Jussi

KEPPO, Jussi

Associate Professor and Dean's Chair
Research Director, Institute of Operations Research and Analytics


ANALYTICS & OPERATIONS

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 ....

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Educational Qualifications

  • 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

Dai, Min, Huang, Shan and Keppo, Jussi (2019), "Opaque Bank Assets and Optimal Equity Capital", Journal of Economic Dynamics & Control, 100, 369-394
Keppo, Jussi and Korte, Josef (2018), "Risk Targeting and Policy Illusions - Evidence from the Announcement of the Volcker Rule", Management Science, 64, 1, 215-234
Ning, Jie, Babich, Volodymyr, Handley, John and Keppo, Jussi (2018), "Risk-Aversion and B2B Contracting under Asymmetric Information: Evidence from Managed Print Services", Operations Research, 66, 2, 392-408
Dai, Min, Keppo, Jussi and Maull, Tim (2015), "Hiring, firing, and relocation under employment protection", Journal of Economic Dynamics & Control, 56, 55-81
Keppo, Jussi, Kofman, Leonard and Meng, Xu (2010), "Unintended consequences of the market risk requirement in banking regulation", Journal of Economic Dynamics & Control, 34, 10, 2192-2214

Selected Publications

11

Journals

Journal Articles

Dai, Min, Huang, Shan and Keppo, Jussi (2019), "Opaque Bank Assets and Optimal Equity Capital", Journal of Economic Dynamics & Control, 100, 369-394
Keppo, Jussi and Korte, Josef (2018), "Risk Targeting and Policy Illusions - Evidence from the Announcement of the Volcker Rule", Management Science, 64, 1, 215-234
Ning, Jie, Babich, Volodymyr, Handley, John and Keppo, Jussi (2018), "Risk-Aversion and B2B Contracting under Asymmetric Information: Evidence from Managed Print Services", Operations Research, 66, 2, 392-408
Dai, Min, Keppo, Jussi and Maull, Tim (2015), "Hiring, firing, and relocation under employment protection", Journal of Economic Dynamics & Control, 56, 55-81
Keppo, Jussi, Kofman, Leonard and Meng, Xu (2010), "Unintended consequences of the market risk requirement in banking regulation", Journal of Economic Dynamics & Control, 34, 10, 2192-2214
Bensoussan, Alain, Keppo, Jussi and Sethi, Suresh P. (2009), "Optimal Consumption and Portfolio Decisions with Partially Observed Real Prices", Mathematical Finance, 19(2), 215-236
Keppo, Jussi, Smith, Lones and Davydov, Dmitry (2008), "Optimal Electoral Timing: Exercise Wisely and You May Live Longer", Review of Economic Studies, 75, 597-628
Keppo, Jussi, Moscarini, Giuseppe and Smith, Lones (2008), "The Demand for Information: More Heat than Light", Journal of Economic Theory, 138, 1, 21-50
Keppo, Jussi, Meng, Xu and Sullivan, Michael G. (2007), "A Computational Scheme for the Optimal Strategy in an Incomplete Market", Journal of Economic Dynamics & Control, 31, 11, 3591-3613
Peura, Samu and Keppo, Jussi (2006), "Optimal Bank Capital with Costly Recapitalization", The Journal of Business , 79, 4, 2163-2201
Keppo, Jussi (2005), "Pricing of point-to-point bandwidth contracts", Mathematical Methods of Operations Research, 61, 2, 191-218

Research / Teaching Areas

Risk Management

Decision Making Under Uncertaintyy

Banking Regulation

Information Economics

Statistical Analysis Of Stochastic Processes

Societal Impact

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Changing bankers’ bonuses to curb excessive risk-taking

It has been nine years since the fall of Lehman Brothers rocked the....

July 26th, 2017

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)

October 29th, 2015

Reducing risk-taking by regulating bonuses: EU vs US Dodd-Frank

(co-authored with E. Jokivuolle an X. Yuan)

Media (TV, newspapers, magazines)

July 23rd, 2015

Compliance with risk targets - will the Volcker Rule be effective?

(co-authored with J. Korte)

Media (TV, newspapers, magazines)

September 7th, 2014

Courses

  • DSC5101, Analytics in Managerial Economics
  • DSC5211C, Quantitative Risk Management
  • DSC4213, Analytical Tools for Consulting
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