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Dr. Jason D. Fink
Contact Info

JMU Faculty Jason Fink

Professor and Wachovia Securities Faculty Fellow

Year Started at JMU: 2001


University of Virginia, Economics, 2002

M.A.    University of Virginia, Economics, 2000

B.S.     Florida State University, Economics, 1994

Academic Interests:

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.

Professional background:

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.

Service work:

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.

Personal Interests:

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

Recent Publications: 

“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.

Positions Held:

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