Research output per year
Research output per year
Personal profile
About
G.D. Hancock-Weise is an associate research professor of finance at the University of Missouri- St. Louis (UMSL). In 1988 and 1993 respectively, she developed the first derivatives and international finance courses offered at UMSL. She has taught review courses for the Chartered Financial Analysts (CFA) exams at local brokerage firms such as Edward Jones and has been active in educating practitioners in the use of risk management techniques. Professor Hancock-Weise is an active member of the Global Association of Risk Professionals (GARP) and has found it a useful source for continuing education.
Professor Hancock-Weise has published a variety of articles on risk management topics including in the Journal of Futures Markets, the Financial Analysts Journal, Global Business and Finance Review, the Journal of Business Finance and Accounting, the Review of Financial Economics, the Journal of Applied Business Research, and Managerial Finance to name a few.
Professor Hancock-Weise received her Ph.D. from the University of New Orleans in 1987.
Contact Information
Phone: 314-516-6149
Related documents
Education/Academic qualification
Financial Economics, PhD, University of New Orleans
1984 → 1987
Economics, MA, University of New Orleans
1983 → 1984
Finance, MBA, University of New Orleans
1981 → 1983
Business Administration, BS, Colorado State University
1977 → 1981
External positions
Visiting Assistant Professor, Loyola University
Jan 1 1987 → Jan 1 1988
Instructor, University of New Orleans
Jan 1 1986 → Jan 1 1987
Research Interests
- Investments
- Risk Managment
- Stock Market
- Applications of Various Time Series Models
- Case Studies
- Content Analysis
- Logic Models
- CBOE-CFE
- Source Finance Yahoo
- Confirmatory Factor Analysis
- Cluster Analysis
- Exploratory Factor Analysis
- Multilevel Confirmatory Factor Analysis
- R
- SAS
- SPSS
Disciplines
- Business Administration, Management, and Operations
- Economics
- Finance
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Behind the Volatility Index Levels: The Paradox of 2016
Hancock, G. D. & Weise, G., Dec 10 2017, In: International Research in Economics and Finance. 1Research output: Contribution to journal › Article › peer-review
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Behind the Rejection of Alternative Measures of Implied Equity Volatility: A Note
Hancock, G. D. & Weise, G., Jan 1 2013, In: Journal of Financial Risk Management. 2Research output: Contribution to journal › Article › peer-review
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Hedging with VIX Futures: What is the Optimal Hedge Ratio?
Hancock, G. D. & Weise, G., Jul 2013, In: Review of Futures Markets.Research output: Contribution to journal › Article › peer-review
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Inverse VIX Futures ETNs: Caveat Emptor
Hancock, G. D. & Weise, G., Aug 31 2013, In: The Journal of Index Investing. 4Research output: Contribution to journal › Article › peer-review
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VIX Futures ETNs: Three Dimensional Losers
Hancock, G. D. & Weise, G., Jun 27 2013, In: Accounting and Finance Research. 2Research output: Contribution to journal › Article › peer-review