Carson College of Business
Faculty Directory
Carson College Directory
Jarl Kallberg
Online Lead Instructor
Education
- PhD (University of British Columbia)
- Other (Simon Fraser University)
- Other (University of British Columbia)
Jarl Kallberg
Jarl G. Kallberg is a full professor in the Finance and Management Science department where he teaches corporate finance and real estate. Prior to joining WSU in August of 2013, he was Director of Research and Professor of Global Finance at the Thunderbird School of Global Management and Research Professor in the Finance Department at Arizona State University. From 1978 to 2006 he was a member of the finance faculty at New York University's Stern School of Business and for several years was the director of the finance Ph.D. program. His research interests are in corporate finance, financial engineering, real estate, and financial contagion. He has been a visiting professor at Bilkent University, the University of British Columbia, and Princeton University. He has published in such journals as the Journal of Business, Journal of Financial and Quantitative Analysis, Journal of Law and Economics, Journal of Real Estate Economics, and Journal of Real Estate Finance and Economics, Management Science and Operations Research. He is currently an associate editor of Real Estate Economics. He has a BSc and MSc in mathematics and a Ph.D. in business administration from the University of British Columbia.
Journal Articles
- Jarl Kallberg, Crocker Liu, Paolo Pasquariello On the price comovement of U.S. residential real estate markets Real Estate Economics : Journal of the American Real Estate and Urban Economics Association, 2014
- Jarl Kallberg, W. Boudry, Kent Baker Real Estate Investment Trusts: Organization and Performance Real Estate ? Markets and Investment Opportunities, 2014
- Walter Boundry, Jarl Kallberg, Crocker Liu Investment opportunities and share repurchases Journal of Corporate Finance, 2013
- Walter Boundry, N. Coulson, Jarl Kallberg, Crocker Liu On indexing commercial real estate properties and portfolios Journal of Real Estate Finance and Economics, 2013
- Jarl Kallberg, Crocker Liu, Sriram Villupuram Preferred stock: Some insights into capital structure Journal of Corporate Finance, 2013
- Walter Boundry, N. Coulson, Jarl Kallberg, Crocker Liu On the hybrid nature of REITs Journal of Real Estate Finance and Economics, 2012
- Walter Boundry, Jarl Kallberg, Crocker Liu Analyst behavior and underwriter choice Journal of Real Estate Finance and Economics, 2011
- Jarl Kallberg The forgotten crisis Thunderbird International Business Review, 2011
- Walter Boundry, Jarl Kallberg, Crocker Liu An analysis of REIT security issuance decisions Real Estate Economics : Journal of the American Real Estate and Urban Economics Association, 2010
- F. Mathis, Jarl Kallberg, Frank Tuzzolino The etiology of liquidity crises and how managers can be better prepared Thunderbird International Business Review, 2009
- Jarl Kallberg, F. Mathis, Frank Tuzzolino The Etiology of Financial Crises Thunderbird International Business Review, 2009
- Jarl Kallberg Guest Editorial: Some Thoughts on Financial Crises and Risk Management Journal of Corporate Treasury Management, 2009
- Jay Hartzell, Jarl Kallberg, Crocker Liu The role of corporate governance in initial public offerings: Evidence from real estate investment trusts Journal of Law and Economics, 2008
- Jarl Kallberg, Paolo Pasquariello Time-series and cross-sectional excess comovement in stock indexes Journal of Empirical Finance, 2008
- Jarl Kallberg, Crocker Liu, Paolo Pasquariello Updating expectations: An analysis of post-9/11 returns Journal of Financial Markets, 2008
- J'Noel Gardiner, Jeffrey Heisler, Jarl Kallberg, Crocker Liu The impact of dual agency Journal of Real Estate Finance and Economics, 2007
- Jarl Kallberg, C. Liu, P. Pasquariello An Examination of the Asian Crisis: Information Spillover, Herding and Regime Shifts Journal of Business, 2005
- Jarl Kallberg, Crocker Liu, Paolo Pasquariello An examination of the Asian crisis: Regime shifts in currency and equity markets Journal of Business, 2005
- Jay Hartzell, Jarl Kallberg, Crocker Liu The role of the underlying real asset market in REIT IPOs Real Estate Economics : Journal of the American Real Estate and Urban Economics Association, 2005
- Jarl Kallberg, Crocker Liu, Anand Srinivasan Limited partnerships and reputation formation Journal of Financial & Quantitative Analysis, 2004
- Jarl Kallberg, C. Liu, A. Srinivasan The Dynamics of Quality Setting and Reputation Journal of Financial & Quantitative Analysis, 2004
- Jarl Kallberg, C. Liu, A. Srinivasan Dividend Pricing Models and REITs Journal of Real Estate Economics, 2003
- Jarl Kallberg, Cracker Liu, Anand Srinivasan Dividend pricing models and REITs Real Estate Economics : Journal of the American Real Estate and Urban Economics Association, 2003
- Jarl Kallberg, G. Udell, Margaret Miller Private Sector Credit Information Sharing: The U.S. Case, Credit Reporting Systems and the International Economy, 2003
- Jarl Kallberg, Gregory Udell The value of private sector business credit information sharing: The US case Journal of Banking & Finance, 2003
- Jarl Kallberg, Crocker Liu, Paolo Pasquariello Regime shifts in asian equity and real estate markets Real Estate Economics : Journal of the American Real Estate and Urban Economics Association, 2002
- Jarl Kallberg, C. Liu, P. Pasquariello, E. Altman, I. Vanderhoof The New Asia: Regime Shifts in Far Eastern Equity and Real Estate Market Integrated Risk and Return Analysis for Insurance Companies, 2001
- Jarl Kallberg, Crocker Liu, Charles Trzcinka The value added from investment managers: An examination of funds of REITs Journal of Financial & Quantitative Analysis, 2000
- Yong Kim, Jarl Kallberg Convertible calls and corporate taxes under asymmetric information Journal of Banking & Finance, 1998
- Jarl Kallberg, Crocker Liu, D. Greig The role of real estate in the portfolio allocation process Real Estate Economics : Journal of the American Real Estate and Urban Economics Association, 1996
- Jarl Kallberg, W. Ziemba, D. Hausch, V. Lo Concavity Properties of Betting Models Efficiency of Racetrack Betting Models, 1995
- Jarl Kallberg, C. Liu, E. Altman, I. Vanderhoof The Role of Real Estate in Insurance Company Portfolios Dynamics of the Insurance Industry, 1995
- Jarl Kallberg, D. Kao Strategies for Measuring and Managing Risk Concentrations in Loan Portfolios Journal of Commercial Lending, 1994
- Jarl Kallberg, D. Kao, Y. Kim Statistical Techniques in Credit Analysis Advances in Working Capital Management, 1989
- R. Ambarish, J. Kallberg Multivariate risk premiums Theory and Decision, 1987
- Jarl Kallberg, K. Parkinson, E. Altman International Cash Management Handbook of Corporate Finance, 1986
- Jarl Kallberg, R. Johnson, E. Altman Management of Accounts Receivable Handbook of Corporate Finance, 1986
- Halina Frydman, Jarl Kallberg, Duen-Li Kao Testing the adequacy of Markov chain and mover-stayer models as representations of credit behavior Operations Research, 1985
- Jarl Kallberg, W. Ziemba, G. Bamberg, K. Spremann Mis-Specification in Portfolio Selection Problems Risk and Capital, 1984
- J. Kallberg Discussion The Journal of Finance, 1983
- Jarl Kallberg, W. Ziemba A Comparison of Alternative Utility Functions in Portfolio Selection Problems Management Science, 1983
- Jarl Kallberg, A. Saunders Markov Chain Approaches to the Analysis of Payment Behavior of Retail Credit Customers Financial Management, 1983
- Jarl Kallberg, W. Ziemba Remarks on Optimal Portfolio Selection Methods of Operations Research, 1982
- Jarl Kallberg, R. White, W. Ziemba Short-Term Financial Planning under Uncertainty Management Science, 1982
- Jarl Kallberg, W. Ziemba, R. Schultz An Algorithm for Portfolio Revision: Theory, Computational Algorithm, and Empirical Results Applications of Management Science, 1981
- Jarl Kallberg, W. Ziemba, S. Schaible, W. Ziemba Generalized Concave Functions in Stochastic Programming and Portfolio Theory , 1981
- Jarl Kallberg, W. Ziemba, P. Kall, A. Prekopa An Extended Frank-Wolfe Algorithm with Applications to Portfolio Selection Problems Recent Results in Stochastic Programming, 1980
- J. Kallberg, W. Ziemba On the robustness of the Arrow-Pratt risk aversion measure Economics Letters, 1979
- Jarl Kallberg, D. Granot, F. Granot Covering Relaxations for 0-1 Polynomial Problems Management Science, 1979
Books/Book Chapters
- Book Chapter Iftekhar Hasan, Jarl Kallberg, Crocker Liu, Xian Sun Mergers and target transparency
- Book Jarl Kallberg, K. Parkinson Managing Working Capital
- Book Jarl Kallberg, K. Parkinson Corporate Liquidity: Management and Measurement
- Book Jarl Kallberg, K. Parkinson, J. Ochs Essentials of Cash Management
- Book Jarl Kallberg, K. Parkinson, J. Ochs Essentials of Cash Management
- Book Jarl Kallberg, K. Parkinson Current Asset Management: Cash, Credit and Inventory
Presentations
- Jarl Kallberg, Crocker Liu, A. Nowak The Optimality of Double Round Auctions
- Jarl Kallberg, Crocker Liu, A. Nowak The Optimality of Double Round Auctions
- Jarl Kallberg, Crocker Liu, Adam Nowak, Na Wing Individual Investor Portfolios: Round-Trip Trades, Trading Frequency, and Performance
- Jarl Kallberg, Juan Araujo An Integrated Analysis of the Global Financial Crisis
Other
- Jarl Kallberg, W. Boudry, Y. Shimizu Mergers and the Firm's Opportunity Set