- Bert W. Wasserman Department of Economics and Finance
- (646) 312-3466
Joel Rentzler, PhD, Professor of Economics and Finance, has been a member of the Baruch College faculty for 35 years. An expert in derivative markets, trading and arbitrage strategies, and use and abuse of using futures, options, and swaps for hedging, he currently teaches courses in speculative markets, including futures and options markets. Dr. Rentzler previously taught at the Columbia Business School, where he also served as the Director of the Center for the Study of Futures Markets. He has presented papers at meetings of the American Finance Association and the Eastern Finance Association, among other industry groups, and his work has been published in the Journal of Investing, Journal of Futures Markets, and Global Finance Journal. Before receiving his PhD from New York University, Rentzler was employed as a reliability engineer working on projects including the Apollo 11, which resulted in the first successful moon landing.
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.
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.