Curriculum Vitae

 

 

Professor, Finance; Wachovia Securities Faculty Fellow

Year Started at JMU: 2001

finkjd@jmu.edu

Contact Info

Education
  • Ph.D. 
University of Virginia, Economics, 2002
  • M.A. University of Virginia, Economics, 2000
  • B.S. Florida State University, Economics, 1994
Professional 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.
Personal Interests
  • Soccer
  • Spearfishing
  • Whatever sport his kids happen to be playing
  • Avid Bayern Munich fan
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.

Current Courses Taught
  • MBA 610 - Quantitative Methods for Management
  • FIN 380 - Introduction to Elemental and Derivative Securities
  • FIN 405 - Securities Pricing
  • FIN 480 – Seminar in Financial Engineering
Positions Held
  • 2001-present, Professor, James Madison University
Awards and Recognitions
  • 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
Service
  • Board of Directors, The Community Foundation of Harrisonburg/Rockingham 
  • Member of Investment Advisory Committee for The Community Foundation of Harrisonburg/Rockingham
  • Member of the Finance Council of Blessed Sacrament Church, advising the pastor on financial matter relating to the parish
Key Publications

"A Dynamic Yield Curve-Based Approach to Retiree Portfolio Allocation" (with Kristin Fink), Journal of Financial Planning, forthcoming 

"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.

Back to Top