Frederic P. Sterbenz
Professor

PhD, University of Pennsylvania
MA, University of Pennsylvania
BS, Massachusetts Institute of Technology

Research Interests:  Financial Economics, Corporate Finance, Game Theory, and Asset Pricing

Teaching: Derivative Securities, Investments, and Corporate Finance

Publications:

Gunderson, James and Frederic Sterbenz (2010) "The Impact on Interest Rates of Unemployment Announcements and Their Revisions." The Financial Review 45:  951-971.

Pilotte, Eugene and Frederic Sterbenz (2006) "Sharpe and Treynor 'Ratios on Treasury Bonds.'" Journal of Business, 79: 149-180.

Pilotte, Eugene and Frederic Sterbenz (2001) "Reward to Risk Ratios in the Treasury Bill Market." Financial Review, 38: 39-62.