FIELDS OF CONCENTRATION,
TEACHING AREAS, AND CURRENT RESEARCH INTERESTS
Fields of Concentration
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Investments/Portfolio
Management/Derivatives
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Financial Theory &
Corporate Policy
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Financial Institutions/Capital
Markets
Teaching Areas
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Investments, Portfolio
Management, Options & Futures
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Corporate Finance and
Case Courses in Corporation Finance
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Financial Institutions/Capital
Markets
Papers in Progress
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The Effectiveness of Dollar
Cost Averaging: The Historical Record
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Are Gold and Silver Prices
Cointegrated?
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What is the Yield Spread
Arbitrage Threshold between Stocks and Bonds? Tests using Cointegration
Methods.
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Stock, Bonds, and Cash:
Is the Historical Allocation still the Long-run Optimal Mix?