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Adriano A. Rampini

Professor of Finance and Economics
Lewis Cook III Research Fellow
Ph.D., University of Chicago

Courses

Finance III: Corporate Finance Theory (Finance 953)
Ph.D. Course - Spring semester - Co-taught with Felipe Varas and Ming Yang.

Global Financial Management (Finance 645).
MBA Core Course - Fall semester.

Courses taught previously

I have previously taught the following Ph.D. and MBA courses:

Investments (Finance 352). Duke University, Fuqua School of Business. [Web page from Spring 2012.] This MBA course provides a rigorous treatment of the fundamental principles of investments, investment management, and asset pricing.

Finance III: Corporate Finance Theory (Finance 553). Duke University, Fuqua School of Business. [Web page from Spring 2012.] [Web page from Fall 2008 (co-taught with S. "Vish" Viswanathan)] This second year Ph.D. course provides a rigorous introduction to the theory of corporate finance.

Financial Economics: Research Seminar (Finance 591) (co-taught with Michael Brandt). Duke University, Fuqua School of Business. [Syllabus from Fall 2008.] This Ph.D. course for second and third year students introduces students to the art of critically reading and analyzing current research in finance.

Financial Contracting and the Business Cycle (August 20-23, 2007). University of Oslo. [Web page from Fall 2008.] This short graduate course discusses the implications of financial contracting for the business cycle. The topics include the effect of financial constraints due to agency problems and collateral constraints on economic activity and asset prices, the role of the capital of financial intermediaries, as well as the impact of financial constraints on capital reallocation.

Seminar in Finance: Aggregate Implications of Financial Contracting (Finance 520) (co-taught with Arvind Krishnamurthy). Kellogg School of Management, Northwestern University. [Syllabus from Spring 2005]
This Ph.D. course is a second year topics course in financial economics. The course studies the equilibrium implications of endogenous financial contracts. Static and dynamic models of economies with contracting frictions (e.g., imperfect information and limited enforceability) and optimally determined financial contracts are covered and the implications for both quantities and prices are considered. The course is thus at the intersection of corporate finance/contract theory and asset pricing/macroeconomics. Specific topics covered include the dynamics of agency costs, financial intermediation, liquidity, capital reallocation, collateral, default, and non-exclusive contracts.

Finance I (Finance 430). Kellogg School of Management, Northwestern University.
This MBA course provides an introduction to finance. Topics include stock and bond valuation, the term structure of interest rates, interest rate risk, capital budgeting, portfolio theory, asset pricing models, and efficient markets.