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....

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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

Discrete dividend payments in continuous time

Journal Articles
Keppo, Jussi with Reppen, Max and Soner, H. Mete
Mathematics of Operations Research

Year
2020

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

Year
2019

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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

Year
2018

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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

Year
2018

View

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

Year
2015

View

Selected Publications

12

Journals

Journal Articles

Discrete dividend payments in continuous time

Journal Articles
Keppo, Jussi with Reppen, Max and Soner, H. Mete
Mathematics of Operations Research

Year
2020

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

Year
2019

View

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

Year
2018

View

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

Year
2018

View

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

Year
2015

View

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

Year
2010

View

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

Year
2009

View

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

Year
2008

View

The Demand for Information: More Heat than Light

Journal Articles
Keppo, Jussi with Moscarini, Giuseppe and Smith, Lones
Journal of Economic Theory, 138, (1), 21-50

Year
2008

View

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

Year
2007

View

Optimal Bank Capital with Costly Recapitalization

Journal Articles
Keppo, Jussi with Peura, Samu
The Journal of Business , 79, (4), 2163-2201

Year
2006

View

Pricing of point-to-point bandwidth contracts

Journal Articles
Keppo, Jussi
Mathematical Methods of Operations Research, 61, (2), 191-218

Year
2005

View

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 world. People questioned whether the bonuses paid to bankers on Wall Street wer...

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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