Dr. Jason D. Fink
Professor and Wachovia Securities Faculty Fellow
Year Started at JMU: 2001
Ph.D. University of Virginia, Economics, 2002
M.A. University of Virginia, Economics, 2000
B.S. Florida State University, Economics, 1994
Dr. Fink’s research interests include risk derivatives pricing, energy pricing issues, risk management, and in particular, volatility modeling as it relates to these topics.
Professor Fink teaches in the quantitative finance program, and the courses he teaches include Introduction to Derivatives, Securities Pricing, and the Seminar in Financial Engineering. He is the faculty adviser to the quantitative finance program.
Prior to coming to JMU, Professor Fink worked as a part-time associate (econometrician) with Fannie Mae in 2000 and 2001 while he completed his PhD. Further, he worked as a consultant to Fannie Mae from 2006 – 2009, conducting training sessions on interest rate risk management and the Fannie Mae corporate structure. From January 2008 until March 2009, Dr. Fink was a principal at Madison Quantitative Advisers, which oversaw the alternative investment fund Blue Ridge Summit, LLC. Professor Fink has published numerous peer-reviewed articles in finance and economics journals, and is registered as an Investment Adviser Representative in the state of Virginia, with Madison Financial Research, LLC.
Dr. Fink is a member of the Investment Advisory Committee for the The Community Foundation of Harrisonburg/Rockingham, which oversees the management of a portfolio exceeding $20 million. He is also a member of the Finance Council of Blessed Sacrament Church, which advises the pastor on financial matter relating to the parish.
Professor Fink enjoys participating in the sports of soccer, spearfishing and whatever his kids happen to be playing at any given moment. He is an avid Bayern Munich fan.
Current Courses Taught:
FIN 380 - Introduction to Elemental and Derivative Securities
FIN 405 - Securities Pricing
FIN 480 – Seminar in Financial Engineering
“Do Seasonal Tropical Storm Forecasts Affect Crack Spread Prices?” (with Kristin Fink), Journal of Futures Markets 34 (2014), 420 - 433.
“Stress-Testing Portfolio-Specific Risk” (with Kristin Fink and Hui He), Journal of Investment Management 11 (2013), 40 - 57
“Hurricane Forecast Revisions and Petroleum Refiner Equity Returns” (with Kristin Fink) Energy Economics 38 (2013), 1 – 11 (Lead Article).
“Expected Idiosyncratic Volatility Measures and Expected Return” (with Kristin Fink and Hui He), Financial Management 41 (2012), 519 – 553 (Lead Article).
“What Drove the Increase in Idiosyncratic Volatility During the Internet Boom?” (with Kristin Fink, Gustavo Grullon and James Weston) , Journal of Financial and Quantitative Analysis 45 (2010), 1253 – 1278.
2001-present, Professor, James Madison University
Wachovia Securities Faculty Fellow, 2015 - present
Madison Scholar, JMU College of Business, 2014
Virginia Eminent Scholar: 2010 – 2015
Distinguished Teacher, JMU College of Business, 2012
Finalist, JMU College of Business Distinguished Teacher Award, 2010
Best Practitioner Publication Award, JMU college of Business, 2014
Best Academic Publication Award, JMU College of Business: 2006, 2009, 2011, 2013
Best Educational Publication Award, JMU College of Business: 2008
Jason Fink's Vita