher. "Bank Stability and Market Discipline: Debt-for-Equity Swap Versus Subordinated Notes." 2011.

Raviv, Alon/ Pascal Francois. "The Resolution of Financial Distress under Heterogeneous Beliefs." 2011.

Raviv, Alon/ Yoram Landskroner, Stern Business School. "The 2007-2009 Financial Crisis and Executive Compensation: Analysis and a Proposal for a Novel Structure." 2011.

Raviv, Alon/ Yoram Landskroner. "The valuation of inflation-indexed and FX convertible bonds." Journal of Futures Markets 28. 7 (2008): 634-655.

Raviv, Alon/ Dan Galai, Zvi Wiener. "Liquidation Triggers and the Valuation of Equity and Debt." Journal of Banking and Finance 31. 12 (2007): 3604-3620.

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