Academic

Curriculum Vitae - November 2016

Citadel Profile

Positions:

The Citadel, Charleston, SC USA
W. Frank Hipp Distinguished Professor
Tulane University, New Orleans, LA USA
New York University, New York, NY USA
City University of London, London, UK
University of New Orleans, New Orleans, LA USA

Guest Lecturing:

Pace University, USA
Cambridge University, UK
London Business School, UK
L'Universite' de Saint-Louis, Belgium
University of Bologna, Italy
College of Charleston, USA
The Kedge Business School, Bordeaux, France

Selected Academic Materials:

Papers & Presentations:

Southern Economic Association, November 1975
"The Balance of Payments for Mexico - Retrospect and Prospect". "Measuring Fiscal Self-Help in Central America: An Assessment of the Responsiveness of the Revenue Structure to Economic Growth in the Common Market".*
Southwestern Economic Association, April 1976
"Analysis of the Fiscal Revenue Generating Structure in the CACM".*
Eastern Economic Association, 1976
"Revenue Income Elasticity Coefficients and Economic Development through Import Substitution".*
Southern Economic Association (NAESE session), November 1977
"Fiscal policy and Money Supply Creation in Mexico".
Southern Economic Association, November 1977
"The Monetary Approach to the Balance of Payments and World Monetary Equilibrium".*
"Fiscal Constraints, Domestic Credit and International Reserve Flows".
American Economic Association (NAESA Session), December 1977
"International Currency Portfolios".*
Econometric Societv, December 1977
"The Monetary Approach to the Balance of Payments and World Monetary Equilibrium".*
Western Economic Association, June 1978
"Fiscal Policy and Money Creation in Mexico".*
National Association of Business Economists, September 1978
"Exchange Rates and the Balance of Payments in Latin America: Some Empirical Evidence".*
National Association of Business Economists, International Symposium, Spring 1979
"Purchasing Power Parity and Exchange Rate Forecasting".*
National Association of Business Economists, October 1979
"Exchange Rate Determination with Currency Substitution".*
Atlantic Economic Conference, February 1980
"Exchange Rate Determination and Currency Substitution".*
NABE Symposium on International Economics, June 1980
"World Inflation and the Illusion of Autonomy".
International Symposium on Forecasting. May 1981
"Interest Rates and Foreign Exchange Forecasting".*
Southern Economic Association, November 1981
"Post October 1979 Movements in Interest rates and Exchange Rates".*
American Economic Association (NAESA Session), December 1981
"North American Financial Integration".*
Southern Economic Association, November 1982
"Exchange Rates with Substitutable Currencies".
SAFTO Conference on Development Strategies, November 1984
"LDC Financing and Currency Areas".
Istanbul University Anniversary, Conference on Exchange Rates Policies, Istanbul, Turkey, June 1986
"The Changing Rules in International Finance".
International Investment Banking Conference, Vienna, Austria, February 1989
"Managing Financial Risk".
Alpbach European Economic Forum, Alpbach, Austria, August 1989
"Risk Management and Leveraged Transactions: The coming together of two new markets"
International Financial Markets Conference, Tokyo, Japan, February 1990
"New Directions in Financial Risk Management - Evolution not Revolution"
The Economist, International Investor Relations Conference, Eflingham Park Hotel, Sussex, England, July 1990
"Risk Management and International Issues Managing Financial Risk".
The Alpbach European Forum in Alpbach, Tirol, Austria, during the European Economics Forum, August 1990
"Will There Continue to be the Demand for Financial Risk Management in the 1990's"
IBC Financial Focus Ltd. Conference. on Risk Management in The Financial Markets, The Royal Lancaster Hotel, London, March 1991
"Credit Risk, Market Risk and Product Risk: How they fit together".
IIR Limited Conference on Advanced Applications of Duration Analysis, London, April 1991
"A Hard-Nosed Evaluation of Risk Management in the 90's."
BRI Conference on US Treasury Markets & Derivative Products, London, September 1991
"Longer Term Economic Factors Affecting Treasury Markets"
Royal Naval staff College, Greenwich, England, September 1991
"The International Economy".
IIR Limited Conference on Financial Risk Measurement & Management in Financial Institutions, Gatwick, England, October 1991
"Managing a Dealing Room".
Borsen's Currency Conference, Copenhagen, Denmark, November 1991
"New Security Instruments".
IIR Limited Conference on Financial Risk Measurement & Management in Financial Institutions, Gatwick, England, March 1992
"Managing a Dealing Room".
International Risk Management Group Ltd. Zurich, May 1992
"Update: The Demand for Financial Risk Management; Will The Supply Be There?"
The International Capital Markets Seminar, Sponsored by The Banks Association of Turkey, Istanbul October 1992
"Financial Market Volatility: Consequences For The 1990's".
Third International Investor Relations Conference. Amsterdam, November 1992
"The World Investment Scene - Will Credit Boom Turn To Savings Boom?"
Risk Magazine Seminar, New York, October 1993, on Methodologies and Practical Applications of Pricing. Hedging and Trading Correlation.
"Correlation: The Common Denominator of Risk Management and Asset Management".
ICMB International Center for Monetary & Banking Studies, Geneva, held at Graduate Institute of International Studies, Geneva, November 1993
The consequences for Systemic Risk and Prudential Regulation of the Growth of Derivative Financial Markets.
"Derivative Markets and Systemic Risk".
IIR Limited, London, December 1993
Advanced Strategies & Techniques for Asset/Liability Management for Banks.
IIR Limited, London, January 1994
Financial Risk Measurement & Management of Derivatives.
IIR Limited, London, February 1994
Maximizing the Potential of Quantitative Investment Techniques and Strategies.
"Turning Quant Theory into Practice: A Case Study - the Lessons we Learned".
IIR. International Centre for Business Information, Paris, February 1994
Global Derivatives Seminar.
International Risk Management Grow Ltd. 23rd Annual Conference, Vienna, Austria, May 1994
Theme: "Risk Transfer - A Lost Art?"
"Portfolio Management and Risk Management -- The Coming Together of Two Disciplines".
14th International Investment Congress, Wiesbaden, Germany, May 1994
"Financial Market Volatility and its Consequences for the Portfolio Manager in the 1990's."
International Risk Management Group Ltd. 1994 Vienna Conference, Austria, May 1994
"Portfolio Management and Risk Management - The Coming Together of the Two Disciplines"
IFI Survival & Success: The Role of Derivatives in Fund Management, London, September 1994
"Derivative Strategies as Profit Centres"
AIMSE Global Marketing Comes Of Age, London, December 1994
"Quantitative Strategies Affecting The Future of the Investment Management Business"
IIR Maximizing The Potential of Ouantitative Investment Techniques For State-of-the-Art Investment Management, London, March 1995
"Overcoming The Difficulties Of Integrating Quant Methods And Traditional Methods In One Organization"
Risk Correlation Conference, London, July 1995
"Correlation: What Correlation Matters"
Forum Financier Belge, Banks Facing Risks, Brussels, October 1995
"Risk Management in A Global Perspective"
Royal Naval staff College, Greenwich, London, November 1994 and 1995
"The Global Economy"
HR China Banking & Finance Reform International Summit '95, Beijing, November 1995
"Control Of Risks In Banking And Financial Trading"
The Ninth Annual Gathering of International, Svke Associates Inc. New York, December 1995
"Portfolio Risk and Global Secular Trends"
Risk Derivatives 96, Geneva, January 1996
"Forecasting Volatility and Correlation in A Portfolio Context"
Asset/Liability Management '96, Paris, September 1996
"Asset/Liability; The Evolution Goes On"
Forces of Chance in International Banking, ICMB '96, Geneva, November 1996
"Manager Behavior and New Market Entrance"
Worldwide Conference VIII, AIMR. Bermuda. February 1997
"New Techniques in Developing Global Asset Allocation Strategy"
AIMR Conference: "Meet the Masters", Northwestern University, Evanston, IL, July 1998
"New Techniques in Developing Global Asset Allocation Strategy"
IIR Limited, Conference on Risk, Basel, Switzerland, November 1998
"Creating Value and Controlling Risk through Diversification in Global Bond Markets"
AIMR Conference "Meet the Markets", Madrid, March 1999
"Demographics and Pension Reform"
Annual Summit on Asset Management, San Diego, March 1999
"What Are the Real Risks in Market Neutral and Other Hedge Fund Investments?"
The Economist, Conference on Hedge Fund Management, New York, September 1999
"Demographics and the Euro"
Federal Reserve Bank of New York, December 1999
"The Evolution of Asset and Liability (Risk Management)"
Naval War College, Newport, Rhode Island, February 2000
"Economic Regimes: The Big Events & What Is Next?"
AIMR Fund Management Conference-Europe, Zurich, April 2000
"Risk Management and Asset Allocation or The Two Paths of Modern Portfolio Theory: A User's Guide or Portfolio Creation vs. Portfolio Risk management"
Federal Reserve Bank of New York, October 2000
"Evolution of Asset and Liability (Risk) Management"
AIMR: Global Investor Workshop, Cambridge, U.K., July 2001
"Demographics and Pension Reform: The Big Events."
AIMR: Financial Analysts Seminar, Evanston, IL, July 2001
"Risk Management and Asset Allocation or the Two Paths of Modern Portfolio Theory: A User's Guide or Portfolio Creation Vs. Portfolio Risk Management."
AIMR: Global Investor Workshop, Cambridge, U.K., July 2002
"Risk Management as an Art"
AIMR: Risk Management 2003 - Control of the Investment Process
"Risk Management versus Risk Measurement"
CFA Institute: Risk Management for Asset Managers, Toronto, Canada 2004
"Risk Management versus Risk Measurement: Two sides of the same coin?"
City University of London Cass Business School Risk Symposium 2009
"Demographics and Risk Management Issues"
Cass /CAPCO Risk Symposium, London 2011
"Chinese Exchange Rates and Reserves - A Monetary Approach"
Cass /CAPCO Risk Symposium, London 2012
"CCPs and Regulation: Unintended Consequences"
CME Foundation, Chicago, November 2012
"True Markowitz and Commodity Risk Allocations"
O'Connor Davies Investment Symposium, New York, March 2013
"Portfolio Risks: Good, Bad and Ugly"
CME Foundation, London, May 2013
"China and Currency Normalization: A Monetary Approach"
RFE/University of New Orleans Symposium, New Orleans, September 2013
"Adding Commodities Futures to an Equity Portfolio: Lessons from Markowitz Portfolio Optimization"
PFK O'Connor Davis Investment Symposium, New York, May 2015
"Development Models and the Demographic Trap" or "old folks do not buy stuff"
CME Foundation and The Citadel, Charleston, March 2016
"Growth Models and the Demographic Trap"
PFK O'Connor Davis Investment Symposium, New York, June 2016
"China, Negative Interest Rates, and Economic Policy in a Turbulent World"