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Corporate finance, asset pricing, financing and investment policies under asymmetric information, agency theory, markets for information, informational efficiency in financial markets, computational approaches to optimal investment problems.
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Diego Garcia, Assistant Professor of Business Administration, joined the Tuck faculty in 2000. An expert in corporate finance and asset pricing, Professor Garcia's current research topics include: financing and investment policies under asymmetric information, agency theory, markets for information, informational efficiency in financial markets, and computational approaches to optimal investment problems.
Professor Garcia's research publications include: “Three Essays in Financial Contracts,” Dissertation, Haas School of Business, University of California, Berkeley, 2000; “Convergence and Biases of Monte Carlo Estimates of American Option Prices Using a Parametric Exercise Rule,” Journal of Economic Dynamics and Control, 27(10), 2003.
Professor Garcia has been awarded the Elizabeth Scott Memorial Award, University of California, Berkeley, Statistics Department, 1999; and the Outstanding Referee, Review of Financial Studies, 2002.
He is currently working on: "Incomplete Contracts in Investment Models"; "Multitask Agency Problems with Privately Informed Agents and Active Principals"; "Optimal Menus of Linear Contracts in Portfolio Selection Models"; "Retained Equity, Investment Decisions, and Private Information;" and "Football and Stock Returns."
Professor Garcia received his doctorate and master's degrees from the University of California, Berkeley, and his bachelor of sciences from Asturias Business School.
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