Professor of Economics and Finance at the Baruch College, City University of New York

Visiting Faculty at the American Graduate School of Business and Economics

Fields of expertise

• Finance and Statistics

Education

• B.A. in Economics and Statistics, Hebrew University of Jerusalem

• M.B.A. in Finance, Hebrew University of Jerusalem

• D.B.A. in Finance, Indiana University

Other current posts

• Member, American Finance Association, TIMS/ORSA, Western Finance Association, Financial Management Association.

• Ad hoc reviewer, Journal of Financial and Quantitative Analysis, Journal of Financial Research, Financial Management, Mid-Atlantic Journal of Business, American Economist, Journal of Futures Markets, Management Science.

Selected publications

• "A Valuation of the CRB Futures Contract: Theory and Evidence" (co-authored with Steven Krull and Joseph Yagil), Advances in Options and Futures Research, 5: 323-34, 1991.

• "The Inefficiency of the Value Line Futures Market" (co-authored with Nusret Cakici and Joseph Yagil), Advances in Futures and Options Research, 4: 237-51, 1990.

• "The Efficiency of the U.S. Dollar Index Futures Market" (co-authored with Steven Krull and Joseph Yagil). Journal of Futures Markets, 10: 469-79, October 1990.

• "The Non-Optimality of the Over-the-Counter Options Dividend Protection", Economics Letters, 27: 55-59, 1988.

• "American versus European Options on the Value Line Index" (co-authored with Nusret Cakici and T. Hanan Eytan), Journal of Futures Markets, 8: 373-88, June 1988.