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Kenneth Singleton

Kenneth Singleton

Faculty Affiliate
Stanford Center on Global Poverty and Development
Adams Distinguished Professor of Management
Stanford Graduate School of Business (GSB)
PhD, Economics, University of Wisconsin
MA, Economics, University of Wisconsin
BA, Economics, Reed College

About

Kenneth Singleton is the Adams Distinguished Professor of Finance, and a former Senior Associate Dean at the Graduate School of Business, Stanford University.

He previously taught in the Economics Department at the University of Virginia and the Graduate School of Industrial Administration at Carnegie Mellon, and held short-term visiting positions at the University of Chicago and University of Tokyo. While on leave from Stanford, in 1991-92, he was a vice president in the Fixed Income Research Department of Goldman Sachs and Co.

Singleton’s research interests are in econometric methods for estimation and testing of dynamic asset pricing models; modeling of term structures of government and defaultable bond yields; measuring and managing market, credit and liquidity risks; and debt financing in emerging economies. His papers have appeared in the leading journals in finance and economics, he is coauthor of the book Credit Risk, and author of the book Empirical Dynamic Asset Pricing Models.

Singleton is a fellow of the Econometric Society and the Journal of Econometrics, and is a Research Associate of the NBER. He is the recipient of the Frisch Prize from the Econometric Society and two Smith-Breeden Distinguished Paper Awards from the Journal of Finance. He was an Editor of the Review of Financial Studiesand an Associate Editor of the Econometrica, the Journal of Econometrics, and the Journal of Finance; is a past president of the Western Finance Association; and has served on the Board of Directors of the American Finance Association.

Singleton received his bachelor’s degree from Reed College, and his master’s degree and doctorate in economics from the University of Wisconsin.