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Jack Clark Francis
Professor of Economics and Finance
Education:
BS Indiana University Business Marketing MBA Indiana University Finance, International Business, Management PhD University of Washington Finance
Areas of Expertise:
Investments, Portfolio Management, Derivatives, Investment Performance Evaluation, Banking, Financial Markets
Selected Publications:
Harel, A., Harpaz, G., and J. C. Francis, “Analysis of Efficient Markets,” forthcoming in the Review of Quantitative Finance and Accounting, Vol. 36, No. 2, (2011). Published online, on April 20, 2010, DOI 10.1007/s11156-010-0178-z by Springerlink. https://springerlink3.metapress.com/content/n2465l32364n255r/resource-secured/?target=fulltext.pdf&sid=r5drq355kzjxykz30hjrsq55&sh=www.springerlink.com&&sh=commerce.metapress.com
Francis, J. C., Harel, A., Harpaz, G. (2010). "Actuarially Fair Premia for Deductible Insurance Policies". American Economist, Vol. 55, No. 2 (2010), pp. 83-91.
Jack C. Francis and Roger Ibbotson, "Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972-1999". Journal of Alternative Investments, 4 (1): 33-39, Summer 2001.
Francis, J. C., Hessel, C., Wang, J., Zhang, G. (2010). "Portfolios Weighted by Repurchase and Total Payout". Journal of Portfolio Management, Summer 2010, (6)4, pp. 77-83.
Francis, J. C., Ibbotson, R. (2009). "Contrasting Real Estate with Comparable Investments", 1978-2008. Journal of Portfolio Management, 36(1), 141-155..
Francis, J. C., Harel, A., Harpaz, G. (2009). "Exchange Mergers and Electronic Trading". Journal of Trading, 4(1).
Francis, J. C., Harel, A., Harpaz, G. (2007). INTERNATIONAL JOURNAL OF THEORETICAL & APPLIED FINANCE. "Pricing Securities with Exchange-Imposed Price Limits Via Risk Neutral Valuation/World Scientific Publishing Company", 10(3), 399-406. www.worldscinet.com/ijtaf/10/1003/S021902490700424X.html
Francis, J. C., Harel, A., Harpaz, G. (2007). "Pricing Futures on Geometric Indexes; A Discrete Time Approach". REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING/Springer Netherlands, 28(3), 227-240.dx.doi.org/10.1007/s11156-006-0015-6.
Jack C. Francis and Roger Ibbotson, "Investments: A Global Perspective". Prentice-Hall, 2002.
Professional Activities:
Member, American Finance Association, Financial Management Association, American Economic Association.
