Overview
Selected Publications
Research/Teaching Areas
Courses
Overview
Bio
Professor Keppo teaches risk management and analytics courses, and directs analytics executive education programs at NUS Business School. He is also Research Director of the Institute of Operations Research and Analytics at NUS. Previously, he taught at the University of Michigan. He has several publications in the top-tier journals such as Journal of Economic Theory, Review of Economic Studies, Management Science, Operations Research, and Journal of Business on topics such as investment analysis, banking regulation, learning, and strategic incentives. His research has been featured also in numerous business and popular publications, including the Wall Street Journal and Fortune. Professor Keppo’s research has been supported by several Asian, European, and US agencies such as the National Science Foundation. He serves on the editorial boards of Management Science, Mathematics of Operations Research, Journal of Risk, Production and Operations Management, and Journal of Energy Markets. He has consulted several startups, Fortune 100 companies, and financial institutions.Educational Qualifications
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- 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
Academic Experience
- 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
Selected Publications
- DISCRETE DIVIDEND PAYMENTS IN CONTINUOUS TIME
- Journal Articles
Keppo, Jussi with Reppen, Max and Soner, H. Mete
Mathematics of Operations Research
- Journal Articles
- DISCRETE DIVIDEND PAYMENTS IN CONTINUOUS TIME
- OPAQUE BANK ASSETS AND OPTIMAL EQUITY CAPITAL
- Journal Articles
Keppo, Jussi with Dai, Min and Huang, Shan
Journal of Economic Dynamics & Control, 100, 369-394
- Journal Articles
- OPAQUE BANK ASSETS AND OPTIMAL EQUITY CAPITAL
- RISK TARGETING AND POLICY ILLUSIONS – EVIDENCE FROM THE ANNOUNCEMENT OF THE VOLCKER RULE
- Journal Articles
Keppo, Jussi with Korte, Josef
Management Science, 64, (1), 215-234
- Journal Articles
- RISK TARGETING AND POLICY ILLUSIONS – EVIDENCE FROM THE ANNOUNCEMENT OF THE VOLCKER RULE
- RISK-AVERSION AND B2B CONTRACTING UNDER ASYMMETRIC INFORMATION: EVIDENCE FROM MANAGED PRINT SERVICES
- Journal Articles
Keppo, Jussi with Ning, Jie, Babich, Volodymyr and Handley, John
Operations Research, 66, (2), 392-408
- Journal Articles
- RISK-AVERSION AND B2B CONTRACTING UNDER ASYMMETRIC INFORMATION: EVIDENCE FROM MANAGED PRINT SERVICES
- HIRING, FIRING, AND RELOCATION UNDER EMPLOYMENT PROTECTION
- Journal Articles
Keppo, Jussi with Dai, Min and Maull, Tim
Journal of Economic Dynamics & Control, 56, 55-81
- Journal Articles
- HIRING, FIRING, AND RELOCATION UNDER EMPLOYMENT PROTECTION
- UNINTENDED CONSEQUENCES OF THE MARKET RISK REQUIREMENT IN BANKING REGULATION
- Journal Articles
Keppo, Jussi with Kofman, Leonard and Meng, Xu
Journal of Economic Dynamics & Control, 34, (10), 2192-2214
- Journal Articles
- UNINTENDED CONSEQUENCES OF THE MARKET RISK REQUIREMENT IN BANKING REGULATION
- OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
- Journal Articles
Keppo, Jussi with Bensoussan, Alain and Sethi, Suresh P.
Mathematical Finance, 19(2), 215-236
- Journal Articles
- OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
- OPTIMAL ELECTORAL TIMING: EXERCISE WISELY AND YOU MAY LIVE LONGER
- Journal Articles
Keppo, Jussi with Smith, Lones and Davydov, Dmitry
Review of Economic Studies, 75, 597-628
- Journal Articles
- OPTIMAL ELECTORAL TIMING: EXERCISE WISELY AND YOU MAY LIVE LONGER
- A COMPUTATIONAL SCHEME FOR THE OPTIMAL STRATEGY IN AN INCOMPLETE MARKET
- Journal Articles
Keppo, Jussi with Meng, Xu and Sullivan, Michael G.
Journal of Economic Dynamics & Control, 31, (11), 3591-3613
- Journal Articles
- A COMPUTATIONAL SCHEME FOR THE OPTIMAL STRATEGY IN AN INCOMPLETE MARKET
- OPTIMAL BANK CAPITAL WITH COSTLY RECAPITALIZATION
- Journal Articles
Keppo, Jussi with Peura, Samu
The Journal of Business , 79, (4), 2163-2201
- Journal Articles
- OPTIMAL BANK CAPITAL WITH COSTLY RECAPITALIZATION
- PRICING OF POINT-TO-POINT BANDWIDTH CONTRACTS
- Journal Articles
Keppo, Jussi
Mathematical Methods of Operations Research, 61, (2), 191-218
- Journal Articles
- PRICING OF POINT-TO-POINT BANDWIDTH CONTRACTS
Research/Teaching Areas
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Risk Management
-
Banking Regulation
-
Statistical Analysis Of Stochastic Process
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Decision Making Under Uncertainty
-
Information Economics
Societal Impact
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How to change bankers’ bonuses to curb excessive risk-taking
Media (TV, newspapers, magazines)
July 22nd, 2017
Why employment regulations sometimes have unintended effects on workers
Media (TV, newspapers, magazines)
February 12th, 2016
Having a knack for market timing
Media (TV, newspapers, magazines)
December 29th, 2015
The Volcker Rule’s Unintended Consequences
Media (TV, newspapers, magazines)
July 22nd, 2017
Reducing risk-taking by regulating bonuses: EU vs US Dodd-Frank
Media (TV, newspapers, magazines)
February 12th, 2016
Compliance with risk targets – will the Volcker Rule be effective?
(co-authored with J. Korte)
Media (TV, newspapers, magazines)
December 29th, 2015
Courses
- DSC5101, Analytics in Managerial Economics
- DSC5211C, Quantitative Risk Management
- DSC4213, Analytical Tools for Consulting
