{"id":8,"date":"2012-10-25T22:04:15","date_gmt":"2012-10-25T22:04:15","guid":{"rendered":"http:\/\/clas-belkcollegeofbusiness.charlotte.edu\/template-faculty01\/?page_id=5"},"modified":"2014-12-03T15:35:05","modified_gmt":"2014-12-03T15:35:05","slug":"home","status":"publish","type":"page","link":"https:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/","title":{"rendered":"Home"},"content":{"rendered":"<p>Dr. Hughen<\/p>\n<p><a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/Keener-Hughen-resume.pdf\">Resume<\/a><\/p>\n<p><strong>Teaching:<\/strong><\/p>\n<p>Courses:<\/p>\n<ul>\n<li>FINN 6210 &#8212; Introduction to Derivatives and Options (Masters)<\/li>\n<li>BPHD 8240 &#8212; Introduction to Derivatives and Options (PhD)<\/li>\n<li>BPHD 8650 &#8212; Topics in Advanced Derivatives (PhD)<\/li>\n<li>FINN 6203 &#8212; Financial Economic Theory (Masters)<\/li>\n<li>FINN 3222 &#8212; Investments (Undergraduate)<\/li>\n<li>ECON 6090 &#8212; Advanced Financial Derivatives (Masters)<\/li>\n<li>FINN 6058 &#8212; Advanced Financial Derivatives (Masters)<\/li>\n<\/ul>\n<p><a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/Teaching-Statement.pdf\">Teaching Statement<\/a><\/p>\n<p>Recent Teaching Evaluations:<\/p>\n<ul>\n<li>Fall 2013<br \/>\n<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/Fall-2013-Quantitative-Summary-FINN6210.pdf\">FINN 6210<\/a>\u00a0 (<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/Fall-2013-QualitativeSummary-FINN-6210.pdf\">student comments<\/a>)<br \/>\n<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/Fall-2013-Quantitative-BPHD-8650.pdf\">BPHD 8650 <\/a>\u00a0(<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/Fall-2013-Qualitative-BPHD-8650.pdf\">student comments<\/a>)<\/li>\n<li>Spring 2013<br \/>\n<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/Spring-2013-Summary-Report-Spring-2013-FINN-6210-U90.pdf\">FINN 6210<\/a><br \/>\n<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/Spring-2013-Summary-Report-Spring-2013-FINN-6058-U90.pdf\">FINN 6058<\/a><\/li>\n<\/ul>\n<p><strong>Research:<\/strong><\/p>\n<p><strong>Finance<\/strong><\/p>\n<p>Published:<\/p>\n<ul>\n<li>\u201cEstimating Oil Risk Factors Using Information from Equity and Derivatives Markets\u201d, with Ethan Chiang and Jacob Sagi. Forthcoming in <em>Journal of Finance<\/em>\u00a0\u00a0<span style=\"font-weight: 400\">(accepted December 2013)\u00a0<\/span>\u00a0<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/A14modelJFRevisionFINAL.pdf\">pdf<\/a>\u00a0 \u00a0<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/Onlineappendix.pdf\">Here<\/a>\u00a0<span style=\"font-weight: 400\">is the online appendix<\/span><\/li>\n<li>\u201cInclusionary Housing Policies, Stigma Effects, and Strategic Production Decisions\u201d, with Dustin Read, forthcoming in <em>Journal of Real Estate Finance and Economics<\/em> (accepted January 2013)\u00a0\u00a0<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/InclusionaryZoning_JREFE_HughenRead.pdf\">pdf<\/a><\/li>\n<li>\n<h6>\u201cThe Use of Bayes Factors to Compare Interest Rate Term Structure Models\u201d, with Carmelo Giaccotto and Po-Hsuan Hsu, <em>Quantitative Finance<\/em>, 2013, vol. 13, no. 3, 369-381.\u00a0<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/BayesFactorsPageProofs_QF_HughenGiaccottoHsu.pdf\">pdf<\/a><\/h6>\n<\/li>\n<li>\u201cFringe Benefits Compensation of Real Estate Agents and Brokers\u201d, with Daniel Winkler, <em>International Real Estate Review<\/em>, 2012, vol. 15, 253-281.<\/li>\n<li>\u201cOptimal Phasing and Inventories for Large-Scale Real Estate Development Projects\u201d, with Steven Ott and Dustin Read, <em>Journal of Real Estate Finance and Economics<\/em>, 2012, vol. 45, 888-918.\u00a0\u00a0<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/OptimalPhasing_JREFE_OttHughenRead.pdf\">pdf<\/a><\/li>\n<li>\u201cA Maximal Affine Stochastic Volatility Model of Oil Prices\u201d, <em>Journal of Futures Markets<\/em>, 2010, vol. 30, 101-133.\u00a0<a href=\"http:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-content\/uploads\/sites\/912\/2012\/10\/StochVolOil_JFM.pdf\">pdf<\/a><\/li>\n<\/ul>\n<p>Working Papers:<\/p>\n<ul>\n<li>\u201cA Bivariate GARCH Model with Closed-form Option Prices\u201d, with Steven Clark and Steve Heston.<\/li>\n<li>\u201cA General Multi-Factor Asset Pricing Model with Quadratic Pricing Kernel\u201d, with Weidong Tian and Minhao Cai.<\/li>\n<li>\u201cAn Empirical Comparison of Commodity Pricing Models\u201d, with Jacob Sagi<\/li>\n<li>\u201cTrading Oil Risk\u201d, with Jacob Sagi<\/li>\n<li>\u201cThe Value of Form-Based Zoning\u201d,\u00a0 with Dustin Read<\/li>\n<li>\u201cHow Valuable is the Delivery Option in Futures Contracts?\u201d<\/li>\n<\/ul>\n<p><strong>Health Economics<\/strong><\/p>\n<ul>\n<li>\u201cFuture of Drug Development: The Economics of Pharmacogenomics\u201d, with John Vernon and Joseph Golec, <em>Expert Review of Clinical Pharmacology<\/em>, 2008, vol. 1, no. 1, 49-59.<\/li>\n<li>\u201cPharmaceutical Manufacturing Efficiency, Drug Prices, and Public Health: Examining the Causal Links\u201d, with John Vernon and Antonio Trujillo, <em>Drug Information Journal<\/em>, 2007, vol. 41, 229-239.<\/li>\n<li>\u201cThe Economics of Pharmaceutical Price Regulation and Importation: Refocusing the Debate\u201d, with John Vernon and Joseph Golec, <em>American Journal of Law and Medicine<\/em>, 2006, vol. 32, 175-192.<\/li>\n<li>\u201cEconomic and Developmental Considerations for Pharmacogenomic Technology\u201d, with John Vernon, Scott Johnson, and Antonio Trujillo, <em>Pharmacoeconomics<\/em>, 2006, vol. 24, no. 4, 335-343.<\/li>\n<li>\u201cDynamic Optimization and Optimal Control in Pharmacoeconomics\u201d<em>,<\/em> with John Vernon, <em>Value in Health<\/em>, 2006, vol. 9, no. 2, 106-113.<\/li>\n<li>\u201cMathematical Modeling and Pharmaceutical Pricing: Analyses Used to Inform In-Licensing and Developmental Go\/No-Go Decisions\u201d, with John Vernon and Scott Johnson, <em>Health Care Management Science<\/em>, 2005, vol. 8, no. 2, 167-179.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Dr. Hughen Resume Teaching: Courses: FINN 6210 &#8212; Introduction to Derivatives and Options (Masters) BPHD 8240 &#8212; Introduction to Derivatives and Options (PhD) BPHD 8650 &#8212; Topics in Advanced Derivatives (PhD) FINN 6203 &#8212; Financial Economic Theory (Masters) FINN 3222 &#8212; Investments (Undergraduate) ECON 6090 &#8212; Advanced Financial Derivatives (Masters) FINN 6058 &#8212; Advanced Financial [&hellip;]<\/p>\n","protected":false},"author":1491,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-8","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-json\/wp\/v2\/pages\/8","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-json\/wp\/v2\/users\/1491"}],"replies":[{"embeddable":true,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-json\/wp\/v2\/comments?post=8"}],"version-history":[{"count":8,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-json\/wp\/v2\/pages\/8\/revisions"}],"predecessor-version":[{"id":73,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-json\/wp\/v2\/pages\/8\/revisions\/73"}],"wp:attachment":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/whughen\/wp-json\/wp\/v2\/media?parent=8"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}