Dr. Avner Wolf

Professor, Department of Economics and Finance, Baruch College, The City University of New York, USA Executive Director of International Programs, Academic Director of the EMSF program, Baruch College (CUNY, USA) Visiting Faculty at the American Graduate School of Business and Economics, Paris, France Fields of Expertise Derivative Financial Markets Investment Portfolio Management Fixed Income Security Market Microstructure

Education

• B.A. Hebrew University, Jerusalem

• M.A. Hebrew University, Jerusalem

• M. Phil. Columbia University

• Ph.D. Columbia University

Previous experience

• Chairman, The Department of Economics and Finance, Baruch College, The City University of New York, 1992-2004

• Director of the Doctoral (Ph.D.) Program in Finance, Department of Economics and Finance, Baruch College, City University of New York, 1988-1992

• Director of Recruiting for Finance Faculty, Department of Economics and Finance, Baruch College, City University of New York, 198-1992

Selected Publications

• “Intraday Price Reversals in the U.S. Stock Index Futures Market: A15 - year study” (co-authored with J. Grant and S. Yu), Journal of Banking and Finance, Vol. 29, No. 5, May 2005, pp. 1311-1327

• “Import and export Hedging Uncertainty in International Trade” Journal of Futures Markets, April 1995, Vol. 15, No. 2, pp. 101-110.

• "Note on Managing Illiquid Bonds and the Linear Path Space" (co-authored with L. Pohlman), Journal of Fixed Income, December 1993, Vol. 3, No. 3, pp. 80-88

• "The Derived Demand With Hedging Cost Uncertainty in Futures Markets" (J. Paroush), The Economic Journal, July 1992, pp. 831-844

• "Empirical Tests of Valuation Models for Options on T. Notes and T. Bonds Futures" (co-authored N. Caciki and S. Chatterjee), Journal of Futures Markets, Vol. 13, No. 1, January 1993, pp. 1-13

• "Cross Hedging: Basis Risk and Choice of Optimal Hedging Vehicle" (co-authored M. Castelino and J. Francis) The Financial Review, Vol. 26, No. 2, May 1991, pp. 179-210

• "Determinants of Trading Volume in Futures Markets" (co-authored with T. Martell), The Journal of Futures Markets, Vol. 7, No. 3, pp. 233-244, 1987

• "Production and Hedging Decisions in Futures and Forward Markets" (co-authored with J. Paroush), Economics Letters, Vol. 21, No. 2, pp. 139-143, 1986

Contact

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