Ph.D. - Business
Stanford University - 1981
M.A. - Economics
Stanford University - 1979
M.B.A. - Finance
University of Oklahoma - 1976
B.A. - Accounting
University of Oklahoma - 1974
Commentary on the Replication of an Option on a Bond Portfolio. The Review of Futures Markets 9 (1990), 101-102. 1988 - Publication
Beating the Wagering Line for National Football League Games: An Application of Isotonic Regression with Nonquadratic Loss, with Bruce Cooil. Proceedings of the 1988 Meetings of the Business and Economic Statistics Section, American Statistical Association (1988), 314-317. 1986 - Publication
Expected Inflation and the Real Rate of Interest. Journal of Banking and Finance, 9 (November 1985),491-498. 1985 - Publication
Information, Production, and the Term Structure. Journal of Political Economy, 94 (February 1986), 167-184. 1985 - Publication
Taxes, Financial Policy, and Small Business, with Hans Stoll and Robert Whaley. Lexington Books, 1985. 1985 - Publication
Real Stock Returns and Inflation. Journal of Finance, 39 (June 1984),493-502. 1984 - Publication
Professor of Finance
University of Texas at Dallas [1999–2007]
Associate Professor of Finance (tenure)
University of Texas at Dallas [1992–1999]
Associate Professor of Finance
University of Texas at Dallas [1990–1992]
Visiting Associate Professor of Finance
University of North Carolin [1988–1990]
Assistant Professor of Finance
Vanderbilt University [1981–1988]
New York Mercantile Exchange, "Forecasting Conditional Volatility in the Oil Futures Market with Option Prices, " with Craig M. Lewis, 1991.
Chicago Board Options Exchange, "The Behavior of the Volatility Implicit in the Prices of Stock Index Options," with Craig M. Lewis, 1987.
Vanderbilt University Research Council Grant, "Liquidity Premiums and the Real Rate ofInterest," 1984.
Small Business Administration, contract number SBA-6054-0A-83, "Taxes, Financial Policy and Firm Size," with Hans Stoll and Robert Whaley, 1983.
Options and Futures Markets
Ph.D. Seminar in Asset Pricing
Certified Public Accountant (Oklahoma, 1975)