Jussi
KEPPO, Jussi Associate Professor, Master of Science (Business Analytics) Programme Co-Director Department:  Analytics & Operations Office:  BIZ1 8-77 Contact:  (65) 6601 2113 Email:  keppo@nus.edu.sg Personal website Curriculum Vitae

Professor Keppo teaches risk management and business analytics courses.

He has several publications in the top-tier journals such as Journal of Economic Theory, Review of Economic Studies, Management Science, and Journal of Business on topics such as investment analysis, information economics, and banking regulation.  His research has been featured also in numero ...[More+]

Research
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Selected
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Educational
Qualifications
Academic
Experience
Courses
Societal
Impact
    • Risk Management
    • Optimal Investment Under Uncertainty
    • Banking Regulation
    • Information Economics
    • Statistical Analysis Of Stochastic Processes
    • Journal Articles
      • Risk Targeting and Policy Illusions - Evidence from the Announcement of the Volcker Rule, with Korte J (2016), Management Science
      • Hiring, Firing, and Relocation under Employment Protection, with DAI MIN and Tim Maull (2015), Journal of Economic Dynamics & Control, 56, 55-81
      • Unintended Consequences of the Market Risk Requirement in Banking Regulation, with Leonard Kofman and Xu Meng (2010), Journal of Economic Dynamics & Control, 34(10), 2192-2214
      • Optimal Consumption and Portfolio Decisions with Partially Observable Real Prices, with Alain Bensoussan and Suresh P. Sethi (2009), Mathematical Finance, 19(2), 215-236
      • The Demand for Information: More Heat than Light, with Lones Smith and Giuseppe Moscarini (2008), Journal of Economic Theory, 138(1), 01/01/2008
      • Optimal Electoral Timing: Exercise Wisely and You May Live Longer, with Dmitry Davydov and Lones Smith (2008), Review of Economic Studies, 75, 597-628
      • A Computational Scheme for the Optimal Strategy in an Incomplete Market, with Xu Meng and Michael G. Sullivan (2007), Journal of Economic Dynamics & Control, 31(11), 3591-3613
      • Optimal Bank Capital with Costly Recapitalization, with Samu Peura (2006), The Journal of Business , 79(4), 2163-2201
      • Pricing of Point-to-Point Bandwidth Contracts, (2005), Mathematical Methods of Operations Research, 61(2), 191-218
    • Dr.Tech in Applied Mathematics, Applied Mathematics, Helsinki University of Technology, Finland, 1998
    • M.Sc. in Applied Mathematics, Applied Mathematics, Helsinki University of Technology, Finland, 1995
    • Associate Professor, National University of Singapore, 2013 - current
    • Visiting Associate Professor, National University of Singapore, 2012
    • Visiting Professor, Aalto University, 2011 - 2012
    • Associate Professor, University of Michigan, 2008 - 2012
    • Visiting Professor, Simon Fraser University, 2011
    • Assistant Professor, University of Michigan, 2000 - 2008
    • Visiting Professor, Norwegian University of Science and Technology, 2007
    • Visiting Professor, Aalto University, 2001 - 2003
    • Postdoctoral Researcher, Columbia University, 1998 - 2000
    • DSC5101, Analytics in Managerial Economics
    • DSC5211C, Quantitative Risk Management
    • DSC4213, Analytical Tools for Consulting
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