Theodore Day

Professor - Management
theodore.day@utdallas.edu
972-883-2743
SOM14330
Tags: Financial & Managerial Economics

Professional Preparation

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

Publications

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

Appointments

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]

Additional Information

Research Grants
  • 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.
Courses Taught
  • Options and Futures Markets
  • Investment Management
  • Corporate Finance
  • Ph.D. Seminar in Asset Pricing
Professional Certification
  • Certified Public Accountant (Oklahoma, 1975)