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Executive Director of International Programs, Academic Director EMSF
Avner.Wolf@baruch.cuny.edu
Education:
| B.A. |
Hebrew University, Jerusalem |
Economics |
1975 |
| M.A. |
Hebrew University, Jerusalem |
Economics |
1977 |
| M. Phil. |
Columbia University |
Business (Fin) |
1981 |
| Ph. D. |
Columbia University |
Business (Fin) |
1983 |
Areas of Expertise:
Derivative Financial Markets, Investment, Portfolio Management, Fixed Income and Security Market Microstructure
Selected Publications:
Grant J., Wolf and Yu S., “Intraday Price Reversals in the U.S. Stock Index Futures Market: A15 - year study”, Journal of Banking and Finance, Vol. 29, No. 5, May 2005, pp. 1311-1327
Wolf, A., “Import and export Hedging Uncertainty in International Trade,” Journal of Futures Markets, April 1995, Vol. 15, No. 2, pp. 101-110.
Pohlman, L. and Wolf, A., "Note on Managing Illiquid Bonds and the Linear Path Space" Journal of Fixed Income. December l993, Vol. 3, No. 3, pp. 80-88.
Paroush, J. and Wolf, A., "The Derived Demand With Hedging Cost Uncertainty in Futures Markets", The Economic Journal, July l992, pp. 831-844.
Caciki, N., Chatterjee, S. and Wolf, A., "Empirical Tests of Valuation Models for Options on T. Notes and T. Bonds Futures", Journal of Futures Markets, Vol. l3, No. I, January l993, pp. 1-13.
Castelino, M., Francis, J. and Wolf A. "Cross Hedging: Basis Risk and Choice of Optimal Hedging Vehicle", The Financial Review, Vol. 26, No. 2, May l99l, pp. l79-210.
Martell, T. and Wolf, A., "Determinants of Trading Volume in Futures Markets", Spring 1987, The Journal of Futures Markets, Vol. 7, No. 3, pp. 233-244.
Paroush, J. and Wolf, A., "Production and Hedging Decisions in Futures and Forward Markets", (l986), Economics Letters, Vol. 21, No. 2, pp. l39-l43.
Academic Activities:
Professor, Department of Economics and Finance, Baruch College, The City University of New York, 1990 - Present.
Executive Director of International Programs, Baruch College, August 2004-Present.
Chairman, The Department of Economics and Finance, Baruch College, The City University of New York, June 1992 – June 2004.
Director of the Doctoral (Ph.D.) Program in Finance, Department of Economics and Finance, Baruch College, City University of New York, January 1988 - December 1992.
Director of Recruiting for Finance Faculty, Department of Economics and Finance, Baruch College, City University of New York, 1988, December 1992.
Member of the School of Business, P & B Committee, June 1992-Present.
Graduate Advisement 1987, Served as the School of Business Representative to the School of Liberal Art's Faculty meetings, Sept. 1986 - June 1987.
Represented the university in the Dauphin-Baruch Research Seminar here and abroad in France, 1987-1988.
Professional Activities:
Gave a one-week seminar in Madrid to Bankers and Brokers (through The Madrid Stock Exchange) on Option Pricing & Trading, June 1992.
Gave a one-week seminar in Mexico City to The Mexican Stock Exchange (Bolsa Mexicana De Valores) on Options, Pricing and Trading, June 199l.
Gave a one-week seminar on Portfolio Management to The Organization of Commercial Bank in Malaysia, June 1990.
Gave a lecture at a conference organized by the Israeli Economic Mission to the U.S. on the topic: "Hedging Opportunities with Futures Contracts and Options", New York City, Feb. 25, 1986.
Served as an invited academic discussant at the Chicago Board of Trade (CBT) Academic Seminars, December 1985, May 1986, and May 1987. The seminars are published in a refereed journal.
Served as a discussant at the FMA Meeting, Toronto, Canada, September 1984.
Economist, Commodity Exchange Inc. N.Y., 1981-1983
Awards, Honors, etc.:
PSC CUNY Grant 1986-1987 (CUNY)
PSC CUNY Grant 1985-1986(CUNY
PSC CUNY Grant 1984-1985 (CUNY)
M. Phil. - Beta Gamma Sigma 1982 (Columbia Univ. Business)
Eco. Dept. Fellowship & Scholarship, 1976-77(Hebrew Univ. 1976-77)
B.A. & M.A. Cum Laude 1975 & 1977 (Hebrew Univ. Economics)
Social Sciences Faculty Scholarship, 1974-75 (Hebrew Univ. 1974-75)
Dean's List 1972-75
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