Rodolfo Prieto

Assistant Professor of Finance

Department of Finance
Boston University Questrom School of Business
Boston, MA  02215
Phone: (617)  358-5873

rprieto at

Curriculum Vitae



(1) Dynamic equilibrium with heterogeneous agents and risk constraints  PDF

(2)  Long-run risk in a production economy with endogenous R&D PDF

(3)  Asset pricing with arbitrage activity, with J. Hugonnier  PDF

(4) Equilibrium implications of interest rate smoothing, with D. Duarte  PDF

(5)  Costly short sales and nonlinear asset pricing, with J. Hugonnier  PDF

(6) Credit risk and contagion, with D. Duarte, M. Rindisbacher, Y. Saporito PDF

(7) Arbitrage activity, fragility and liquidity shocks: a welfare analysis, with Y. Kitapbayev PDF

(8Technology adoption and long discount rates PDF


Work in Progress (selected):

(1) Equilibrium dynamics in an economy with borrowing constraints

(2) On the recoverability of beliefs from market prices: evidence from a structural estimation, with T. Berrada and J. Hugonnier

(3) International reserves management: An asset-liability management framework, with J. Detemple, M. Rindisbacher and D. Valda.

(4) Debt size and risk premia, with J. Detemple and M. Rindisbacher.



MF 728 Fixed Income Securities (M.Sc. Math Fin, Spring semester).

MF 921 Topics in Dynamic Asset Pricing (Ph.D. Math Fin, Spring semester).




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