Professor, Finance; CoB Foundation Faculty

Year Started at JMU: 1999

finkke@jmu.edu

Contact Info

Education
  • Ph.D., Economics, University of Virginia, 2002
  • M.A., Economics, University of Virginia, 2000
  • B.S. Economics, The Ohio State University, 1992
  • Ph.D., Economics, University of Virginia, 2002
  • M.A., Economics, University of Virginia, 2000
  • B.S. Economics, The Ohio State University, 1992
Professional Interests

Recent interests:

  • The relationship between financial markets, poverty and inequality
  • social security

Ongoing interests:

  • The modeling of volatility in asset prices
  • The effects of tropical storms on financial markets
Current Courses Taught
  • Fin 378 – Fixed Income Analysis
  • Fin 395 – Mathematical Finance
  • Fin 380 – Introduction to Elemental and Derivative Securities
Positions Held
  • 2012 to present, Professor, James Madison University College of Business
  • Fall 2014, Faculty Member in Residence for COB 300 in Antwerp, Belgium, James Madison University College of Business
  • 2006-2012, Associate Professor, James Madison University College of Business   
  • 2000-2006, Assistant Professor, James Madison University College of Business
  • 1999-2000, Instructor, James Madison University College of Business 
Key Publications

“A Dynamic Yield Curve-Based Approach to Retiree Portfolio Allocation” (with Jason Fink), Journal of Financial Planning, forthcoming.

“Do Seasonal Tropical Storm Forecasts Affect Crack Spread Prices?” (with Jason Fink), Journal of Futures Markets 34 (2014), 420 - 433.

“Stress-Testing Portfolio-Specific Risk” (with Jason Fink and Hui He), Journal of Investment Management 11 (2013), 40 - 57

“Hurricane Forecast Revisions and Petroleum Refiner Equity Returns” (with Jason Fink), Energy Economics 38 (2013), 1 – 11.

“Expected Idiosyncratic Volatility Measures and Expected Return” (with Jason Fink and Hui He), Financial Management 41 (2012), 519 – 767.

“What Drove the Increase in Idiosyncratic Volatility During the Internet Boom?” (with Jason Fink, Gustavo Grullon and James Weston), Journal of Financial and Quantitative Analysis 45 (2010), 1253 – 1278.

“Tropical Storm Forecasts: When and How Do They Affect Refined Petroleum Markets?” (with Jason Fink and Allison Russell), Energy Economics 32 (2010), 1283 – 1290.

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