CURRICULUM VITAE

JONATHAN B. BERK

Haas School of Business
University of California
545 Student Services Building
Berkeley, CA 94720-1900
Phone: (510) 642-3364 Fax: (510) 643-1420
Email: berk@haas.berkeley.edu

BACKGROUND

Birthday: April 22, 1962

Birthplace: Johannesburg, South Africa

Nationality: United States of America

EDUCATION

December 1990: Ph.D. (Finance), Yale University, New Haven, Connecticut.

June 1989: M.A. (Finance), M. Phil. (Finance), Yale University, New Haven, Connecticut.

May 1984: B.A. (Physics), Rice University, Houston, Texas.

EMPLOYMENT

University of California, Berkeley: Sylvan Coleman Professor of Finance, 2006-present

University of California, Berkeley: Chairman, Finance Group, 2005-2006

University of California, Berkeley: Harold Furst Associate Professor of Management Philosophy and Values, 2002-2005.

University of California, Berkeley: Associate Professor, 2000-2006.

University of California, Berkeley: Assistant Professor, 1998-2000.

University of Washington: Assistant Professor, 1996-1998.

Washington University in St. Louis: Visiting Assistant Professor, 1995-1996.

University of British Columbia: Assistant Professor, 1991-1996.

University of California, Los Angeles: Visiting Assistant Professor, 1990-1991.

Goldman Sachs and Co: Associate, 1985-1987.

Andersen Consulting: Consultant, 1984-1985.

AWARDS

"A Critique of Size Related Anomalies" selected as one of 100 seminal papers published in Oxford University Press’ history.

"A Critique of Size Related Anomalies" selected as one of the two best papers ever published in The Review of Financial Studies, 2006

Bernstein-Fabozzi/Jacobs Levy Award (Outstanding Article), Journal of Portfolio Management, 2006

TIAA-CREF Paul A. Samuelson Award, 2005

FAME Research Prize, 2003

Roger F. Murray Prize (3^rd Place), The Institute for Quantitative Research in Finance, 2003

Best Paper, Utah Winter Finance Conference, 2003

Honorable Mention (Teaching), Evening MBA program, 2000-2001

Honorable Mention (Teaching), Evening MBA program, 1999-2000

Smith Breeden Prize (Distinguished Paper), Journal of Finance, 1999

Graham and Dodd Award of Excellence, Financial Analysts Journal, 1997

Roger F. Murray Prize (1^st Place), The Institute for Quantitative Research in Finance, 1996

Second Prize, Chicago Quantitative Alliance Third Annual Academic Competition, 1996.

Best Paper, Review of Financial Studies, 1995.

Richard D. Irwin Doctoral Fellowship, 1990.

PROFESSIONAL ACTIVITIES

· Fellow, TIAA-CREF Institute

· Associate Editor, Journal of Finance (2000-present)

· Nominating Committee, American Finance Association (2003)

· Research Associate, National Bureau of Economic Research

· Benjamin Meaker Visiting Professor (2002), Institute for Advance Studies, University of Bristol

· Corporate Advisory Boards

Market Engine Corporation

Tugboat Partners

PUBLICATION RECORD

Journal Articles:

· “Managerial Ability, Compensation and the Closed-End Fund Discount” Journal of Finance, 62 (2007), 529-556 (with R. Stanton)

· “Five Myths of Active Portfolio Management” Journal of Portfolio Management, 31 (2005), 27-31

· "Mutual Fund Flows and Performance in Rational Markets." Journal of Political Economy, 112 (2004), 1269-1295 (with R. Green).

· ''The Valuation and Return Dynamics of New Ventures," Review of Financial Studies, 17 (2004), 1-35 (with R.C. Green and V. Naik).

· "Sorting Out Sorts," Journal of Finance, 55 (2000), 407-27.

· "A Simple Approach for Deciding when to Invest," American Economic Review, 89 (1999), 1319-1326.

· "Optimal Investment, Growth Options and Security Returns,'' Journal of Finance, 54 (1999), 1553-1608 (with R.C. Green and V. Naik).

· "Does Size Really Matter?" Financial Analysts Journal, September/October 1997, 12-18.

· "Necessary Conditions for the CAPM," Journal of Economic Theory, 73 (1997), 245-257.

· "The Acquisition of Information in a Dynamic Market," Economic Theory, 9 (1997), 441-451

· "The Price is Right, But Are the Bids? An Empirical Investigation of Rational Decision Making," American Economic Review, 86 (1996), 954-970 (with E. Hughson and K. Vanderzande).

· "A Critique of Size Related Anomalies," Review of Financial Studies 8 (1995), 275-286.

· "The Timing of Information in a General Equilibrium Framework," Journal of Economic Theory 59(1993), 275-287, (with H. Uhlig).

· "Adjustable Rate Mortgages: Valuation," Journal of Real Estate Finance and Economics1(1988), 163-184, (with R. Roll).

· "Adjustable Rate Mortgages: Prepayment Behavior", The Housing Finance Review 7 (1988), 31-46 (with L. Bartholomew and R. Roll).

Books:

· Corporate Finance (2007), Addison-Wesley, Boston, MA (with P. DeMarzo)

Book Chapters:

· "A View of the Current Status of the Size Anomaly,'' Security Market Imperfections and World Wide Equity Markets, edited by Donald Keim and William Ziemba, Cambridge University Press (1999).

Working Papers: