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Dr. Hughen

Resume

Teaching:

Courses:

  • FINN 6210 — Introduction to Derivatives and Options (Masters)
  • BPHD 8240 — Introduction to Derivatives and Options (PhD)
  • BPHD 8650 — Topics in Advanced Derivatives (PhD)
  • FINN 6203 — Financial Economic Theory (Masters)
  • FINN 3222 — Investments (Undergraduate)
  • ECON 6090 — Advanced Financial Derivatives (Masters)
  • FINN 6058 — Advanced Financial Derivatives (Masters)

Teaching Statement

Recent Teaching Evaluations:

Research:

Finance

Published:

  • “Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets”, with Ethan Chiang and Jacob Sagi. Forthcoming in Journal of Finance  (accepted December 2013)  pdf   Here is the online appendix
  • “Inclusionary Housing Policies, Stigma Effects, and Strategic Production Decisions”, with Dustin Read, forthcoming in Journal of Real Estate Finance and Economics (accepted January 2013)  pdf
  • “The Use of Bayes Factors to Compare Interest Rate Term Structure Models”, with Carmelo Giaccotto and Po-Hsuan Hsu, Quantitative Finance, 2013, vol. 13, no. 3, 369-381. pdf
  • “Fringe Benefits Compensation of Real Estate Agents and Brokers”, with Daniel Winkler, International Real Estate Review, 2012, vol. 15, 253-281.
  • “Optimal Phasing and Inventories for Large-Scale Real Estate Development Projects”, with Steven Ott and Dustin Read, Journal of Real Estate Finance and Economics, 2012, vol. 45, 888-918.  pdf
  • “A Maximal Affine Stochastic Volatility Model of Oil Prices”, Journal of Futures Markets, 2010, vol. 30, 101-133. pdf

Working Papers:

  • “A Bivariate GARCH Model with Closed-form Option Prices”, with Steven Clark and Steve Heston.
  • “A General Multi-Factor Asset Pricing Model with Quadratic Pricing Kernel”, with Weidong Tian and Minhao Cai.
  • “An Empirical Comparison of Commodity Pricing Models”, with Jacob Sagi
  • “Trading Oil Risk”, with Jacob Sagi
  • “The Value of Form-Based Zoning”,  with Dustin Read
  • “How Valuable is the Delivery Option in Futures Contracts?”

Health Economics

  • “Future of Drug Development: The Economics of Pharmacogenomics”, with John Vernon and Joseph Golec, Expert Review of Clinical Pharmacology, 2008, vol. 1, no. 1, 49-59.
  • “Pharmaceutical Manufacturing Efficiency, Drug Prices, and Public Health: Examining the Causal Links”, with John Vernon and Antonio Trujillo, Drug Information Journal, 2007, vol. 41, 229-239.
  • “The Economics of Pharmaceutical Price Regulation and Importation: Refocusing the Debate”, with John Vernon and Joseph Golec, American Journal of Law and Medicine, 2006, vol. 32, 175-192.
  • “Economic and Developmental Considerations for Pharmacogenomic Technology”, with John Vernon, Scott Johnson, and Antonio Trujillo, Pharmacoeconomics, 2006, vol. 24, no. 4, 335-343.
  • “Dynamic Optimization and Optimal Control in Pharmacoeconomics”, with John Vernon, Value in Health, 2006, vol. 9, no. 2, 106-113.
  • “Mathematical Modeling and Pharmaceutical Pricing: Analyses Used to Inform In-Licensing and Developmental Go/No-Go Decisions”, with John Vernon and Scott Johnson, Health Care Management Science, 2005, vol. 8, no. 2, 167-179.
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