As the Adams Distinguished Professor of Management, Emeritus at Stanford Graduate School of Business, Singleton teaches a variety of degree courses in finance.
His recent research in econometric methods for estimation and testing of dynamic asset pricing models has been highly influential in academic circles.
He is the author of Credit Risk with Darrell Duffie and a new book titled Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment.
He is Adams Distinguished Professor of Management I, Codirector of the Credit Risk Executive Program with Darrell Duffie, and a Member of the Consortium on Financial Systems and Poverty.
Among various consulting and advisory relationships with industry, he is senior scientist for Financial Crossing, a Palo Alto start-up developing liability management and mortgage advice software.