Michael Johannes

Michael Johannes is a Senior Consultant with Compass Lexecon. He is also Professor of Finance and Economics at Columbia Business School. He has been at Columbia since receiving his Ph.D. in Economics at the University of Chicago in 2000. He has held visiting appointments at Northwestern University’s Kellogg School of Management and Stanford University’s Graduate School of Business, and has taught at Princeton University.

Michael is an expert in derivatives markets, time series econometrics, securitization, hedge funds, and risk management. His research focuses on both theoretical and empirical issues and is published in top journals such as the Journal of Finance, Journal of Econometrics, Review of Financial Studies, Journal of the American Statistical Association, and Statistical Science. An award winning teacher, Professor Johannes teaches capital markets, investments, derivatives, and risk management to MBAs, PhDs Executive MBAs and via customized Executive Education programs. He has served as advisor and consultant to hedge funds, pension funds, accounting firms, and financial technology firms.