Visiting Assistant Professor of Finance

Office: CS-3110E Carol Simon Hall
Phone: (585) 275-5105
Email: bauer@simon.rochester.edu
Website: simon.rochester.edu/fac/Bauer/index.htm

Professor Bauer’s main area of interest is international finance. In one paper from his dissertation on empirical models of the foreign exchange risk premium, he shows how to model the risk premium over long horizons to gain extra-explanatory power. In another paper, he shows how to evaluate different volatility models using an economic metric. Prior to earning his doctorate at Wharton, Bauer was a foreign exchange trader at the Bank of Canada and a macroeconomist at the Ontario Ministry of Finance. He holds the Chartered Financial Analyst (C.F.A.) designation. Bauer won the Superior Teaching Award from the M.B.A. Classes of 1999, 2000 and 2002.

B.A., Applied Economics,

University of Waterloo

M.A., Economics,

Queen’s University

M.A., Finance,

University of Pennsylvania