Professor Christopher Polk is Head of the Department of Finance at the London School of Economics as well as the former Director of the LSE’s Financial Markets Group. Prior to joining the LSE, Polk taught at Northwestern University’s Kellogg School of Management; he has also been a visiting Professor at Economics at Harvard University and a visiting Professor of Finance at the MIT Sloan School of Management. Polk’s research interests are in asset pricing and include related topics in asset management, corporate finance, behavioral finance, and macroeconomics. His recent research has focused on incorporating stochastic volatility into asset pricing models and measuring the extent and consequences of crowded trading in popular hedge fund strategies.
Finance Group Seminar series
Polk has published extensively in leading academic journals, including the Quarterly Journal of Economics, the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. He has won numerous professional awards, including the 2002 paper of the year at the Journal of Financial Economics. Polk has advised both the Bank of England and the EU European Securities and Markets Authority on topics related to his research. He is currently a Research Fellow at the Center for Economic and Policy Research, an Associate Editor at the Journal of Finance, and a member of the Norges Bank Investment Management Allocation Advisory Board.
Polk holds a BS in physics and economics from Duke University and a PhD in finance from the University of Chicago’s Booth School of Business where he studied under the 2013 Nobel Laureate in Economic Sciences, Eugene Fama.