phd finance booth

Joint PhD Program in Financial Economics

Program requirements.

In the first year students will take:

• Economics 30100, 30200 and 30300 – Price Theory (microeconomics)
• Economics 31000, 31100 and 31200 – Empirical Methods (econometrics)
• Economics 33000, 33100 and 33200 – Theory of Income (macroeconomics)

In their second year they will complete courses in two fields in accordance with requirements from the Economics Department. At the same time the students will satisfy the dissertation area requirements at Booth.

As an example, a student in their second year can satisfy the course requirements by taking:

• Business 34901/Economics 35050 – Asset Pricing I
• Business 34902/Economics 35060 – Asset Pricing II
• Business 34903/Economics 35070 – Corporate Finance I
• Business 34904/Economics 35080 – Corporate Finance II
• and two other finance electives as listed in the Guidebook

This is a required sequence at Booth. It will be recognized as a separate field (or fields) by the Economics department.

• Three other classes in economics and business to satisfy additional distributional requirements of the Economics Department and Booth. There is a wide range of appropriate course offerings both at Chicago Booth and the Economics Department.

In their remaining years, students will satisfy any additional distributional requirements from the Department of Economics and the second year paper required by both the Department of Economics and Booth. To facilitate guidance in choosing a dissertation topic and pursuing research, third year students will attend a student workshop or reading group in which they will present recent papers by others and/or their own projects in early stages of development. The workshop will be run by one or more of the faculty members involved in the joint degree program. Students will propose and defend a single dissertation to the satisfaction of both the Department of Economics and Booth. These requirements are subject to changes made by either the Department of Economics or Chicago Booth.

• Majors & Careers
• Online Grad School
• Preparing For Grad School
• Student Life

The 10 Best PhD Programs in Finance

In essence, finance is the study of economics and the claims on resources. The best PhD programs in finance help you develop professionally so you can make difficult decisions around fund allocation, financial planning, and corporate financial management. This qualification will also equip you for a career in teaching or research at top universities.

Which of the 10 best finance PhDs is best for you?

Read on to learn everything you need to know.

Table of Contents

Why Get a Doctorate in Finance?

According to the Bureau of Labor Statistics (BLS), finance managerial professionals have an average salary of $131,710  per year, and jobs are estimated to grow by 17%  from 2020 to 2030. This is much more than the average across all occupations. With a PhD in finance, you may work as a finance manager or even become a CEO of a large corporation.

Jobs and Salaries for Doctors of Finance

After earning a PhD in finance, you can find well-paid jobs as a professor or in various corporate finance roles.

Here are some of the most common finance professions with the average annual salaries for each:

• Financial Manager ( $96,255 )
• Financial Analyst ( $63,295 )
• Finance Professor ( $73,776 )
• Chief Financial Officer ( $140,694 )
• Investment Analyst ( $67,730 )

Read More:   The Highest Paying PhD Programs

What’s the average cost of a phd program in finance.

The tuition for a PhD in finance can vary depending on the university, with public institutions generally being much more affordable than private ones.

Across all schools, the average tuition is around $30,000 per year.

However, on top of this, you need to factor in other expenses, which could add up to another $30,000 a year. Some top universities offer full funding, including tuition and a stipend for all students who are successfully admitted to the program.

Read Next: The Average Cost of a Master’s Degree in Finance

Top finance phd programs and schools, stanford university, graduate school of business.

PhD in Finance

Stanford University is one of the most prestigious business schools in the world. Its PhD in finance programs has an emphasis on theoretical modeling and empirical testing of financial and economic principles.

• Courses include: Financial markets, empirical asset pricing, macroeconomics, and financial markets.
• Duration: 5 years
• Tuition : Full funding
• Financial aid: Research & teaching assistantship, grants, outside employment, and outside support.
• Delivery: On-campus
• Acceptance rate: 5%
• Location: Stanford, California

The University of Pennsylvania, The Wharton School

The University of Pennsylvania’s renowned Wharton School of Business is home to faculty who are well-known in the field of business research. The school boasts a low student-faculty ratio in an atmosphere that allows you to work with faculty members as peers. This doctor of finance program emphasizes subjects like asset pricing, corporate finance, and portfolio management. This helps students become experts in research and teaching in these areas.

• Courses include: Topics in asset pricing, financial economics, and international finance.
• Credits: 18 courses
• Financial aid: Fellowships, grants, student employment, health insurance, stipend, and loans.
• Acceptance rate: 9%
• Location: Philadelphia, Pennsylvania

The University of Chicago, Booth School of Business

Booth School of Business is a major center for finance education because its faculty includes Eugene F. Fama, Nobel laureate and the father of modern empirical finance. This finance doctoral degree has an option for a joint PhD in collaboration with the university’s economics department.

• Courses: Financial economics, financial markets in the macroeconomy, and behavioral finance.
• Tuition : Refer tuition page
• Financial aid: Grants, stipends, health insurance, scholarships, fellowships, teaching assistantships, research assistantships, and loans.
• Acceptance rate: 7%
• Location: Chicago, Illinois

The University of Illinois at Urbana-Champaign, Gies College of Business

The University of Illinois at Urbana Champaign is one of the best places for studying and conducting research in finance. Its finance research faculty was ranked #4  in the UTD Top 100 Business School Research Rankings between 2016-2019. In this PhD in finance program, students can take the qualifying examination at the end of the first year and, if successful. They’ll be able to start their research project earlier and complete the degree sooner.

• Courses include: Empirical analysis in finance, corporate finance, and statistics & probability.
• Duration: 4-5 years
• Financial aid: Full tuition waiver, stipends, scholarships, grants, student employment, and loans.
• Acceptance rate: 63%
• Location: Champaign, Illinois

Massachusetts Institute of Technology, Sloan School of Management

The Sloan School is one of the top research centers in the world, which aims to transform students into experts who can handle real-world problems in a wide range of spheres, from business and healthcare to climate change. This PhD program in finance gives students the flexibility to choose between a wide range of electives and even study some courses at Harvard.

• Courses include: Current research in financial economics, statistics/applied econometrics, and corporate finance.
• Duration: 6 years
• Financial aid: Full tuition, stipend, teaching assistantships, research assistantships, health insurance, fellowships, scholarships, and loans.
• Location: Cambridge, Massachusetts

Northwestern University, Kellogg School of Management

The Kellogg School of Management allows students to conduct independent research under the supervision of faculty who’ve made significant contributions to the field and have earned numerous prestigious awards. This doctorate of finance program’s admission process has a dual application option. You can also apply to the Economics PhD simultaneously, so if you are not selected for the finance program, you may be considered for economics.

• Courses include: Econometrics, corporate finance, and asset pricing.
• Duration: 5.5 years
• Financial aid: Tuition scholarship, stipends, health insurance, moving allowance, and subsidies.
• Location: Evanston, Illinois

The University of California Berkeley, Haas School of Business

The Haas School of Business in Berkeley is an innovative institution that questions the status quo, takes intelligent risks, and accepts sensible failures in its path to progress. This finance PhD program offers students opportunities to learn about cutting-edge research from faculty from around the world.

• Courses include: Corporate finance theory, stochastic calculus, and applications of psychology & economics.
• Tuition : Refer cost page
• Financial aid: Fellowships, grants, tuition allowance, stipends, teaching assistantships, and research assistantships.
• Acceptance rate: 17%
• Location: Berkeley, California

The University of Texas at San Antonio, Alvarez College of Business

The Alvarez College of Business is one of the forty largest business schools in the USA. It follows a comprehensive and practical approach to education that allows students to apply the knowledge they gain directly in the workplace. This PhD in finance encourages students to do collaborative research with the faculty, which helps them publish their own academic papers before they even complete the program.

• Courses include: Corporate finance, international financial markets, and microeconomic theory.
• Credits: 84 (post-bachelors)
• Financial aid: Scholarships, grants, work-study, teaching assistantships, research assistantships, research fellowships, and loans.
• Acceptance rate: 84%
• Location: San Antonio, Texas

Liberty University, School of Business

Doctor of Business Administration (DBA) in Finance

Liberty University is a non-profit institution among the top five online schools in the USA and has been offering fixed tuition fees for the past seven years. This is one of the best PhD in Finance programs you can do completely online. It aims to prepare students to address issues in business finance through research, best practices, and relevant literature.

• Courses: Managerial Finance, Investments & Derivatives, Business Valuation, etc.
• Credits: 60
• Duration: 3 years average
• Tuition : $595 per credit
• Financial aid: Grants, scholarships, work-study, veteran benefits, and loans.
• Delivery: Online
• Acceptance rate: 50%
• Location: Lynchburg, Virginia

Northcentral University

PhD in Business Administration (PhD-BA) – Finance Management

Northcentral University was founded with the objective of offering flexible, fully-online programs to working professionals around the world. This doctorate degree in finance online is flexible and allows you to design your own schedule. You will also get one-on-one personal mentoring from qualified faculty.

• Courses include: Business financial systems, business statistics, and business leadership & strategy.
• Duration: 84 months average
• Tuition: $1,105 per credit
• Financial aid: Grants, scholarships, and military scholarships.
• Acceptance rate: NA
• Location: Scottsdale, Arizona

Things To Consider When Choosing a Finance PhD Program

The right PhD program for you is a very personal decision and will depend on several individual factors.

However, these general questions will help you to make the right choice:

• Is the university properly accredited?
• Does the university conduct innovative and cutting-edge research?
• Are there renowned faculty members who you’ll want to work with?
• Do they offer subjects or specializations that match your career goals?
• What is the school’s placement history?
• What are the tuition fees, costs, and options for scholarships and financial aid?
• Does the program offer online study options?

It’s also important to consider if you want to pursue a career in academia or work in organizations as a senior finance professional. A PhD degree will generally set you up for a career in research or academia, while a DBA is more suited to a career in business or government.

Preparing for a Finance Doctorate Program

It’s important to start preparing early if you want to be selected for one of the best finance PhD programs.

These handy tips can help you put your best foot forward:

• Research the requirements of the best universities offering PhD in finance degrees, including pre-requisite subjects and qualifying grades. Keep these in mind when completing your bachelor’s or master’s degree.
• Understand your strengths and weaknesses in relation to the program’s requirements. Work on your weaknesses and continue to hone relevant skills.
• Read extensively in the field and keep up-to-date on regional and global developments.
• Join communities of finance professionals to build your network and be exposed to the latest knowledge in the discipline.

Skills You Gain from Earning a PhD in Finance

The most important skills you learn as a doctor of finance include:

• Communication skills, including writing and presentation skills
• Data analytical skills
• Economics and accounting skills
• Critical thinking skills
• Mathematical skills
• Analytical software skills
• Management and leadership skills
• Problem-solving skills

PhD Programs in Finance FAQs

How long does a phd in finance take.

PhD programs in finance usually take between three and eight years to complete.

Is It Worth Getting a PhD in Finance?

A PhD in Finance is a qualification that’s in high demand today. It is a terminal degree and can help you get top-level jobs with lucrative salaries in corporate or large organizations.

How Much Can You Make With a PhD in Finance?

With a finance doctorate, you can expect to earn a salary anywhere from around $45,000 to $150,000, depending on your experience, role, and the organization you work for. According to the BLS, the average salary for finance PhD holders is $131,710 .

What Do You Need To Get a PhD in Finance?

The admissions requirements vary depending on the program, but you’ll typically need a bachelor’s or master’s degree in finance. The programs can take three to eight years of coursework and research.

To apply, you’ll usually need to submit:

• Application
• Academic resume
• Academic transcripts
• Recommendation letters
• GRE or GMAT score
• Personal essay

Final Thoughts

With a doctorate in finance, you can build a rewarding career in academia, research, or the business sector. Like any doctorate, these programs ask for dedication and hard work. By planning early, you’ll set yourself up to pursue one of the best PhD programs in finance.

For more on how to build your career in the field, take a look at our guides to the best master’s degree in finance , the highest paying PhDs , and fully-funded PhD programs .

Lisa Marlin

Lisa is a full-time writer specializing in career advice, further education, and personal development. She works from all over the world, and when not writing you'll find her hiking, practicing yoga, or enjoying a glass of Malbec.

• Lisa Marlin https://blog.thegradcafe.com/author/lisa-marlin/ 30+ Best Dorm Room Essentials for Guys in 2024
• Lisa Marlin https://blog.thegradcafe.com/author/lisa-marlin/ 12 Best Laptops for Computer Science Students
• Lisa Marlin https://blog.thegradcafe.com/author/lisa-marlin/ ACBSP Vs AACSB: Which Business Program Accreditations is Better?
• Lisa Marlin https://blog.thegradcafe.com/author/lisa-marlin/ BA vs BS: What You Need to Know [2024 Guide]

The 7 Best Student Planner Apps

Most common industries to land a job out of college, related posts.

• How New Grads Research Companies to Find Jobs

Experience Paradox: Entry-Level Jobs Demand Years in Field

Grad Trends: Interest in Artificial Intelligence Surges

Applying to Big Tech This Year? Here’s How to Ace It.

73% of job seekers believe a degree is needed for a well-paying role–but is it?

Tech Talent Crunch: Cities with More Jobs Than Workers

Leave a Reply Cancel reply

Your email address will not be published. Required fields are marked *

Save my name, email, and website in this browser for the next time I comment.

Recent Posts

• When to Apply for Grad School: Easy Monthly Timeline [2026-2027]
• 30+ Best Dorm Room Essentials for Guys in 2024
• Best Laptop for Programming Students in 2024
• The Sassy Digital Assistant Revolutionizing Student Budgeting

© 2024 TheGradCafe.com All rights reserved

• Partner With Us
• Results Search
• Submit Your Results
• Write For Us

• The University Of Chicago

• Visitors & Fellows
• BFI Employment Opportunities
• Big Data Initiative
• Chicago Experiments Initiative
• Health Economics Initiative
• Industrial Organization Initiative
• International Economics and Economic Geography Initiative
• Macroeconomic Research Initiative
• Political Economics Initiative
• Price Theory Initiative
• Ronzetti Initiative for the Study of Labor Markets
• Becker Friedman Institute China
• Becker Friedman Institute Latin America

Macro Finance Research Program

• Program in Behavioral Economics Research
• Development Innovation Lab
• Energy Policy Institute at the University of Chicago
• TMW Center for Early Learning + Public Health
• UChicago Scholars
• Visiting Scholars
• Saieh Family Fellows

We present a dynamic two-country model in which military spending, geopolitical risk, and government bond prices are jointly determined. The model is consistent with three empirical facts: hegemons have a funding advantage, this advantage rises with geopolitical tensions, and war...

Since the 2000s, economists across fields have increasingly used consumer credit reporting data for research. We introduce readers to the economics of and the institutional details of these data. Using examples from the literature, we provide practical guidance on how...

We demonstrate the pitfalls when extrapolating behavioral findings across different contexts and decision environments. We focus on regret theory and the use of “regret lotteries” for motivating behavior change. Here, findings from one-shot settings have been used to promote regret...

• View All caret-right

Upcoming Events

Economic theory conference ix, 2024 ai in social science conference, economic theory conference honoring phil reny, past events, bfi student lunch series – the impact of incarceration on employment, earnings, and tax filing, macro financial modeling meeting spring 2012, modeling financial sector linkages to the macroeconomy, research briefs.

Interactive Research Briefs

• Media Mentions
• Press Releases
• Search Search

The Macro Finance Research Program (MFR) expands our understanding of how financial markets affect the economy as a whole and, conversely, how the macroeconomy influences financial markets. It does so by bringing together a community of elite scholars with common ambitions to tackle these important challenges. The program operates under the auspices of the Becker Friedman Institute with generous funding support from The University of Chicago Booth School of Business .

For general program inquiries, please contact Diana Petrova, MFR Program Executive  Director, at [email protected] . Through sponsored research projects, conferences, and interactions with visiting scholars, this program focuses on these fundamental questions:

• How do we construct models and measurements that will better support the prudent oversight of system-wide challenges to the financial system?
• What are the best ways to incorporate broad notions of uncertainty into the analysis of economic policies for both the private and public sectors?
• What are some meaningful approaches to addressing climate change in the presence of the associated deep uncertainties?
• How does the credit cycle influence the business cycle, and how does the business cycle affect the credit cycle?
• How does macroeconomic policy uncertainty impact financial markets?
• What are the macroeconomic and financial market implications of intermediation and its impediments?

MFR Program Advisory Committee

The MFR Program Advisory Committee oversees the research agenda of the program. Members of the committee are prominent experts in macroeconomics and finance with particular interests in exploring linkages between these fields:

• Lars Peter Hansen , Professor, University of Chicago Departments of Economics, Statistics and the Booth School of Business, Committee Chair
• Fernando Alvarez , Professor, University of Chicago Department of Economics
• John Cochrane , Senior Fellow, Hoover Institution, and BFI Distinguished Research Fellow
• Douglas Diamond , Professor, University of Chicago Booth School of Business
• Zhiguo He , Professor, University of Chicago Booth School of Business
• John Heaton , Professor, University of Chicago Booth School of Business
• Anil Kashyap , Professor, University of Chicago Booth School of Business
• Ralph Koijen , Professor, University of Chicago Booth School of Business
• Yueran Ma , Professor of Finance, University of Booth School of Business
• Stefan Nagel , Professor of Finance, University of Chicago Booth School of Business
• Carolin Pflueger , Assistant Professor, University of Chicago Harris School of Public Policy
• Thomas Sargent , Professor, New York University Department of Economics and BFI Distinguished Research Fellow
• Amir Sufi , Professor, University of Chicago Booth School of Business
• Harald Uhlig , Professor, University of Chicago Department of Economics

MFR Program Staff

MFR Program Conferences and Events

Upcoming Events:

• Economic Dynamics, Uncertainty and Computation Workshop – November 13 and December 3, 2024 (co-sponsored by MFR)

Past Events:

• 2024 MFR Summer Session for Young Scholars –  August 5-8, 2024 organized by MFR Program Advisory Committee Members ( application process is now closed )
• MFR/Imperial College London 2024 Conference on Uncertainty, Climate Change, and Policy Challenges – May 2-3, 2024 in London, UK – organized by Lars Peter Hansen, Franklin Allen and Erik Chavez (co-sponsored by MFR and the Brevan Howard Centre for Financial Analysis (BHC)
• Methods for Solving and Analyzing Dynamic Models in the Face if Uncertainty and Cross-Sectional Heterogeneity Conference – March 7-8, 2024 at the University of Chicago – organized by Fernando Alvarez, Lars Peter Hansen, and Panagiotis Souganidis – co-sponsored with the Institute for Mathematical and Statistical Innovation (IMSI)
• 22nd Macro-Finance Society Workshop – October 27-28, 2023 at the University of Chicago – organized by Carolin Pflueger and Wenxin Du (co-sponsored by the MFR Program)
• 2023 Housing, Household Debt, and the Macroeconomy – September 22, 2023 at the Gleacher Center – organized by Amir Sufi
• MFR Conference on Monetary Policy and Asset Pricing – September 8, 2023 at the University of Chicago – organized by Carolin Pflueger and Rohan Kekre
• Conference on Decision-Making Under Uncertainty in Climate and Macroeconomics – May 24-25, 2023 hosted by Bocconi University – organized by Lars Peter Hansen, Massimo Marinacci and Valentina Bosetti
• Assessing the Economic and Environmental Consequences of Climate Change: Incorporating Uncertainty and Quantifying Its Importance – March 31-April 1, 2023 at the University of Chicago – organized by Lars Peter Hansen, Esteban Rossi-Hansberg and Rebecca Willett – co-sponsored with the Institute for Mathematical and Statistical Innovation (IMSI)
• Bridging Theory and Empirical Research in Finance  – December 9-10, 2022 at the University of Chicago – organized by Zhiguo He, University of Chicago Booth School of Business, Ron Kaniel, University of Rochester, and Lars Peter Hansen, University of Chicago – co-sponsored with the Fama-Miller Center
• MFR-NSF Financial Economics of Insurance Workshop – October 20, 2022 at the Gleacher Center organized by Ralph Koijen
• Behavioral  Implications of Uncertainty in Macroeconomics Capstone Conference – September 22-23, 2022 at the University of Chicago
• MFR Summer Session for Young Scholars – August 1-4, 2022 at the University of Chicago organized by MFR Program Advisory Committee Members
• Confronting Uncertainty in Climate Change Conference   – April 13-15, 2022 at the University of Chicago and co-sponsored with the Institute for Mathematical and Statistical Innovation (IMSI)
• Advancing Macro Finance Workshop  – October 7-8, 2021 – organized by Yueran Ma, Kilian Huber and Lars Peter Hansen
• 16th Annual Macro Finance Society Workshop – organized by Lars Peter Hansen, Mikhail Chernov, Wenxin Du, and Niels Gormsen at the University of Chicago – October 23-24, 2020
• [Virtual Conference] 2020 MFR Program Summer Session for Young Scholars – organized by MFR Program Advisory Committee Members– July 28-31, 2020
• [Virtual Conference] Expectations in Macroeconomic and Financial Models – June 25-26, 2020 organized by Monika Piazzesi, Michael Woodford and Lars Peter Hansen
• The Macroeconomy and Finance in China Conference – December 12-13, 2019 organized by Lars Peter Hansen and Zhiguo He and hosted by  Tsinghua University School of Economics and Management in Beijing, China
• 2019 Cryptocurrencies and Blockchains Conference – November 22-23, 2019 organized by Eric Budish, Zhiguo He, Jacob Leshno, and Harald Uhlig at the University of Chicago
• Macro Finance Society 14th Workshop   – November 1-2, 2019 – MFR co-sponsoring at the University of Southern California (USC Marshall)
• University of Chicago Policy Forum on the Pension Crisis: State and Local Pension Challenges  – November 8, 2019 at the University of Chicago – organized by Lars Peter Hansen and James Heckman and co-sponsored by the Center for the Economics of Human Development (CEHD) 
• 2019 Asset Pricing Conference – October 24-25, 2019 organized by Niels Gormsen, Samuel Hartzmark and Michael Weber at the University of Chicago
• 2019 Housing, Household Debt, and Macroeconomics Conference – September 20, 2019 at the University of Chicago
• Stanford Institute for Theoretical Economics (SITE) – July 1-2, 2019 – MFR Program co-sponsored workshop at Stanford University
• University of Chicago Policy Forum: Building on the Chicago Approach to Economics – April 25, 2019 at the University of Chicago
• Meeting of the Blue Collar Working Group – April 4, 2019 at the University of Chicago
• Robustness in Economics and Econometrics Conference – April 5-6, 2019 at the University of Chicago (co-sponsored by BFI’s Big Data Initiative )
• 2019 Macro Financial Modeling (MFM) Winter Meeting – February 21-22, 2019 at the NYMEX, 300 Vesey Street, New York, NY 10282, USA
• Chicago Booth Asset Pricing Conference – December 6-7, 2018 at The University of Chicago
• Cryptocurrencies and Blockchains Conference – November 9-10, 2018 organized by Eric Budish, Zhiguo He, Jacob Leshno, and Harald Uhlig at the University of Chicago
• MFR/IADB Monetary and Fiscal History of Latin America Conference – September 24-25, 2018 in Washington DC
• 2018 Monetary and Fiscal History of Latin America – August 24, 2018 in Santiago, Chile
• 2018 Macro Financial Modeling Summer Session for Young Scholars – June 17-21, 2018 at Cape Cod
• Taxation and Fiscal Policy Conference – May 18-19, 2018 at the University of Chicago
• 2018 Macro Financial Modeling Winter Meeting – January 25-26, 2018 in New York City
• The Latin American Fiscal History Conference   – December 11-13, 2017 at the University of Chicago
• Chicago Initiative in Theory and Empirics (CITE) – August 7-9, 2017 at the University of Chicago
• Fiscal and Monetary History of Latin America 2016-17 – various locations
• 2017 Macro Financial Modeling Summer Session for Young Scholars   – June 18-22, 2017 in Bretton Woods, NH
• Government Debt: Constraints and Choices – April 21-22, 2017 at the University of Chicago
• Macro Financial Modeling Winter 2017   – March 9-10, 2017 in New York City
• Macro Finance Society 8th Workshop – November 3-4, 2016 at the University of Chicago

Quant Macro Finance

Quant Macro Finance (QuantMFR) is an online research resource repository. The website includes both written pedagogical discussions and software support for relevant computations. It currently features several chapters of the book entitled, “Risk, Uncertainty and Value” by Lars Peter Hansen, Thomas J. Sargent and Jaroslav Borovička, along with associated notebooks that provide access to computational support. This book develops concepts and tools to support uncertainty characterizations and quantifications as they apply to potentially nonlinear stochastic equilibrium models. The QuantMFR website also includes complementary materials on model comparisons for classes on macro-finance models along with other published pedagogical discussions of tools and methods of analysis for stochastic equilibrium models. In addition, the QuantMFR website offers a variety of user-friendly code for interested scholars who wish to apply the methods.

Associated Scholars

Fernando Alvarez

John H. Cochrane

Douglas W. Diamond

Lars Peter Hansen

John C. Heaton

Anil Kashyap

Patrick Kehoe

Ralph Koijen

Associated research, carbon prices and forest preservation over space and time in the brazilian amazon, risk, ambiguity, and misspecification: decision theory, robust control, and statistics, making decisions under model misspecification, associated news, macro finance research program (mfr) 2024 summer session for young scholars, paying up to save the amazon may be cheaper than the alternative external, macro finance research program (mfr) 2022 summer session for young scholars, other initiatives & centers at bfi, research initiatives.

• Public Economics Initiative
• Socieconomic Inequalities Initiative

Affiliated Centers

• Exam Prep >
• Prepare for Business School >
• Business School & Careers >
• Explore Programs >
• Connect with Schools >
• How to Apply >
• Help Center >
• About the Exam
• Register for the Exam
• Plan for Exam Day
• Prep for the Exam
• About the Executive Assessment
• Register for the Executive Assessment
• Plan for Assessment Day
• Prepare for the Assessment
• NMAT by GMAC
• Shop GMAT™ Official Prep
• About GMAT™ Official Prep
• Prep Strategies
• Personalized Prep Plan
• GMAT Mini Quiz
• Executive Assessment Exam Prep
• NMAT by GMAC Exam Prep

Prepare For Business School

• Business Fundamentals
• Skills Insight

Business School & Careers

• Why Business School
• Student Experience
• Business Internships
• B-School Go
• Quiz: Are You Leadership Material?
• MBA Return on Investment (ROI) Calculator
• Estimate Your Salary
• Success Stories
• Diversity and Inclusion
• Women in Business

Explore Programs

• Top Business School Programs
• Quiz: Which Post Graduate Program is Right for You?
• Quiz: Find the Best Program for Your Personality
• Business School Rankings
• Business Master's Programs
• MBA Programs
• Study Destinations
• Find Programs Near Me
• Find MBA Programs
• Find Master's Programs
• Find Executive Programs
• Find Online Programs

Connect with Schools

• About GradSelect
• Create a GradSelect Profile
• Prep Yourself for B-School
• Quiz: Can You Network Like An MBA?
• Events Calendar
• School Events
• GMAC Tours Events
• In-Person Events
• Online Events

How to Apply

• Apply to Programs
• The Value of Assessments
• Admissions Essays
• Letters of Recommendation
• Admissions Interviews
• Scholarships and Financing
• Quiz: What's Your Ideal Learning Style?

Help Center

• Register for the GMAT
• Create Account
• Program Finder
• PhD / Doctoral Programs
• University of Chicago, Booth School of Business
• PhD Program

Chicago Booth launches new Master in Finance Program

Degree will help recent college graduates jump-start their careers in the rapidly advancing field.

To further develop new ways to bring a transformative business education to future leaders, the University of Chicago Booth School of Business has launched a new of Master in Finance Program. The announcement comes months after the creation of a new Master in Management Program at Chicago Booth this summer.

The Master in Finance Program is for accomplished recent college graduates who are searching for a master’s degree that builds on their analytical aptitude, and allows them to start a career in finance with a competitive advantage over their peers. Prospective students can apply to the program now, and the first cohort will begin classes in fall 2024.

“Chicago Booth’s finance faculty are the best in the world. They developed modern finance theory and have shaped the course of financial knowledge and markets for more than 100 years,” said Madhav Rajan, dean of Chicago Booth and the George Pratt Shultz Professor of Accounting. “We are excited to bring our transformative approach—and the latest innovations in finance—to talented, analytical college graduates, jump-starting their careers and putting them at the frontier of this rapidly advancing field.”

Beyond offering courses taught by Booth’s world-renowned faculty, the Master in Finance Program has other distinctive features. It includes immersive orientation programming focused on career exploration and advising, and opportunities to specialize in an area that will help ensure that students stand out in the job market. 

The program, which takes 15 months to complete and includes an internship requirement, prepares students for a wide array of finance careers, including in asset management, fintech, and investment banking, with a cutting-edge curriculum that readies them for the advances that are disrupting finance firms.

“One of the great features of this new program is that students can take courses that are really at the cutting edge of the technologies and advances that are disrupting the financial industry,” said Ralph S.J. Koijen, who is the AQR Capital Management Distinguished Service Professor of Finance and a Fama Faculty Fellow. “The option to take courses that delve deep into topics such as A.I., machine learning, big data, blockchain technology, fintech, and current topics in investment banking—among many others—will give students an advantage in the market after they graduate.”

Students in the program take four core courses—Investments, Corporation Finance, Data Analytics, and Financial Accounting—as a cohort, along with nine electives for a total of 13 courses. There are five finance elective requirements, and students choose the remaining four electives from a large subset of MBA courses.

Students also have the option of tailoring their finance electives to match their career goals by choosing one of our three areas of specialization: Asset Management, Investment Banking or Fintech.

“These three areas of specialization are not only areas that Booth finance faculty produce groundbreaking research in, but they are areas that we see strong employment opportunities for our students once they graduate,” said Stefan Nagel, who is the Fama Family Distinguished Service Professor of Finance. “Academic flexibility is one of the core things that makes our Master in Finance Program different. So while students won’t be required to select an area of specialization, we will strongly encourage them to.”

Career development is also woven throughout a student’s time in the program—starting even before classes do—as are experiential opportunities such as internships and a Booth-sponsored Leaders in Finance Speaker Series, which will allow students to network with and connect to hiring managers at top financial firms.

Upon completion of the Master in Finance Program, students will emerge equipped with not only a profound understanding of this dynamic and rapidly evolving industry but also a diverse set of skills that go beyond the theoretical realm.

“We developed this transformative program to not only expand students’ quantitative skills, which are critical for excelling in the world of finance, but also to enhance their interpersonal and critical-thinking skills,” said Starr Marcello, deputy dean for MBA Programs at Booth. “By combining a deep understanding of finance with the ability to communicate effectively and solve problems, our Master in Finance graduates will be prepared to succeed in their early jobs and far beyond.”

— Adapted from a story that was first published on the Chicago Booth website .

• Learn more and apply to the Master in Finance Program

Get more with UChicago News delivered to your inbox.

Top Stories

• UChicago biophysicist studies locomotion in creatures from all walks of life

Breakthrough by UChicago scientists could ease notoriously difficult chemical reaction

• Scientists lay out revolutionary method to warm Mars

Related Topics

Latest news, big brains podcast: fighting back against ai piracy.

Inside the Lab

Inside the Lab: New ways to grow cells to protect our lungs from disease

Startup to build massive quantum campus on Chicago’s South Side

faculty honors

Prof. Shadi Bartsch-Zimmer elected to the British Academy

Go 'Inside the Lab' at UChicago

Explore labs through videos and Q&As with UChicago faculty, staff and students

Ancient color

How did people use color in the ancient world?

Olympics 2024

Scholar reflects on the Olympics' enduring appeal: 'The ritual is central'

Around uchicago.

Quantrell and PhD Teaching Awards

UChicago announces 2024 winners of Quantrell and PhD Teaching Awards

Campus News

Project to improve accessibility, sustainability of Main Quadrangles

National Academy of Sciences

Five UChicago faculty elected to National Academy of Sciences in 2024

UChicago’s Kavli Institute for Cosmological Physics celebrates 20 years of discovery

University of Chicago Law School

Coase-Sandor Institute for Law and Economics celebrates decade of impact

Biological Sciences Division

“You have to be open minded, planning to reinvent yourself every five to seven years.”

Meet A UChicagoan

Organist pulls out all the stops to bring Bach to UChicago

D ACHENG X IU

Professor of Econometrics and Statistics, Booth School of Business, University of Chicago Affiliated Faculty, Department of Statistics, University of Chicago Research Associate, National Bureau of Economic Research 5807 South Woodlawn Avenue, Chicago, IL 60637 773.834.7191 [email protected] Google Scholar Profile Curriculum Vitae

Scott Nelson

Scott Nelson’s research focuses on consumer credit markets, in particular how regulation interacts with information asymmetries and market structure, and how consumers make choices about borrowing, deleveraging, and default. His research uses a range of data sources including credit reports, credit card account data, surveys, court filings, and employment data together with models of consumer and firm behavior to understand the drivers of credit market outcomes. His research on the US credit card market was awarded the AQR Top Finance Graduate Award in 2018.

Prior to joining Booth, Nelson spent a post-doctoral year with the Consumer Financial Protection Bureau (CFPB) and Princeton University; he has also been a research fellow with the City of Boston Office of Financial Empowerment, a visiting graduate fellow with the Federal Reserve Bank of Boston, and a National Science Foundation graduate research fellow.  

Nelson earned a PhD in economics from Massachusetts Institute of Technology (MIT).   Before his studies at MIT, Nelson worked as a research assistant at the Federal Reserve Bank of New York and at Innovations for Poverty Action, where he was a member of the US Household Finance Initiative. He received a BA ( summa cum laude ) in economics and mathematics from Yale College.

The University of Chicago Booth School of Business 5807 South Woodlawn Avenue Chicago, Illinois 60637

Explore our University:

Chicago Booth School of Business »

The University of Chicago »

Stay Connected with Chicago Booth

© Copyright 2004-2024 The University of Chicago Booth School of Business | Privacy Notice | Accessibility

• Remember me Not recommended on shared computers

Forgot your password?

• Finance and Financial Engineering

PhD in finance?

By nothanks700 March 2, 2016 in Finance and Financial Engineering

Recommended Posts

nothanks700

I have a 4.0 in finance from Iowa State University. I did a research project (15 page paper) on real estate finance for my honors project, so also graduated in the honors program.   I've held two full time 8 month internships in real estate finance, and corporate accounting. I also started a real estate club at ISU, was state president of a business organization, and was highly involved in investment groups and other activities.  i have been working as a broker for the past year. I'm sure I could put a positive spin on that somehow.   I got a 167 verbal, and a 168 quant score on my GRE. I also got a 6 on the AWA portion.   I'd love to go to either Stern or Booth for a PhD in finance, but I am concerned about applying.  I have no research experience where I was working for faculty. My letters of recommendation are alright, but not from professors I have actually worked with.   I'll be applying for the fall 2017 term either way. Do you think it would be best to get my masters in finance at ISU first, just to get some research experience and better letters? Or do you think I should apply straight to Stern and Booth? What else do I need to get into these competitive programs? Even with my grades and such, am I competitive?

Link to comment

Share on other sites.

• 2 months later...

Since you included things that won't matter like club involvement and internships but didn't mention your math background, thought I'd let you know that PhD level Finance involves a lot of proof-oriented mathematics. If you haven't taken this kind of math, you should start there. I'm not sure more finance experience, even in research, will help at all without the math.

• 4 months later...

SnowSnowSnow

If you want to go to Chicago or NYU or similar, I'll second the math requirements. In fact, you'd probably be better served by an MS in math than in finance (a large number of the students at top schools have this), and it should be at the best school you can get into. If you do an MS in finance, it should be a research heavy program - very preferably with a thesis component.

• 5 years later...

You're already competitive, so why not try? You have good grades and strive for excellence. The most crucial factor is motivation. Anyone who can manage money is already a leader. I'm presently studying business and reading everything I can about it. I recently learned about opploans and used a certain website to do it. I take in information in order to apply what I've learned in the future. I'd like to do some work in the corporate world to learn how things function. In the future, I intend to start my own profitable business. So you have complete control.

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Already have an account? Sign in here.

• Existing user? Sign In
• Online Users
• All Activity
• My Activity Streams
• Unread Content
• Content I Started
• Results Search
• Post Results
• Leaderboard
• Create New...

Important Information

This website uses cookies to ensure you get the best experience on our website. See our Privacy Policy and Terms of Use

• Our Curriculum

MAFN Faculty

• Career Development
• Practitioners’ Seminar 2024
• Practitioners’ Seminar 2023
• MAFN Alumni
• Meet the Team and Learn More
• Cross-registration for non-MAFN Students
• Incoming Student Summer Program
• New Student Information
• Degree Requirements
• Registration
• Career Development for Current Students
• Resources for Current Students
• Fieldwork Class (CPT)
• Director’s Office Hours
• Professional Resources and Partnerships
• For MAFN alumni
• For Employers

Graeme S. Baker

Irina Bogacheva

Irina Bogacheva is Director of Research at Millburn Ridgefield and Adjunct Professor within the Department of Mathematics.

Previously, she held senior research positions with Goldman Sachs, Deutsche Asset Management, QS Investors, and Franklin Templeton. Irina’s professional experience includes research and implementation of systematic global macro strategies, strategic and dynamic asset allocation, and active factor equity strategies. She holds Diploma in Mathematics from Moscow State University, Master’s in Economics from New Economic School (Moscow), and an MBA in Analytic Finance from the University of Chicago Booth School of Business, where she also completed Ph.D. coursework in Finance.

Alberto Botter

Adjunct Professor, Department of Mathematics MS, Columbia University Quantitative Methods in Investment Management

Alberto Botter is a Managing Director within the Portfolio Management department at AQR Capital Management. In this role, he oversees the construction, optimization, and management of AQR’s Equities Long-Short and Tax-Managed portfolios. Prior to AQR, Mr. Botter was a quant in the Wealth Strategies Group at Morgan Stanley. Alberto earned a B.S. and an M.S. in economics from the University of Bologna and an M.A. in Mathematics of Finance from Columbia University.

[email protected]

Luca Capriotti

Adjunct Professor, Department of Mathematics Ph.D., International School for Advanced Studies Credit Models, Computational Finance, and Machine Learning

Luca is the Global Head of Quantitative Strategies (QS) Credit at Credit Suisse, where he has worked since 2004. Previous to this role, he was the global head of QS for Credit and Structured Notes; he was the EMEA head and the US head of QS Global Credit Products; he worked in Commodities in New York and London, and he was part of the cross-asset modeling R&D group of QS in the London office.

Luca is also Visiting Professor at the Department of Mathematics at University College London, and an Adjunct Professor at Columbia University. His current research interests are in Credit Models, Computational Finance, and Machine Learning, with a focus on efficient numerical techniques for Derivatives Pricing and Risk Management, and applications of Adjoint Algorithmic Differentiation (AAD), which he has pioneered in Finance and Physics, and for which he holds a US Patent. Luca has published over 70 scientific papers, with the top 3 papers collecting to date over 1000 citations (h factor 27, i10 factor 49).

Prior to working in Finance, Luca was a researcher at the Kavli Institute for Theoretical Physics, Santa Barbara, California, working in High-Temperature Superconductivity and Quantum Monte Carlo methods for Condensed Matter systems. He has been awarded the Director’s fellowship at Los Alamos National Laboratory, and the Wigner Fellowship at Oak Ridge National Laboratory.

Luca holds an M.S. cum laude in Physics from the University of Florence, and an M.Phil. and a Ph.D. cum laude in Condensed Matter Theory, from the International School for Advanced Studies, Trieste.

[email protected]

Alexei Chekhlov

Capital Markets and Investments, Math Methods in Financial Price Analysis

Alexei Chekhlov is an Adjunct Assistant Professor within the Department of Mathematics. He has previously taught graduate courses such as “Mathematical Methods in Financial Price Analysis” and “Capital Markets and Investments.” Additionally, Chekhlov serves as the Head of Research and Partner at Systematic Alpha Management, LLC, and he previously worked as a research associate at Princeton University, where he conducted research on the theory of fluid turbulence. He has published repeatedly on fluid mechanics, the kinetic theory of gases, turbulence, and within the fields of applied mathematics and quantitative finance. Chekhlov earned his Ph.D. in Applied and Computational Mathematics from Princeton University.

[email protected]

Paul-Guillaume Fournié

MSc, Ecole Polytechnique, 2015 MSc, Corps des Mines, 2018

Interest Rates Models

Paul-Guillaume Fournié has been working as an Options Rates Quant at BNP Paribas’ New York office since 2019, heading the team locally since 2022. Covering both Vanilla and Exotic options, his most recent focus has been on the creation and adaptation of interest rates models to SOFR. He holds MSc in Mathematics and Physics from Ecole Polytechnique and MSc in Economics and Public Policy from Corps des Mines. Before switching to finance he occupied several positions in leading French industrial and telecommunications companies and served in France’s Ministry of the Economy.

[email protected]

Tat Sang Fung

Adjunct Professor, Department of Mathematics PhD, Columbia University, 1996 Numerical Methods in Finance and Risk Model Methodologies

Tat Sang Fung is an Adjunct Professor at Columbia University, and he currently teaches “Numerical Methods in Finances,” a graduate course required for students in the Mathematics of Finance program. His areas of expertise include Quantitative Finance and Risk Management Methodology, and Mathematics. Additionally, Fung serves as the Global Head of Risk Model Methodology at Jefferies and has held other senior positions in the finance industry at Finch Lead Inc. and Finastra. Fung earned his Ph.D. in Mathematics from Columbia University.

[email protected] | 212-854-5880 | Website

Julien guyon

Adjunct Professor, Department of Mathematics PhD, École des ponts ParisTech, 2006 Nonlinear Option Pricing

Julien Guyon is a professor of Applied Mathematics at Ecole des Ponts ParisTech, one of the oldest and one of the most prestigious French Grandes Ecoles, where he holds the BNP Paribas Chair Futures of Quantitative Finance. Before joining Ecole des Ponts, Julien worked in the financial industry for 16 years, first in the Global Markets Quantitative Research team at Societe Generale in Paris (2006-2012), then as a senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York (2012-2022). Julien was also an adjunct professor in the Department of Mathematics at Columbia University and at the Courant Institute of Mathematical Sciences, NYU, from 2015 to 2022; and previously at Universite Paris Diderot and Ecole des Ponts ParisTech. Julien serves as an Associate Editor of Finance & Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, and Journal of Dynamics and Games. He is also a Louis Bachelier Fellow.

Julien co-authored the book Nonlinear Option Pricing (Chapman & Hall, 2014) with Pierre Henry-Labordere. He has published more than 20 articles in peer-reviewed journals (including Finance and Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, Risk, Journal of Computational Finance, Annals of Applied Probability, Stochastic Processes and their Applications) and is a regular speaker at international conferences, both academic and professional. His main research interests include volatility and correlation modeling, option pricing, optimal transport, and numerical probabilistic methods.

A big soccer fan, Julien has also published articles on fairness in sports both in academic journals and in top-tier newspapers including The New York Times, The Times, Le Monde, and El Pais. Some of his suggestions for draws and tournament design have been adopted by FIFA and UEFA, including a new, fairer draw method for the FIFA World Cup; a fairer format for the 2026 FIFA World Cup (in progress); a new knockout bracket for the UEFA Euro; and an optimized schedule of the UEFA Champions League. His paper “Risk of collusion: Will groups of 3 ruin the FIFA World Cup?” won the 2nd prize at the 2021 MIT Sloan Sports Analytics Conference, the biggest sports analytics event in the world.

Ioannis Karatzas

Ioannis Karatzas is the Eugene Higgins Professor of Applied Probability in Columbia’s Department of Mathematics, whose research interests include Probability and Mathematical Statistics, Random Processes, Stochastic Analysis, Optimization, and Mathematical Economics and Finance. He has served as the managing editor for the book series Applications of Mathematics and on numerous editorial boards such as “Applied Mathematics & Optimization,” “Stochastics,” the “SIAM Journal on Mathematical Analysis,” and the “SIAM Journal on Control & Optimization.” His book with Steven Shreve, Brownian Motion and Stochastic Calculus, first published in 1987, is the standard reference within the field of Stochastic Analysis. Karatzas earned his Ph.D. from Columbia University and helped build and establish this Mathematics of Finance Master’s program.

[email protected] | Website

David X. Li

Adjunct Professor, Department of Mathematics PhD, University of Waterloo, 1995 Credit analytics, Risk Management, FinTech

David X. Li currently teaches at Shanghai Advanced Institute of Finance, Shanghai Jiaotong University. Previously, he held senior positions at various leading financial institutions for more than two decades in the areas of new product development, risk management, asset/liability management and investment analytics.

David has a PhD degree in statistics from the University of Waterloo, Master’s degrees in economics, finance and actuarial science, and a bachelor’s degree in mathematics. Dr. Li was one of the early practitioners in credit derivatives. His work of using copula functions for credit portfolio modeling has been widely cited by academic researchers, broadly used by practitioners for credit portfolio trading, credit risk management and credit rating, and well covered by media such as Wall Street Journal, Financial Times, Nikkei, CBC News.

[email protected]

Bryan Liang

Adjunct Professor, Department of Mathematics PhD, University of Michigan, 2002 Non-Linear Option Pricing

Bryan Liang is an Adjunct Assistant Professor in the Department of Mathematics, specializing in Derivatives Modelling. Additionally, Liang has extensive experience as a quantitative analyst in the finance industry, currently working as a Quantitative Researcher in the Quantitative Financial Research Group for Bloomberg. Liang earned his Ph.D. in Mathematics from the University of Michigan.

Amal Moussa

Adjunct Professor, Department of Mathematics PhD, Columbia University, 2011 Modeling and Trading Derivatives

Dr. Amal Moussa is a Managing Director at Goldman Sachs, where she leads the Single Stocks Exotic Derivatives Trading desk. Prior to that, Amal held senior-level positions in equity derivatives trading at other leading financial institutions such as J.P. Morgan, UBS, and Citigroup. In addition to her work in Markets, Amal is an Adjunct Professor at Columbia University, where she teaches a graduate course on Modeling and Trading Derivatives in the Mathematics of Finance Masters program.

Amal has a Ph.D. in Statistics, obtained with distinction, from Columbia University. Her thesis “Contagion and Systemic Risk in Financial Networks” shed light on the importance of the network structure in identifying systemic financial institutions and formulating regulatory policies and has been cited by several scholars and industry professionals, including former Federal Reserve president Janet Yellen. She was also awarded the Minghui Yu Teaching Award at Columbia University. Prior to her Ph.D., Amal graduated with a Masters in Mathematical Finance from Sorbonne University (former Paris VI) and a Grande Ecole engineering degree from Télécom Paris.

Amal is a board member of Teach for Lebanon, an NGO working to ensure that all children in Lebanon have access to education regardless of socioeconomic background, and she is an active member of the Women in Trading network at Goldman Sachs.

[email protected]

Adjunct Assistant Professor, Department of Mathematics PhD, Columbia University, 1996 Programming for Quantitative & Computational Finance

Ka Yi Ng is an Adjunct Assistant Professor in the Department of Mathematics with extensive quantitative experience in FinTech. Currently, Ng works at Calypso Technology Inc. and serves as an advisor at Finch Lead Inc. Ng previously worked at Wall Street Systems and ION. At Columbia, her interests include Derivatives and Structured Products Development, and Machine Learning. Ng earned her Ph.D. in Mathematics from Columbia University.

[email protected] | Website

Colm O’Cinneide

Adjunct Professor, Department of Mathematics PhD, University of Kentucky, 1983 Multi-Asset Portfolio Management

Colm O’Cinneide is an adjunct professor in the Department of Mathematics. He has worked in quantitative asset allocation and portfolio construction roles for the past 20 years at Deutsche Asset Management, QS Investors, and Franklin Templeton Investments, where he is currently an SVP. He was a partner at QS investors. Prior to this, he worked in academia from 1982 to 2000 and held tenured positions in Mathematical Sciences (Statistics) at the University of Arkansas and Industrial Engineering (Operations Research) at Purdue University. He has 40+ refereed publications related to probability, statistics, numerical analysis, and finance, with 1300+ citations and a track record of National Science Foundation funding. He has a PhD in Statistics from the University of Kentucky.

[email protected]

Inna Okounkova

Editor-in-Chief of the Journal of Investment Consulting, Wealth Management eJournal, and Wealth Management Editor’s Choice eJournal; formerly Director of Investment Strategy at AB Bernstein; prior to that head of Strategic Asset Allocation Portfolio Management and partner at QS Investors, LLC and head of Strategic Asset Allocation Portfolio Management at Deutsche Asset Management; Past President and Director of the Honorary Board of the Society of Quantitative Analysts; MS in Mathematical Economics and ABD from Moscow State University; MBA from the University of Chicago (1999).

[email protected]

Rosanna Pezzo-Brizio

Rosanna Pezzo-Brizio is an Adjunct Professor in the Department of Mathematics, specializing in Fixed Income Portfolio Management. Pezzo-Brizio has a vast array of professional, senior experience, working at Goldman Sachs, Greenwich Capital Markets, Intesa Sanpaolo. Currently, she is the Director of the Investment Consulting Group at New York Life Investments. Pezzo-Brizio holds a Ph.D. in Mathematics of Finance from the University of Brescia. Additionally, she graduated from Columbia University’s Mathematics of Finance program in 1998 as one of the program’s first classes.

[email protected]

Franz Rembart

Adjunct Assistant Professor, Department of Statistics PhD, University of Oxford, 2016 Statistical Inference / Time-Series Modelling

[email protected]

Gordon Ritter

PhD, Harvard University Machine Learning for Finance

Professor Ritter is founder and CIO of Ritter Alpha LP, a registered investment adviser running systematic absolute-return trading strategies across multiple asset classes and geographical regions. Before Ritter Alpha, he was a senior portfolio manager at GSA Capital and a Vice President in the Statistical Arbitrage Group at Highbridge Capital Management (HCM). Gordon completed his PhD in mathematical physics at Harvard University and his Bachelors’ degree with honors in Mathematics from the University of Chicago. While at Harvard, he published several papers in the areas of quantum field theory, differential geometry, quantum computation and abstract algebra. His current research is on portfolio optimization and statistical machine learning. Notable publications include “Optimal turnover, liquidity, and autocorrelation,” with @Bastien Baldacci of @ Université Paris Dauphine – PSL and @Jerome Benveniste of @New York University, Risk, 2022, and “Machine learning for trading,” Risk, 2017. In recognition of the latter publication, Professor Ritter was named Buy-Side Quant of the Year in 2019.

[email protected]

Renzo Silva

Adjunct Assistant Professor, Department of Mathematics MBA, Columbia Business School Machine Learning for Finance

Renzo Silva is an Adjunct Assistant Professor in the Department of Mathematics. In addition to his teaching position, Mr. Silva has extensive professional experience in the Financial Technology industry, and he currently serves as a Software Engineering Manager at Google. Previous experiences include Software Development Manager at Amazon, CTO at P1 Capital, and Managing Director at the New York Stock Exchange. Mr. Silva is a graduate of Columbia University’s Mathematics of Finance MA program, and he also holds an MBA in Finance and Economics from Columbia Business School. His research interests include Artificial Intelligence and Machine Learning, Optimization, Simulation, and Quantum Computing.

[email protected]

Mikhail Smirnov

Mikhail Smirnov is a Senior Lecturer in Discipline in the Department of Mathematics and was Director of the Mathematics of Finance program in 1998-2012. His research interests include Quantitative Portfolio Management, Quantitative Investment Strategies, and Risk Measurement. He holds a Ph.D. from Princeton University.

[email protected] | 212-854-6955 | Website

Harvey J. Stein

Dr. Harvey J. Stein left Bloomberg in March 2022 after a distinguished 28 3/4 year career where he built quant and engineering teams and introduced a variety of innovations in option pricing, computation and risk analysis. Dr. Stein is well known in the industry, having published and lectured on credit risk modeling, financial regulation, interest rate and FX modeling, CVA calculations, mortgage-backed security valuation, COVID-19 data analysis, and other subjects. Dr. Stein is on the board of directors of the IAQF, a board member of the Rutgers University Mathematical Finance program, an adjunct professor at Columbia University, and an organizer of the IAQF/Thalesians financial seminar series. He’s also worked as a quant researcher on the Bloomberg for President campaign. He received his BA in mathematics from WPI in 1982 and his PhD in mathematics from UC Berkeley in 1991. He recently started a new position as Senior VP, Quant Research at Two Sigma.

[email protected]

Statistical Interference/ Time-Series Modeling

Yisha Yao is an Assistant Professor with the Department of Statistics. Her research interests span a wide range of modern high-dimensional statistics, including but not limited to nonparametric methods, statistical inferences, mixture models, FDR control, iterative algorithms, tensor analysis, and applications in biomedical sciences. She obtained her PhD in statistics from Rutgers University (New Brunswick) in 2021, and then spent two years at Yale University as a postdoctoral researcher in biostatistics.

[email protected]

Adjunct Professor, Department of Mathematics AB/SM, Harvard University, 1998 Hedge Funds Strategies and Risk

Eric Yeh is an Adjunct Professor in the Department of Mathematics, specializing in Quantitative Investment Strategies. Yeh’s vast professional experience in the Finance industry includes senior positions at Morgan Stanley, Deutsche Bank, Tower Research Capital, and AllianceBernstein. Currently, he is President of Vermillion Leaf Capital LLC and an advisor to multiple investment managers, including the $100M hedge fund he previously co-founded. Yeh holds an AB in Mathematics and an SM in Computer Science from Harvard University.

[email protected]

This website uses cookies to ensure the best user experience. Privacy & Cookies Notice Accept Cookies

Manage My Cookies

Manage Cookie Preferences

Confirm My Selections

• Dissertation Areas and Joint PhD Programs
• PhD Career Outcomes
• PhD Proposals and Defenses
• PhD Job Market Candidates
• PhD Research Community
• 100 Years of Pioneering Research
• Rising Scholars Conference
• Yiran Fan Memorial Conference
• Frequently Asked Questions
• Financial Aid
• How to Apply
• International PhD Applicants
• Attend a PhD Admissions Event

PhD Financial Aid

All admitted phd students at chicago booth enjoy generous financial assistance consisting of a tuition grant, a stipend, student health insurance, a computer or computer subsidy, and access to research and travel funding..

You’ll also have guaranteed teaching assistantships in your third and fourth years.

Tuition Grants

All PhD students receive full tuition support for five to six years of full-time study, conditional on satisfactory progress in the program.

Stipend and Fees

All PhD students also receive stipend support for five to six years of full-time study, conditional on satisfactory academic progress. For students who entered the Stevens Doctoral Program in Fall 2023, the awarded stipend package was $48,000 per year (guaranteed through years 1-5). In addition, we cover student-only premiums for the university’s student health insurance plan, as well as the Graduate Student Services Fee.

Teaching and Research Assistantships

During your third and fourth years in the Stevens Program, you are guaranteed the opportunity to work as a teaching assistant. We don’t impose a TA requirement during the first and second years so that you can devote all of your energy to your studies.

You may also work as a research assistant at any time during the Stevens Program to gain additional research experience. 

Other Resources

As a PhD student, you may request funding (up to $1,500 per academic year) for research and conference travel on an annual basis. You may also apply to the Stevens Program or to Booth’s research centers for additional funding for larger research projects. First year students are also provided with either a one-time $2,000 computer stipend (accounting students will receive a free high end research-quality computer workstation or laptop instead).  The Stevens Program also conducts a call for proposals twice a year. PhD students may apply for additional funding in support of a specific project that can be put towards data, fieldwork, etc. 

External Fellowship Support

We encourage you to explore external sources of funding such as government agencies and corporations. For example, current Booth PhD students have received external funding from the NSF Graduate Research Fellowship Program and from the UniCredit Foundation’s US PhD Scholarship .

Cost of Attendance

The chart below provides an estimate of the nine-month cost for a single student to attend the Stevens Program. Costs vary depending on individual circumstances.

Chicago Booth’s generous funding for students more than covers the cost of attendance—even when the cost of attendance is extended to 12 months.

2022–23 Estimated Cost of Attendance for Three Quarters (Nine Months)

If you still have questions after reviewing our doctorate in business FAQ , please contact us. We look forward to hearing from you!

Phone: 773.702.7298 Email Us

Virtual Tour

Experience University of Idaho with a virtual tour. Explore now

• Discover a Career
• Find a Major
• Experience U of I Life

More Resources

• Admitted Students
• International Students

Take Action

• Find Financial Aid
• View Deadlines
• Find Your Rep

Helping to ensure U of I is a safe and engaging place for students to learn and be successful. Read about Title IX.

Get Involved

• Clubs & Volunteer Opportunities
• Recreation and Wellbeing
• Student Government
• Student Sustainability Cooperative
• Academic Assistance
• Safety & Security
• Career Services
• Health & Wellness Services
• Register for Classes
• Dates & Deadlines
• Financial Aid
• Sustainable Solutions
• U of I Library

• Upcoming Events

Review the events calendar.

Stay Connected

• Vandal Family Newsletter
• Here We Have Idaho Magazine
• Living on Campus
• Campus Safety
• About Moscow

The largest Vandal Family reunion of the year. Check dates.

Benefits and Services

• Vandal Voyagers Program
• Vandal License Plate
• Submit Class Notes
• Make a Gift
• View Events
• Alumni Chapters
• University Magazine
• Alumni Newsletter

SlateConnect

U of I's web-based retention and advising tool provides an efficient way to guide and support students on their road to graduation. Login to SlateConnect.

Common Tools

• Administrative Procedures Manual (APM)
• Class Schedule
• OIT Tech Support
• Academic Dates & Deadlines
• U of I Retirees Association
• Faculty Senate
• Staff Council

Graduate Admissions

Office of graduate admissions.

820 Idaho Avenue Morrill Hall, Room 205 Moscow, ID 83843

University of Idaho 875 Perimeter Drive MS 3019 Moscow, ID 83844-3019

Phone: 208-885-4001

Email: [email protected]

Web: More Contact Information

Graduate Programs and Certificates

Select program to review admissions requirements and apply.

Accountancy (M.Acct.)

Adult Organizational Learning and Leadership (M.S.)

Agricultural Education (M.S.)

Animal Physiology (Ph.D.)

Animal Science (M.S.)

Anthropology (M.A.)

Applied Economics (M.S.)

Architecture (M.Arch.)

Art (M.F.A.)

Athletic Training (D.A.T.)

Athletic Training (M.S.A.T.)

Bioinformatics and Computational Biology (M.S., Ph.D.)

Biological Engineering (M.Engr., M.S., Ph.D.)

Biology (M.S., Ph.D.)

Chemical Engineering (M.Engr., M.S., Ph.D.)

Chemistry (M.S., Ph.D.)

Civil Engineering (M.Engr., M.S., Ph.D.)

Climate Change - Interdisciplinary Science and Technology (P.S.M.)

Computer Engineering (M.Engr., M.S.)

Computer Science (M.S., Ph.D.)

Creative Writing (M.F.A.)

Criminology (M.S.)

Curriculum & Instruction - Career and Technical Education (Ed.S.)

Curriculum & Instruction - Career and Technical Education (M.Ed.)

Curriculum & Instruction (Ed.S.)

Curriculum & Instruction (M.Ed.)

Cybersecurity (M.S.)

Dietetics (M.S.)

Education (Ed.D., Ph.D.)

Educational Leadership (M.Ed., Ed.S.)

Electrical Engineering (M.Engr., M.S., Ph.D.)

Emerging Media (M.A.)

Engineering Management (M.Engr.)

English (M.A.)

Entomology (M.S., Ph.D.)

Environmental Science (M.S., Ph.D.)

Experimental Psychology (Ph.D.)

Family and Consumer Sciences (M.S.)

Food Science (M.S., Ph.D.)

Geographic Information Science: Geospatial Aspects of Sustainable Planning Application (M.S.)

Geographic Information Science: Geospatial Habitat Assessment Application (M.S.)

Geographic Information Science: Geospatial Intelligence Application (M.S.)

Geographic Information Science: Geotechnician Application (M.S.)

Geographic Information Science: GIS Programming Application (M.S.)

Geographic Information Science: Natural Hazards and Emergency Planning Application (M.S.)

Geographic Information Science: Remote Sensing (M.S.)

Geographic Information, Skills, Mapping, and Monitoring - Interdisciplinary Science and Technology (P.S.M.)

Geography (M.S., Ph.D.)

Geological Engineering (M.S.)

Geology (M.S., Ph.D.)

Groundwater Hydrology (M.S.)

History (M.A., Ph.D.)

Human Factors (Psychology M.S.)

Hydrology (Groundwater Hydrology (M.S.))

Integrated Architecture and Design (M.S.)

Interdisciplinary Science and Technology (P.S.M.)

Interdisciplinary Studies (M.A., M.S.)

Kinesiology and Leisure Sciences (M.S.)

Landscape Architecture (M.L.A.)

Master of Business Administration (M.B.A.)

Master of Natural Resources (Natural Resources (M.N.R.))

Mathematics (M.A.T.)

Mathematics (M.S., Ph.D.)

Mechanical Engineering (M.Engr., M.S., Ph.D.)

Microbiology, Molecular Biology and Biochemistry (Ph.D.)

Music (M.A., M.Mus.)

Natural Resources - Environmental Education and Science Communication (@MOSS) (M.N.R.)

Natural Resources - Fire Ecology and Management (M.N.R.)

Natural Resources - Fish and Wildlife Science and Management Option (M.N.R.)

Natural Resources - Integrated Natural Resources (M.N.R.)

Natural Resources - Restoration Ecology and Habitat Management (M.N.R.)

Natural Resources (M.S., Ph.D.)

Neuroscience (M.S., Ph.D.)

Nuclear Engineering (M.Engr., M.S., Ph.D.)

Nutritional Sciences (M.S., Ph.D.)

Online Master of Business Administration (M.B.A.)

Physical Education (M.Ed.)

Physics (M.S., Ph.D.)

Plant Pathology (M.S.)

Plant Science (M.S., Ph.D.)

Political Science (Ph.D.)

Precision Nutrition for Human and Animal Health - Interdisciplinary Science and Technology (P.S.M.)

Professional Science Master (Interdisciplinary Science & Technology (P.S.M.))

Psychology (M.S.)

Psychology (Ph.D.)

Public Administration (M.P.A.)

Secondary Education (M.A.T.)

Soil and Land Resources (M.S., Ph.D.)

Special Education (M.Ed.)

Statistical Science (M.S.)

Sustainable Soil and Land Systems - Interdisciplinary Science and Technology (P.S.M.)

Teaching English to Speakers of Other Languages (M.A.)

Technology Management (M.S.)

Theatre Arts (M.F.A.)

Unclassified

Water Resources - Interdisciplinary Science and Technology (P.S.M.)

Water Resources (M.S., Ph.D.)

• Today's news
• Reviews and deals
• Climate change
• 2024 election
• Fall allergies
• Health news
• Mental health
• Sexual health
• Family health
• So mini ways
• Unapologetically
• Buying guides

Entertainment

• How to Watch
• My Portfolio
• Latest News
• Stock Market
• Biden Economy
• Stocks: Most Actives
• Stocks: Gainers
• Stocks: Losers
• Trending Tickers
• World Indices
• US Treasury Bonds Rates
• Top Mutual Funds
• Options: Highest Open Interest
• Options: Highest Implied Volatility
• Basic Materials
• Communication Services
• Consumer Cyclical
• Consumer Defensive
• Financial Services
• Industrials
• Real Estate
• Stock Comparison
• Advanced Chart
• Currency Converter
• Credit Cards
• Balance Transfer Cards
• Cash-back Cards
• Rewards Cards
• Travel Cards
• Credit Card Offers
• Best Free Checking
• Student Loans
• Personal Loans
• Car insurance
• Mortgage Refinancing
• Mortgage Calculator
• Morning Brief
• Market Domination
• Market Domination Overtime
• Asking for a Trend
• Opening Bid
• Stocks in Translation
• Lead This Way
• Good Buy or Goodbye?
• Financial Freestyle
• Capitol Gains
• Fantasy football
• Pro Pick 'Em
• College Pick 'Em
• Fantasy baseball
• Fantasy hockey
• Fantasy basketball
• Download the app
• Daily fantasy
• Scores and schedules
• GameChannel
• World Baseball Classic
• Premier League
• CONCACAF League
• Champions League
• Motorsports
• Horse racing
• Newsletters

New on Yahoo

• Privacy Dashboard

Yahoo Finance

Caribou biosciences appoints tina albertson, md, phd, as chief medical officer.

-- Highly-experienced hematologist and oncologist with proven track record successfully driving global clinical development of CAR-T cell therapies --

BERKELEY, Calif., Aug. 12, 2024 (GLOBE NEWSWIRE) -- Caribou Biosciences, Inc.  (Nasdaq: CRBU), a leading clinical-stage CRISPR genome-editing biopharmaceutical company, today announced the appointment of Tina Albertson, MD, PhD, as chief medical officer. Dr. Albertson brings 15 years of experience leading clinical drug development of cellular therapies and biologics. She will be responsible for strategic leadership of the clinical, regulatory, and medical affairs functions, and provide medical and operational leadership of Caribou’s four clinical programs for hematologic malignancies and autoimmune diseases. Dr. Albertson will report to Rachel Haurwitz, PhD, Caribou’s president and chief executive officer.

Dr. Albertson was most recently the chief medical officer and head of development for Lyell Immunopharma, where she built and led the clinical development function. At Lyell, she initiated two Phase 1 clinical trials evaluating CAR-T cell and TIL therapies in solid tumors. Previously, Dr. Albertson was vice president of global drug development at Juno Therapeutics, a Bristol-Myers Squibb company, where she led the global development of BREYANZI (lisocabtagene maraleucel) from IND to filing of the initial BLA that resulted in FDA approval in large B cell lymphoma. At Juno, she led strategic development and execution of 9 global clinical trials, including 4 registrational trials of BREYANZI in other B cell malignancies and earlier lines of therapy. Dr. Albertson previously served as medical director of clinical development and experimental medicine at Seagen (formerly Seattle Genetics).

"Tina is an exceptional industry leader who brings significant experience in strategic clinical development of CAR-T cell therapies to Caribou. As a hematologist and oncologist, Tina has a deep understanding of the potential impact an off-the-shelf CAR-T cell therapy could have on patient treatment, outcomes, and reach,” said Dr. Haurwitz. “Her expertise in driving global clinical and regulatory strategies for cell therapies through all phases of development, including pivotal trials, will be valuable as we advance the development of our allogeneic CAR-T cell therapies in hematologic malignancies and autoimmune diseases.”

A photo accompanying this announcement is available at  https://www.globenewswire.com/NewsRoom/AttachmentNg/6816bea9-5ab8-4389-9bd6-e610f2c9e410

Dr. Albertson earned her MD from Stanford University and completed a clinical fellowship in pediatric hematology/oncology at Seattle Children’s Hospital and residency in pediatrics at Denver Children’s Hospital. She earned her PhD in cancer biology from University of Washington and her BS in molecular biology from the University of Oregon.

“Allogeneic CAR-T cell therapy holds immense promise as a transformative treatment modality, offering the potential to revolutionize the treatment landscapes for patients living with cancer or autoimmune disease,” said Dr. Albertson. “I am excited to join Caribou as the company is at the forefront of developing off-the-shelf CAR-T cell therapies and is working to deliver these promising treatment options to patients who desperately need them."

About Caribou’s novel next-generation CRISPR platform CRISPR genome editing uses easily designed, modular biological tools to make DNA changes in living cells. There are two basic components of Class 2 CRISPR systems: the nuclease protein that cuts DNA and the RNA molecule(s) that guide the nuclease to generate a site-specific, double-stranded break, leading to an edit at the targeted genomic site. CRISPR systems are capable of editing unintended genomic sites, known as off-target editing, which may lead to harmful effects on cellular function and phenotype. In response to this challenge, Caribou has developed CRISPR hybrid RNA-DNA guides (chRDNAs; pronounced “chardonnays”) that direct substantially more precise genome editing compared to all-RNA guides. Caribou is deploying the power of its Cas12a chRDNA technology to carry out high efficiency multiple edits, including multiplex gene insertions, to develop CRISPR-edited therapies.

About Caribou Biosciences, Inc. Caribou Biosciences is a clinical-stage CRISPR genome-editing biopharmaceutical company dedicated to developing transformative therapies for patients with devastating diseases. The company’s genome-editing platform, including its Cas12a chRDNA technology, enables superior precision to develop cell therapies that are armored to potentially improve activity against disease. Caribou is advancing a pipeline of off-the-shelf cell therapies from its CAR-T platform as readily available treatments for patients with hematologic malignancies and autoimmune diseases. Follow us @CaribouBio and visit www.cariboubio.com .

Forward-looking statements This press release contains forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995. In some cases, you can identify forward-looking statements by terms such as “may,” “will,” “should,” “expect,” “plan,” “anticipate,” “could,” “intend,” “target,” “project,” “contemplate,” “believe,” “estimate,” “predict,” “potential,” or “continue,” or the negative of these terms or other similar expressions, although not all forward-looking statements contain these words. These forward-looking statements include, without limitation, statements related to Caribou’s strategy, plans, and objectives, and expectations regarding its clinical and preclinical development programs. Management believes that these forward-looking statements are reasonable as and when made. However, such forward-looking statements are subject to risks and uncertainties, and actual results may differ materially from any future results expressed or implied by the forward-looking statements. Risks and uncertainties include, without limitation, risks inherent in the development of cell therapy products; uncertainties related to the initiation, cost, timing, progress, and results of Caribou’s current and future research and development programs, preclinical studies, and clinical trials; and the risk that initial, preliminary, or interim clinical trial data will not ultimately be predictive of the safety and efficacy of Caribou’s product candidates or that clinical outcomes may differ as patient enrollment continues and as more patient data becomes available; the risk that preclinical study results observed will not be borne out in human patients or different conclusions or considerations are reached once additional data have been received and fully evaluated; the ability to obtain key regulatory input and approvals; as well as other risk factors described from time to time in Caribou’s filings with the Securities and Exchange Commission, including its Annual Report on Form 10-K for the year ended December 31, 2023 and subsequent filings. In light of the significant uncertainties in these forward-looking statements, you should not rely upon forward-looking statements as predictions of future events. Except as required by law, Caribou undertakes no obligation to update publicly any forward-looking statements for any reason.

Caribou Biosciences, Inc. Contacts: Investors: Amy Figueroa, CFA [email protected]

Media: Peggy Vorwald, PhD [email protected]

• Up next View Comments Advertisement

You may opt out or contact us anytime.

Get More Zócalo

Eclectic but curated. Smart without snark. Ideas journalism with a head and heart.

Zócalo Podcasts

Glasses Crow on Fiat Money

Courtesy of Dan Dennis / Unsplash .

by Dexter L. Booth | August 9, 2024

You’d think there’s more     copper     in a black man blood     than in a penny—every time they shoot dollar signs     spring from his back     don’t matter whose face they print on     bills   whose they chisel into minerals     dead is dead     money ain’t nothing      not even time     watches tick        till hands exhaust— that’s a heartbeat     not a slot machine we all          assigned worth armed pieces        gold-dipped    a fiat           they lynchin’ us       wit our own braids while a copper body is still warm they cover for it in hundreds       say it rained so we rush to pack our cheeks with change

      let it be done

as when they brought us above deck made us dance to keep exercised ’cause tired bodies don’t rebel

oh don’t they do the police in different voices

By continuing to use our website, you agree to our privacy and cookie policy . Zócalo wants to hear from you. Please take our survey !-->

No paywall. No ads. No partisan hacks. Ideas journalism with a head and a heart.

This website uses cookies to ensure the best user experience. Privacy & Cookies Notice Accept Cookies

Manage My Cookies

Manage Cookie Preferences

Confirm My Selections

Request Information from Booth

• Booth Stories
• The Chicago Approach
• Innovation History
• Faculty Impact
• A Global Footprint
• Our Commitment to Diversity and Inclusion
• Our Collaborative Community
• Lifelong Learning
• Leadership Impact
• A Lifetime of Career Advancement
• Leadership Stories

Specialized Masters Applications Now Open

Take the first step toward jump-starting your future career in business by applying to one of our specialized masters programs..

• By Booth Staff
• July 18, 2024
• Share This Page

Chicago Booth’s specialized masters programs serve as a great next step for current seniors in undergrad or recent graduates who are looking to pursue a career in business.

Booth’s Master in Management  (MiM) is a 10-month program for recent college graduates who did not earn a bachelor of business administration degree. As a MiM student, you’ll have the opportunity to build upon the critical thinking skills you gathered in college while gaining foundational business expertise needed to thrive in the business world.

Booth’s Master in Finance  (MiF) is a 15-month program that targets recent college graduates with a quantitative background. As a MiF student, you have the opportunity to build upon your quant skills in order to secure roles in asset management, investment banking, or fintech.

Both programs offer a pathway to kick off your career in business with confidence. If you are interested in taking the next step toward positioning yourself for successful progression in the business world, we invite you to look at the information listed below as you begin preparing your application:

Specialized Masters Requirements

As part of the application process for both programs, you are required to submit your essays, two letters of recommendation, transcript(s), and standardized test score(s). We also require you to have graduated from or be on track to graduate with an undergraduate degree. We encourage you to check out our full list of application requirements for MiM  and MiF  as you start crafting your application.

*We accept the GMAT and GRE. There is no preference on which exam you should take.

Essay Prompts

Essay One: How will the Booth Master in Finance/Management help you achieve your immediate and long-term career goals? (Maximum 300 words.)

Essay Two: Graduate finance/management education is as much about personal growth as it is about professional development. We’d like to learn more about you outside of the classroom and work environments. Use this opportunity to tell us something about who you are. (Maximum 400 words.)

* Our Master in Finance Program requires candidates to submit a video essay component at the time of application as well.

Application Deadlines

Master in Management Program:

• Round One: October 10, 2024
• Round Two: January 9, 2025
• Round Three: March 6, 2025
• Round Four: May 1, 2025

Master in Finance Program:

• One Deadline: January 9, 2025

Don’t just dream about what you want your future to look like; build toward your dream career with Chicago Booth by pursuing one of our specialized masters programs. As you begin the admissions process, we encourage you to stay engaged with us ( MiM or MiF ) and reach out to us via email if you have any questions.

Start Your Application Today

Apply now start your application today, related topics.

• Master in Finance
• Master in Management

More Stories from Chicago Booth

Influencing the future of finance.

In this Q&A, incoming student Rohan Mathur shares what drew him to Booth’s Master in Finance Program and how it will support his career goals.

Chicago Booth Creates New Master in Management Degree

Beginning in fall 2024, this new program brings Booth’s transformational business education to ambitious recent college graduates.

• Early Career

Empowering Entrepreneurship with Crypto

Through the more stable cryptocurrency Akoin, Lynn Liss, ’01, hopes to bring new opportunities to entrepreneurs throughout Africa.

• Financial Inclusion

Booth News & Events to Your Inbox

Stay informed with Booth's newsletter, event notifications, and regular updates featuring faculty research and stories of leadership and impact.

YOUR PRIVACY We want to demonstrate our commitment to your privacy. Please review Chicago Booth's privacy notice , which provides information explaining how and why we collect particular information when you visit our website.

You are now signed up to receive news, event notifications, and stories from Chicago Booth. Thank you for taking this step to hear more about our community!

Stay informed with Booth's newsletter to receive event notifications and updates featuring faculty research and stories of leadership and impact.