Eads Professor of the Practice in Energy
Emma Rasiel is the Teaching Director of the Duke Financial Economics Center, as well as Associate Chair and Professor of Economics at Duke. Emma’s role includes developing and delivering curricular and extra-curricular programs to Duke undergraduates to improve their preparedness for careers in business and finance. Emma’s regularly taught courses include Practical Financial Markets, Intermediate Finance, and Equity Research. She also enjoys teaching Behavioral Finance each summer on her Duke in London study away program and invites anyone to check out her online Behavioral Finance course, offered on the Coursera MOOC teaching platform.
The extra-curricular programs for Duke undergraduates that Emma spearheads include bank-sponsored case study competitions; an alumni-student mentoring program for 80 students each year; and Spring Networking Days: an annual three-day event in which more than 100 students have mock interviews with 40+ visiting alumni, in preparation for investment bank recruiting season. Emma is also Director of Graduate Studies for the new MS in Quantitative Finance Program. She was appointed Associate Chair of the Economics department in 2016.
Emma is also the Eads Professor of the Practice in Energy in the Fuqua School of Business, as well as a Faculty Fellow of the Duke Energy Initiative. In this role, she teaches an energy finance course for both graduate and advanced undergraduate students.
Emma holds bachelor's and master's degrees in mathematics from Oxford University (1986) and an MBA from the Wharton School (class of 1990). She joined Goldman Sachs in 1990 and spent two years in their New York office, subsequently moving to London to spend five years trading European bond options. She was promoted to Executive Director in 1994 and left Goldman in 1997 to pursue further academic studies at Duke. She completed her PhD in finance at the Fuqua School in 2003, moved across campus to the Economics Department, and feels very fortunate that she has been able to remain at Duke ever since.
Emma enjoys horseback riding in the cooler months of the year, water skiing in the warmer ones, and poker all year round.
Califf, Robert M., Emma B. Rasiel, and Kevin A. Schulman. “Considerations of net present value in policy making regarding diagnostic and therapeutic technologies..” Am Heart J 156, no. 5 (November 2008): 879–85. https://doi.org/10.1016/j.ahj.2008.06.038. Full Text
Rasiel, E. B., and J. Jacob. “Index Volatility Futures in Asset Allocation: A Hedging Framework.” Lazard Asset Management Investment Research, March 2008.
Glickman, S. W., E. B. Rasiel, C. D. Hamilton, and K. A. Schulman. “Response .” Science 315, no. 5815 (February 23, 2007): 1076–77.
Glickman, Seth W., Emma B. Rasiel, Carol Dukes Hamilton, and Kevin A. Schulman. “Developing drugs for tuberculosis - Response.” Science 315, no. 5815 (February 23, 2007): 1076–77.
Rasiel, E. B., and R. Temple. “Prime and Subprime Mortgage Foreclosure Analysis.” Lazard Asset Management Investment Research, 2007.
Glickman, Seth W., Emma B. Rasiel, Carol Dukes Hamilton, Arsen Kubataev, and Kevin A. Schulman. “Medicine. A portfolio model of drug development for tuberculosis..” Science 311, no. 5765 (March 3, 2006): 1246–47. https://doi.org/10.1126/science.1119299. Full Text
Glickman, Seth W., Emma B. Rasiel, Carol Dukes Hamilton, Arsen Kubataev, and Kevin A. Schulman. “Medicine. A portfolio model of drug development for tuberculosis..” Science (New York, N.Y.) 311, no. 5765 (March 2006): 1246–47. https://doi.org/10.1126/science.1119299. Full Text
Rasiel, Emma B., Kevin P. Weinfurt, and Kevin A. Schulman. “Can prospect theory explain risk-seeking behavior by terminally ill patients?.” Med Decis Making 25, no. 6 (November 2005): 609–13. https://doi.org/10.1177/0272989X05282642. Full Text Open Access Copy
Bollen, N. P. B., and E. Rasiel. “The performance of alternative valuation models in the OTC currency options market.” Journal of International Money and Finance 22, no. 1 (January 1, 2003): 33–64. https://doi.org/10.1016/S0261-5606(02)00073-6. Full Text Open Access Copy