A photograph of Landon.

Landon J. Ross

About

I am an assistant professor at Tulane University. I work in the finance department for the A. B. Freeman School of Business. My research interests include applications of machine learning, large-scale optimization, robust optimization, and natural language processing in finance. My main research field is asset pricing.

I was previously a financial economist at the U.S. Securities and Exchange Commission in the Office of Markets. I completed my Ph.D. in Finance at the Washington University in St. Louis Olin Business School. Before starting my Ph.D., I worked as a research assistant at the Federal Reserve Board of Governors.

Papers

Bottom Up vs Top Down: What Does Firm 10-K Tell Us?
with Jim Horn, Kaihong Luo, Mert Pilanci, and Guofu Zhou
SSRN
Risk Exposures from Risk Disclosures: What They Said and How They Said It
with Seth Pruitt and Rahul Mazumder
SSRN
Expected Returns, Firm Characteristics, and Cardinality Constraints
SSRN
Cash-Hedged Stock Returns
with Chase Ross and Sharon Ross
Revise and Resubmit at Review of Asset Pricing Studies.
SSRN
Are characteristic interactions important to the cross-section of expected returns?
SSRN
Are Item 1A Risk Factors Priced?
SSRN
Generating options-implied probability densities to understand oil market events
Energy Economics (2017)
with Deepa Dhume Datta and Juan M. Londono
SSRN
A Facilitated Interface to Generate a Combined Textual and Graphical Database System Using Widely Available Software
Journal of Software Engineering and Applications (2012)
with Corey Lawson, Kirk Larson, Jonathan Van Erdewyk, Christopher Smith, Al Rizzo, Marc Rendell
Link