NYU’s PhD in Finance equips scholars to conduct high-impact research in financial markets, corporate governance, and asset pricing. Students develop strong quantitative, theoretical, and empirical skills while exploring market microstructure, macro-finance, and behavioral finance. With access to NYU Stern and Wall Street data labs, the program prepares graduates for careers in academia, hedge funds, fintech, and global policy institutions.
Modeling systemic financial risk using network-based contagion analysis and interbank loan data
Comparing risk-neutral vs. real-world measures in derivative pricing under stochastic volatility models
Quantifying the impact of ESG disclosures on firm cost of capital and investment behavior
Structural estimation of firm default probabilities using credit default swap spreads and accounting signals
Investigating return predictability using machine learning on alternative datasets (e.g., satellite imagery, web traffic)
Bayesian asset pricing models with latent state variables for global macroeconomic risk factors
Developing high-frequency volatility estimators using realized kernels and noise correction techniques
Examining liquidity provision in decentralized finance (DeFi) protocols and automated market makers
Testing the adaptive markets hypothesis using rolling-window behavioral metrics and sentiment indices
Option-implied volatility surfaces and arbitrage-free interpolation across maturities
The role of passive investing in amplifying idiosyncratic risk exposures across sectors
Cross-country empirical analysis of capital controls and portfolio rebalancing behavior
Modeling long-run equity premium using rare disaster-based consumption dynamics
Evaluating the effectiveness of central bank forward guidance through yield curve decomposition
Developing new factor models for frontier markets using local risk premiums and FX volatility
Machine learning models for pricing illiquid real estate-backed securities under uncertainty
Exploring the role of institutional herding in price dislocations during earnings announcements
Market microstructure analysis of limit order books and trade clustering during market stress
Empirical test of leverage constraints on asset return predictability in hedge fund portfolios
Sentiment-driven bubbles and crash dynamics modeled using agent-based trading simulations
Develop frontier research in financial markets through NYU’s Finance PhD program.
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