Economics and Finance

Staff

Professor Robin L. Lumsdaine

  • Qualifications: Ph.D. and M.A. in economics, Harvard University; B.S. in mathematics, Brown University
  • Role Title: Professor of Economics
  • Address: Richmond Building Portland Street Portsmouth PO1 3DE
  • Telephone: +1-202-885-1964
  • Email: robin.lumsdaine@port.ac.uk
  • Department: Economics and Finance
  • Faculty: Portsmouth Business School

Biography

I joined the Kogod School of Business at American University as the Crown Prince of Bahrain Chair in International Finance. I was previously an Associate Director in the Division of Banking Supervision and Regulation and Head of the Quantitative Risk Management Group at the Board of Governors of the Federal Reserve System. Before joining the Board, I was a Director in the Global Markets Research division of Deutsche Bank where I served as the Global Inflation-Linked Bond Strategist. I have also held positions as Professor of Economics at Brown University, Senior Economist at the President's Council of Economic Advisers, and Assistant Professor at Princeton University.

Area of Expertise: global financial markets, recent financial crisis, sovereign debt, volatility, banking, financial regulation, Basel II and capital requirements, risk management, stress testing, asset management, fixed income, Treasury securities, inflation-linked bonds (e.g.,TIPS), GSEs, inflation/stagflation/deflation, aging, retirement income, retirement planning, pensions, Social Security, healthcare, Medicare, eldercare (caregiving for the elderly), statistical modeling

Additional Information:
I joined Kogod from the Board of Governors of the Federal Reserve System, where I was an associate director in the Division of Banking Supervision and Regulation and Head of Quantitative Risk Management. I am also a research associate of the National Bureau of Economic Research and a senior fellow of the Center for Financial Stability. Earlier in my career, I was a director at Deutsche Bank, a professor at Brown University, and an assistant professor at Princeton University. I have also served as a senior economist for the White House Council of Economic Advisers. In addition, I have been an associate editor for the Journal of Business and Economic Statistics, and a National Fellow at the Hoover Institution, Stanford University.

Teaching Responsibilities

International Finance

Research

International Finance, Econometrics, Banking Regulation, Pensions, ALM, Fixed Income

 

Professor Lumsdaine's publication credits include a range of economics and finance journals including Econometrica, Journal of Financial Economics, Review of Economic Studies, Journal of Business and Economic Statistics, Journal of International Money and Finance, Review of Economics and Statistics, the Economic Journal, and others.

Downloadable publications:

Professor Lumsdaine's research has also been featured in the following articles:

Kogod Now, Fall 2011. "Aging & Health Care." View article

Work in progress:

 

 

 

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Research profile

Explore my research profile, publications and activities on the Portsmouth Research Portal

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