There are many research opportunities for Undergraduate and Graduate students along with current faculty research.
Undergraduate Research Opportunities
Finance students may engage in reserach projects in a number of ways. TU's TURC (Tulsa Undergraduate Research Challenge) program allows students to enroll in challenging courses and work directly with faculty on research projects of the student's interest. Students who are interested in topics beyond the scope covered in courses may enroll in independent study courses to pursue their interest.
In addition, students can work on research projects directly with faculty without enrolling in courses. The Williams Risk Management Center provides an excellent set of resources for conducting financial research.
Graduate Research Opportunities
MSF students engage in research projects with faculty as research assistants and by completing a master’s thesis. The thesis is an optional part of the MSF program but allows students to pursue their research interest and is excellent preparation for students interested in enrolling in a PhD program or desire research intensive positions. Some of the research projects that students have participated in are:
Jorge Doege, “The Strategic Value of Natural Gas Power Plants”, Advisor Larry J. Johnson.
Matthew Sbasching, “Distributional Properties of Long-Range Temperature: A Comparative Analysis of GARCH, JGARCH and GedGARCH Models”, Advisor Larry J. Johnson.
Vivek Singh, “Time Series Model for Pricing Temperature Based Derivatives”, Advisor Larry J. Johnson.
Assel Talayeva, “Analysis of Petroleum prices and Output Using Cointegration: Application to International Markets and the Republic of Kazakhstan”, Advisor Larry J. Johnson.
Karen Vorraa, “Modeling Nord Pool Spot Prices: A Bivariate E-GARCH Approach”, Advisor Larry J. Johnson.
Publications and Presentations
Yaru G. Liu and Larry J. Johnson “An Excel-Based Method to Determine Investible Mean-Variance Efficient Portfolios with Short Sales”, Journal of Financial Education, Winter 2005, 89-99.
Tim Madden and Robert A. Russell, “Evaluating and Pricing Lanes in the Truckload Motor Freight Industry”, International Journal of Revenue Management (forthcoming).
Dustin Trinkle and Larry J. Johnson, “Hedging Interest Rate Risk using CBOT Futures: Start to Finish”, Eastern Finance Association Meeting, New Orleans, LA, April 2007.
Terry Wright and D. Enke, “Using Data processing Algorithms and neural Networks to Forecast One-Month Price moves of the S&P 500 Index”, Intelligent Engineering Systems through Artificial Neural Networks,Vol 18 (2008): 551-557.
Xiaojing Xu, Jason Chen, and Wen Chang, “An Overview of Research on Revenue Management: Current Issues and Future Research”, International Journal of Revenue Management, 1 (1), 2007
Research in Progress
Eric Burkholder and David Enke, “Using Non-Linear Regression for Replicating Hedge Fund Returns using Commonly Traded Securities Available to Retail Investors”.
J.D. Hack, Wen Chiang, and Robert A. Russell, “Forecasting Public Transit Ridership”.
Evan Racine-Johnson and Roger P. Bey, “The Distribution of Risk as a Function of Portfolio Size”.