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Joel Rentzler
Professor of Economics and Finance
Joel_Rentzler@baruch.cuny.edu
http://speiser.baruch.cuny.edu/~rentzler/
Education:
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:
"Winning the Performance Game Without Really Trying" (with Robert Ferguson). Journal of Performance Measurement, Summer 1999, pp. 59-66."New Public Offerings, Information, and Investor Rationality: The Case of Publicly Offered Commodity Funds" (with N. Elton and M. Gruber). Journal of Business, 62 (1): 1-15, January 1989.
"Professionally Managed Publicly Traded Commodity Funds" (with N. Elton and M. Gruber), Journal of Business, 60 (2): 175-99, April 1987.
"The Risks and Returns of Commodity Funds" (with N. Elton and M.Gruber). American Association of Individual Investors Journal, 9 (4): 10-16, April 1987.
"Trading Treasury Bond Spreads Against Treasury Bill Futures: A Model and Empirical Test of the Turtle Trade." Journal of Futures Markets, 6 (1): 41-61, Spring 1986.
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.