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Jack Clark Francis
Professor of Economics and Finance
Education:
BS Indiana University Business Marketing 1962 MBA Indiana University Finance, International Business, Management 1964 PhD University of Washington Finance 1969
Areas of Expertise:
Investments, Portfolio Management, Derivatives, Investment Performance Evaluation, Banking, Financial Markets
Selected Publications:
Jack C. Francis and Roger Ibbotson, "Financial Holding Companies". Journal of Finance Literature, Spring 2005, pages 31-52.
Jack C. Francis and Roger Ibbotson, Investments: A Global Perspective. Prentice Hall, 2002.
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.
Jack C. Francis, Gregg Whittaker and William Toy, Handbook of Equity Derivatives. Burr Ridge, Ill.: Irwin Professional Publishing, 1995. 2nd ed., New York: John Wiley and Sons, 2000.
Jack C. Francis, Gregg Whittaker and Joyce Frost, Handbook of Credit Derivatives. Burr Ridge, Ill.: Irwin Professional Publishing, 1999.
Jack C. Francis, James J. Angel, Donald M. Chance, and Gary L. Gastineau, "Comparison of Two Low Cost S&P 500 Index Funds". Derivatives Quarterly, Spring 1996, pp. 32-38.
Jack Clark Francis with Professor Jay Dahya, Ph.D. (Baruch College), and Charlotte Hansen, Ph.D., JOURNAL OF ALTERNATIVE INVESTMENTS, "What Are BLDRS?" (BLDRS is an acronym for a new security named Bundles of Listed Depository Receipts.) Spring 2007 issue, Volume 9, Number 4, pages 66-78
Jack Clark Francis with Professors Arie Harel, Ph.D., and Giora Harpaz, Ph.D. (Baruch College), INTERNATIONAL JOURNAL OF THEORETICAL & APPLIED FINANCE, “Pricing Securities with Exchange-Imposed Price Limits Via Risk Neutral Valuation, International Journal of Theoretical & Applied Finance, Vol. 10. No. 3, 2007, pp.399-406. Published online on Monday, April 23, 2007, by World Scientific Publishing Company. http://www.worldscinet.com/ijtaf/10/1003/S021902490700424X.html
Jack Clark Francis with Professors Arie Harel and Giora Harpaz (Baruch College), “Pricing Futures on Geometric Indexes; A Discrete Time Approach,” forthcoming in the REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, Volt 28, No. 3, 2007, pages 227-240, published online on January 17, 2007 by Springer Netherlands: http://dx.doi.org/10.1007/s11156-006-0015-6, forthcoming in paper in 2007.
Paper submitted (not yet accepted) to JOURNAL OF PORTFOLIO MANAGEMENT for consideration: Jack Clark Francis with Professor Roger Ibbotson, Ph.D. (Yale University), JOURNAL OF PORTFOLIO MANAGEMENT, "Contrasting Real Estate with Comparable Investments, 1978-2006”
Professional Activities:
Member, American Finance Association, Financial Management Association, American Economic Association.