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Office Address: 334 Bartley
Office Phone: 610-519-4323
E-Mail Addresses: Nawrocki@cf_faculty.vill.edu
NawrockiD@aol.com
Starting Date at Villanova: 1981
Degrees Earned: B.S., 1970, M.B.A., 1972, Ph.D., 1976, Pennsylvania State University.
Areas of Specialization: Financial Market Theory, Portfolio Managment Theory, Investment Risk Measures, Ethics and Financial Markets, Asset Allocation and Portfolio Selection Algorithms, International Investment Management, General Systems Theory, Chaos Theory, Nonlinear Dynamical Systems, Disequilibrium Processes, and Educational Software Development.
Courses Taught - Spring 2000
Finance 2227 - Section 004 -- Financial Markets: MW, 3:30pm to 4:45pm, 215 Bartley
Finance 2324 - Section 003 -- Portfolio Management: MWF, 1:30pm to 2:20pm, 105A Bartley
Finance 2324 - Section 004 -- Portfolio Management: MWF, 2:30am to 3:20pm, 105A Bartley
Most Recent Research Publications
1. "Portfolio Optimization, Heuristics, and the 'Butterfly Effect'". Journal of Financial Planning, February 2000, 68-78.
2. "A Brief History of Downside Risk Measures." Journal of Investing, Fall 1999, 9-25.
3. "Earnings Announcements and Portfolio Selection: Do They Add Value?" (with W. Carter), International Review of Financial Analysis, Vol.7, No.1, 1998, 37-50.
4. "Capital Market Theory: Is It Relevant to Practitioners?" Journal of Financial Planning, October 1997, 97-102.
5. "Apocalypse Revisited: Do You Know Where Your Optimizer is at Night." Journal of Financial Planning, December 1996, 68-74.
6. "Portfolio Analysis with a Large Universe of Assets." Applied Economics,1996, Vol. 28, 1191-1198.
7. "Market Dependence and Economic Events." Financial Review, May 1996, Vol. 31, No. 2, 287-312.
8. "Expectations, Technological Change, Information and the Theory of Financial Markets." International Review of Financial Analysis, Vol. 4, No. 2, 1995, 85-106.
9. "R/S Analysis and Long Term Dependence in Stock Market Indices," Managerial Finance, Vol. 21, No. 7, 1995, 78-91.
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