Douglas T. Breeden
William W. Priest, Jr., Distinguished Professor of Business Administration in the Fuqua School of Business
Douglas T. Breeden is the William W. Priest Professor of Finance and former Dean of Duke University’s Fuqua School of Business. He also served on faculties at Chicago Booth, Stanford and North Carolina, where he was the Dalton McMichael Professor of Finance. He was the Fischer Black Visiting Professor of Financial Economics at MIT’s Sloan School in 2011-2013 and won an ”Outstanding Teacher” award.
Breeden published seminal research on insurance prices implicit in option prices, the Consumption CAPM, and hedging mortgage securities. His current research (with Robert Litzenberger) is on “Central Bank Policy Impacts on the Distribution of Future Interest Rates,” which won a Roger Murray Prize from the Q-Group. He has presented this research to the New York and Minneapolis Federal Reserve Banks, the (central) Bank of England, the Bank of Italy and the Bank of France.
Breeden was Associate Editor of 5 top journals and Founding Editor and Editor for 10 years of the Journal of Fixed Income. He was elected to the Board of Directors of the American Finance Association and in 2010 elected a lifetime Fellow. The International Association for Quantitative Finance named Breeden “Financial Engineer of the Year 2013” for being an “industry pioneer.”
Breeden holds a Ph.D. in Finance from Stanford and an S.B. from M.I.T. He served on the MIT President’s Council, the Sloan School Visiting Committee and the Stanford Business School Advisory Council. Breeden is a Senior Research Consultant for Amundi Smith Breeden, a money management firm that he co-founded, and is on the Board of Trustees of Commonfund.
Breeden published seminal research on insurance prices implicit in option prices, the Consumption CAPM, and hedging mortgage securities. His current research (with Robert Litzenberger) is on “Central Bank Policy Impacts on the Distribution of Future Interest Rates,” which won a Roger Murray Prize from the Q-Group. He has presented this research to the New York and Minneapolis Federal Reserve Banks, the (central) Bank of England, the Bank of Italy and the Bank of France.
Breeden was Associate Editor of 5 top journals and Founding Editor and Editor for 10 years of the Journal of Fixed Income. He was elected to the Board of Directors of the American Finance Association and in 2010 elected a lifetime Fellow. The International Association for Quantitative Finance named Breeden “Financial Engineer of the Year 2013” for being an “industry pioneer.”
Breeden holds a Ph.D. in Finance from Stanford and an S.B. from M.I.T. He served on the MIT President’s Council, the Sloan School Visiting Committee and the Stanford Business School Advisory Council. Breeden is a Senior Research Consultant for Amundi Smith Breeden, a money management firm that he co-founded, and is on the Board of Trustees of Commonfund.
Current Appointments & Affiliations
- William W. Priest, Jr., Distinguished Professor of Business Administration in the Fuqua School of Business, Fuqua School of Business, Duke University 2001
- Professor of Business Administration, Fuqua School of Business, Duke University 2001
Contact Information
- 425W Fuqua Sch of Bus, 100 Fuqua Drive, Durham, NC 27708
- Duke Box 90120, Durham, NC 27708-0120
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doug.breeden@duke.edu
(919) 660-2892
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