Emil Siriwardane

Harvard Business School - Finance Unit

Assistant Professor

Boston, MA 02163

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Harvard Business School - Finance Unit

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

12

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6,564

SSRN CITATIONS
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Top 8,482

in Total Papers Citations

137

CROSSREF CITATIONS

42

Scholarly Papers (12)

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1.

Fee Variation in Private Equity

Downloads 1,011 (37,806)
Citation 6

Fee Variation in Private Equity

Journal of Finance, Forthcoming
Number of pages: 65 Posted: 24 Feb 2020 Last Revised: 30 Jan 2023
Juliane Begenau and Emil Siriwardane
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 998 (37,927)
Citation 2

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Pension Funds, Private Equity, Fee Dispersion, Search and Negotiation Frictions

How Do Private Equity Fees Vary Across Public Pensions?

NBER Working Paper No. w29887
Number of pages: 64 Posted: 28 Mar 2022 Last Revised: 14 Apr 2023
Juliane Begenau and Emil Siriwardane
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 12 (963,260)
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How Do Private Equity Fees Vary Across Public Pensions?

CEPR Discussion Paper No. DP15883
Number of pages: 55 Posted: 15 Mar 2021
Juliane Begenau and Emil Siriwardane
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
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2.

Segmented Arbitrage

Downloads 746 (57,416)
Citation 1

Segmented Arbitrage

Number of pages: 51 Posted: 10 Nov 2021
Emil Siriwardane, Aditya Sunderam and Jonathan Wallen
Harvard Business School - Finance Unit, Harvard University and Harvard Business School
Downloads 736 (57,680)

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arbitrage; segmentation; intermediary-based asset pricing

Segmented Arbitrage

NBER Working Paper No. w30561
Number of pages: 60 Posted: 17 Oct 2022 Last Revised: 03 Jul 2023
Emil Siriwardane, Aditya Sunderam and Jonathan Wallen
Harvard Business School - Finance Unit, Harvard University and Harvard Business School
Downloads 10 (984,185)
Citation 1
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3.

Structural GARCH: The Volatility-Leverage Connection

Harvard Business School Finance Working Paper No. 16-009
Number of pages: 62 Posted: 21 Apr 2015 Last Revised: 28 Oct 2016
Robert F. Engle and Emil Siriwardane
New York University (NYU) - Department of Finance and Harvard Business School - Finance Unit
Downloads 718 (60,428)
Citation 11

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GARCH, Leverage, Credit Risk, Systemic Risk, SRISK, Structural Models of Credit, Leverage Effect

4.

An Empirical Guide to Investor-Level Private Equity Data from Preqin

Number of pages: 33 Posted: 18 Feb 2021
Juliane Begenau, Claudia Robles-Garcia, Emil Siriwardane and Lulu Wang
Stanford University - Graduate School of Business, Stanford Graduate School of Business, Harvard Business School - Finance Unit and Stanford University - Graduate School of Business
Downloads 664 (66,889)
Citation 1

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Private equity returns, Preqin data

5.

Limited Investment Capital and Credit Spreads

Harvard Business School Finance Working Paper No. 16-007, Journal of Finance, Forthcoming
Number of pages: 57 Posted: 25 Mar 2015 Last Revised: 18 Jun 2018
Emil Siriwardane
Harvard Business School - Finance Unit
Downloads 630 (71,550)
Citation 81

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credit default swaps, credit risk, intermediary based asset pricing, slow moving capital, limited risk bearing capacity

6.

The Probability of Rare Disasters: Estimation and Implications

Harvard Business School Finance Working Paper No. 16-061
Number of pages: 82 Posted: 25 Mar 2015 Last Revised: 10 Nov 2015
Emil Siriwardane
Harvard Business School - Finance Unit
Downloads 588 (77,999)
Citation 11

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disaster risk, rare events, option pricing, pricing of disaster risk

7.

The Rise of Alternatives

Stanford University Graduate School of Business Research Paper
Number of pages: 61 Posted: 11 May 2022 Last Revised: 11 Jul 2023
Juliane Begenau, Pauline Liang and Emil Siriwardane
Stanford University - Graduate School of Business, Stanford Graduate School of Business and Harvard Business School - Finance Unit
Downloads 580 (94,646)
Citation 1

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Public Pensions, Private Equity, Alternatives, Beliefs, Reaching for Yield, Underfunding

8.

Financial Market Risk Perceptions and the Macroeconomy

Downloads 569 (81,211)
Citation 25

Financial Market Risk Perceptions and the Macroeconomy

Harvard Business School Finance Working Paper No. 17-040
Number of pages: 66 Posted: 22 Nov 2016 Last Revised: 06 Sep 2019
Carolin E. Pflueger, Carolin E. Pflueger, Emil Siriwardane and Adi Sunderam
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 531 (87,542)
Citation 1

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risk-centric business cycles, cross-section of equities, real risk-free rate, real investment

Financial Market Risk Perceptions and the Macroeconomy

NBER Working Paper No. w26290
Number of pages: 65 Posted: 23 Sep 2019 Last Revised: 03 May 2023
Carolin E. Pflueger, Carolin E. Pflueger, Emil Siriwardane and Aditya Sunderam
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University
Downloads 38 (730,320)
Citation 7

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9.

OTC Intermediaries

Office of Financial Research Research Paper No. 18-05
Number of pages: 68 Posted: 10 Sep 2018 Last Revised: 28 May 2021
Andrea L. Eisfeldt, Bernard Herskovic, Sriram Rajan and Emil Siriwardane
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management, Government of the United States of America - Office of Financial Research and Harvard Business School - Finance Unit
Downloads 426 (115,260)
Citation 12

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OTC markets, networks, intermediaries, dealers, systemic risk, credit default swaps

10.

Scenario Generation for Long-Run Interest Rate Risk Assessment

Number of pages: 42 Posted: 14 Sep 2016 Last Revised: 04 Nov 2016
Robert F. Engle, Guillaume Roussellet and Emil Siriwardane
New York University (NYU) - Department of Finance, McGill University - Desautels Faculty of Management and Harvard Business School - Finance Unit
Downloads 304 (167,242)
Citation 3

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Interest Rate Forecast, Regime Switching, Factor Model

11.

Limited Investment Capital and Credit Spreads - Online Appendix

Harvard Business School Finance Working Paper No. 16-008
Number of pages: 43 Posted: 22 Jul 2015 Last Revised: 18 Jun 2018
Emil Siriwardane
Harvard Business School - Finance Unit
Downloads 265 (192,638)
Citation 1

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12.

A Measure of Risk Appetite for the Macroeconomy

NBER Working Paper No. w24529
Number of pages: 55 Posted: 23 Apr 2018 Last Revised: 10 Jul 2023
Carolin E. Pflueger, Carolin E. Pflueger, Emil Siriwardane and Aditya Sunderam
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University
Downloads 63 (573,013)
Citation 2

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