Frederic P. Sterbenz
PhD, University of Pennsylvania
MA, University of Pennsylvania
BS, Massachusetts Institute of Technology
Research Interests: Corporate Finance, Financial Derivatives, Asset Pricing
Teaching: Derivative Securities, Investments, and Corporate Finance
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.