Joel N. Morse, Ph. D. 


 


BIOGRAPHICAL INFORMATION

Joel N. Morse, Ph. D., Professor of Finance, teaches financial economics at the undergraduate and graduate levels in the Merrick School of Business of the University of Baltimore www.ubalt.edu. His Ph.D. is in Business Administration, from the University of Massachusetts at Amherst. His doctoral fields of study were financial economics and management science (applied mathematical modeling). He has published numerous articles in in peer-reviewed journals and in practitioner journals, lectured at financial industry meetings, and served as corporate consultant and expert witness (business valuation, lost profits, portfolio theoretic considerations in personal injury matters). He has been a creator of online graduate teaching material and courseware since 1998.

Morse was area chair of the Finance Area in 2000-2001, and director of the Division of Economics, Finance and Management Science in 2001-2002. During that year, he served as the chairperson of the Dean's Search Committee. From 2002-2003 he was Associate Dean for Research and Outreach. From June 2005-July 2007, he served as President of the Merrick School of Business Faculty Senate. Since September, 2009, he has served as Chair of the school's Promotion & Tenure Committee.

Merrick School of Business--University of Baltimore

1420 N. Charles Street
Baltimore, MD 21201
PH: (410) 837-4989
(University business) PH: (410) 235-8094 (Private business) FAX: (410) 235-6884     

My complete Curriculum Vitae is available upon request: jmorse@ubalt.edu

My official University of Baltimore home page (contains a very abbreviated CV) http://www.ubalt.edu/template.cfm?page=1564

My research record can be found at: http://scholar.google.com/citations?hl=en&user=HZC1HXIAAAAJ&view_op=list_works&gmla=AJsN-F6O_FwxEHyVeWvL7bPsaEb0Bqzg2HF37jFLz9kjIb50M2_fTIk7QYeI6Uhh9CClvEhqhLIK6Z1eonpsmYRc7fOcCAM-8SykSUiRI-TOd0Hg8tCPHVc&cstart=20&pagesize=20

TWITTER:  @jnmorse

COURSES THAT I TYPICALLY TEACH:

FIN 605 CORP FIN I--Graduate

FIN 625 CORP FIN II--Graduate

FIN 715 INVESTMENT ANALYSIS (Graduate)

FIN 725 DERIVATIVES AND RISK MANAGEMENT [corporate](Graduate)

FIN 780 BUSINESS VALUATION (Corp finance-forensic     economics-graduate course)

TOPICS OF INTEREST:

BUSINESS VALUATION AND LOST PROFITS ANALYSIS

Crowdfunding research

VOLATILITY OPTIONS (VIX) DISPERSION ANALYSIS (when implied volatilities of calls and puts are systematically unequal), TRADING & MARKET-MAKING

VOLATILITY OPTIONS (VIX) FOR CORPORATE RISK MANAGEMENT

CLASS MATERIAL: SAMPLE RUBRICS for GRADING(not necessarily current)
RESEARCH IN PROGRESS:
1. Stock splits; 2. Crowdfunding;
3. Dispersion trading-VIX options