James Hodder

James E. Hodder is an Emeritus Professor of Finance at the Wisconsin School of Business.

He has an extensive list of publications in a wide range of journals including the Journal of Finance, Review of Financial Studies, Journal of International Economics, Operations Research, Harvard Business Review, the Journal of Financial and Quantitative Analysis, the European Journal of Operational Research, and Journal of the Japanese and International Economies. He is a member of numerous professional societies, including the Academy of International Business, the American Finance Association, and the Global Association of Risk Professionals.

Professor Hodder currently serves as chair of the school’s Department of Finance, Investment, and Banking. Prior to joining the Wisconsin School of Business, he was on the faculty at Stanford University from 1978-1992 in the Department of Industrial Engineering and Engineering Management.

Professor Hodder received a B.S. in industrial engineering from Stanford University, an MBA from the University of Michigan, an M.A. in economics from the University of California-Berkeley, and a Ph.D. in economics from Stanford University.

Selected Published Journal Articles

• Hodder, J. & Jackwerth, J. (2011). Managerial Responses to Incentives: Control of Firm Risk, Derivative Pricing Implications, and Outside Wealth Management. Journal of Banking and Finance (35), 1507 -1518. doi: 10.1016/j.jbankfin.2010.10.032.
• Hodder, J. & Jackwerth, J. (2007). Incentive Contracts and Hedge Fund Management. Journal of Financial and Quantitative Analysis (42), 811-826. doi: 10.1017/S0022109000003409.
• Hodder, J. & Tourin, A. & Zariphopoulou, T. (2001). Numerical Schemes for Variational Inequalities Arising in International Asset Pricing. Computational Economics (17), 43 - 80. doi: 10.1023/A:1011278629862.
• Hodder, J. & Singh, K. (2000). Multinational Capital Structure and Financial Flexibility. Journal of International Money and Finance (19), 853 - 884. doi: 10.1016/S0261-5606(00)00038-3.

Working Papers

Hodder, J. & Jackwerth, J. & Kolokolova, O. Improved Portfolio Choice Using Second Order Stochastic Dominance.

Undergraduate Courses

Options and Financial Futures (FIN 630), Fall 2002.

Options and Financial Futures (FIN 630), Fall 2002.

Options and Financial Futures (FIN 630), Fall 2003.

Contemporary Topics - Hedge Funds (FIN 365 Section 3), Spring 2010.

Derivative Securities (FIN 330 Section 3), Fall 2009.

Derivative Securities (FIN 330 Section 3), Fall 2010.

Derivative Securities (FIN 330 Section 4), Fall 2010.

Derivative Securities (FIN 330 Section 3), Fall 2011.

Derivative Securities (FIN 330 Section 4), Fall 2011.

Graduate Courses

Seminar - Workshop in Finance (FIN 973), Spring 1998.

PhD Seminar: Interest Rate and Credit Risk Models (FIN 972), Spring 1998.

Multinational Business Finance (BUS 841), Fall 1994.

Advanced Derivative Securities (FIN 830), Fall 2002.

Adv Derivative Securities (FIN 830 Section 1), Fall 2009.

Advanced Derivative Securities (FIN 830), Fall 2006.

Adv Derivative Securities (FIN 830 Section 1), Fall 2010.

Advanced Derivatives (FIN 830 Section 1), Fall 2007.

Financial Policy (BUS 815), Fall 1994.

Corporation Finance Theory and Practice (FIN 725), Spring 2004.

Corporation Finance Theory and Practice (FIN 725), Spring 2006.

Combined Undergraduate & Graduate Courses

Advanced Derivative Securities (FIN/FIN 830/530), Fall 2004.

Advanced Derivative Securities (FIN/FIN 830/530), Fall 2005.

Learning/Teaching Oriented Publications

Hodder, J. & Jackwerth, J. & Kolokolova, O. (2014). Recovering Delisting Returns of Hedge Funds. Journal of Financial and Quantitative Analysis (49), 797-815.