School of Banking and Finance

Thomas Henker Senior Lecturer of Finance PhD, MBA University of Massachusetts, CFA		Back to Staff Profiles Index

	Quadrangle Room: 3060 Phone Number: +61 2 9385-5854 Fax Number: +61 2 9385-6347 Email Address:t.henker@unsw.edu.au

	Research Interests Portfolio Management Market Microstructure Derivatives Based Alternative Investments Biographical Information Thomas Henker received his MBA in 1994 and his Ph.D. (Finance) in 1999 from the University of Massachusetts. He is a member of AIMRŽ and holds a Chartered Financial AnalystŽ charter. He is regular presenter at academic and practitioner conferences and he has published numerous articles in journals such as the Journal of Empirical Finance, the Review of Finance and Economics, Applied Financial Economics, the Journal of Alternative Investments and Derivatives Quarterly. Thomas is a member of the curriculum committee of the CAIA program and a Research Associate with Schneeweis Partners LLC in Amherst, Massachusetts. His research interests are in Portfolio Management, the Microstructure of Financial Markets and in Alternative Investments. Thomas is a Senior Lecturer in the School of Banking and Finance at the University of New South Wales, Sydney, Australia, where he lectures in both undergraduate and postgraduate portfolio management courses. He has taught at the BITCC in Beijing, Clark University and the University of Massachusetts. Refereed Publications "Index-futures arbitrage before and after the introduction of sixteenths on the NYSE" with M. Martens, Journal of Empirical Finance, forthcoming. "Mutual fund characteristics, managerial attributes and fund performance" with L. Prather and W. Bertin, Review of Finance and Economics, 2004, n.4 forthcoming "Real option valuation of Australian Gold Mines and Mining Companies, with David Colwell, John Ho and Kingsley Fong, Journal of Alternative Investments, 2003, v.6 n.2, 23-38. "Price Spread and Convenience Yield Behavior in the International Oil Markets with Nikos Milonas, Applied Financial Economics, 2001, v. 11, 23-36. "The Impact of Deviations from Random Walk in Security Prices on Option Prices, with Hossein Kazemi, Derivatives Quarterly, Fall 1999, v.6 n.1, 49-57. "Naive and Planned Diversification for Managed Futures with George A. Martin, Journal of Alternative Investments, 1998, v.1 n.2, 25-39. "Naive diversification for hedge funds, Journal of Alternative Investments, 1998, v.1 n.3, 33-38. Some of my research papers are also available on SSRN at the following URL: http://http://ssrn.com/author=60412 This page last up-dated March 2004

Thomas Henker