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Joel Rentzler

Professor of Economics and Finance

Professor of Economics and Finance


BA Columbia College 1962
BS Columbia University Engineering 1963
MS Columbia University Engineering 1966
PhD New York University 1978

Areas of Expertise:

Derivative Markets, Use and Abuse of Using Futures, Options and Swaps for Hedging, Trading and Arbitrage Strategies

Selected Publications:

Ferguson, R., Leistikow, D., Rentzler, J. and Yu, S. “The Effect of Value Estimation Errors on Portfolio Growth Rates,” Journal of Investing, Summer 2009, Vol. 18, No. 2, pp. 69-75.

Rentzler, J., Tandon, K., and Yu, S., “Intraday Price Reversal Patterns in Currency Futures Markets: The Impact of the Introduction of GLOBEX and the Euro,” Journal of Futures Markets, November 2006, Vol. 26, No.11, pp. 1089-1130.

Rentzler, J., Tandon, K., and Yu, S., “Short-term Market Efficiency in the Futures Markets:TOPIX Futures and 10-year JGB Futures,” Global Finance Journal, 16 (2006), pp. 330-353.

Ferguson, R., Rentzler, J. and Yu, S. “Trading Strategy on EVA and MVA,” Journal of Investing, Winter 2006, Vol. 15, No.4, pp. 88-94.

Academic Activities:

Presented papers at various meetings, including of the American Finance Association and the Eastern Finance Association.

Acting Director, Futures Center, Columbia Business School.

Professional Activities:

Member, New Product Development Committee, Coffee, Sugar and Cocoa Exchange.

Organized Frontiers in Futures Conference, New York City. Participants included Senator Patrick Leahy and various Commodity Futures Exchange presidents.

Presented paper at Salomon Brothers Center for the Study of Financial Institutions Conference on Options Trading.

Awards, Honors, etc.:

Graham and Dodd Scroll Excellence in Writing, Financial Analysis Journal.

Outstanding Paper on Futures, Options, Eastern Finance Association.

MacDowell Award for Research Excellence, New York University.

Beta Gamma Sigma Honor Society, New York University.

Adam Jones Merit Award in Math Logic, Columbia University.

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