Teaching Summary

While I was a professor, I taught courses in Forecasting, Economics, Finance, International Finance, and Corporate Finance to MBA, executive MBA, and Ph.D. students.

Applied Time-Series Analysis and Forecasting (APS 420)
Course covers modern time-series analysis and its use in corporate forecasting problems. Approach focuses on univariate, seasonal ARIMA models but extends to methods like vector autoregression, time-varying volatility, and ensemble forecasts.
     • Taught to MBA and Ph.D. students at the Simon School.

International Economics and Finance (BPP/FIN 442, ERM/EXP/NIJ 483)
These courses cover trade and trade policy, international financial markets and instruments, exchange rate exposures and hedging, international capital budgeting, performance evaluation, and corporate taxes.
     • Taught to Simon School MBA and executive MBA students in Rochester and Europe.

Theory of Finance (FIN 413)
Course provides comprehensive review of corporate finance.
     • Taught to MBA students at the Simon School. (Joint with Cliff Smith.)

Special Topics in Finance (FIN 533)
Course covers modern empirical research methods in Finance.
     • Taught to Simon School Ph.D. students. (Joint with Bill Schwert.)

Derivatives and Derivatives Regulation
Course covers financial derivatives, their use, and the appropriate role of regulation in derivatives markets.
     • Taught to central bank professionals at the Studienzentrum Gerzensee of the Swiss National Bank.

Teaching Awards

Perfect course and instructor ratings: "Applied Time-Series Analysis and Forecasting", 2001 

Simon School Teaching Honor Roll: 1998, 1999, 2001, 2003, 2004

Ludger Hentschel, Versor Investments, 1120 Avenue of the Americas, 14Fl, New York, NY 10036

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