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Dean Leistikow

Business faculty Dean Leistikow

Professor
Finance and Business Economics
Joined Fordham: 1987

General Information:
45 Columbus Avenue, Room 608,
New York, NY 10023

Email: leistikow@fordham.edu

Biography

Dean Leistikow, a professor of finance, joined the Gabelli School of Business in 1987. A former economist with the U.S. Department of Energy and Department of Health and Human Services, Professor Leistikow holds a PhD and MA from Brown University and a BS from the University of Iowa. He has won best-paper honors three times at different academic conferences.

Education

  • PhD: Brown University
  • Master's: MA, Brown University
  • Bachelor's: BS, University Iowa

Research Interests

  • Investment Analysis
  • Options and Futures

Publications

  • "Chicken Little Gets It Wrong Again," (with Robert Ferguson and Anna Agapova), The Journal of Portfolio Management 3 (Spring 2014), 8-9, 77-86.
  • “Carry Costs and Futures Hedge Calculations,” (with Bob Ferguson and Steve Raymar), Advances in Investment Analysis and Portfolio Management 6 (2013), 1-34.
  • "Abnormal Stock Returns, for the Event Firm and its Rivals, Following the Event Firm’s Large One-Day Stock Price Drop," (with Susana Yu), Managerial Finance 37 (2011), 151 - 172.
  • “Arithmetic and Continuous Return Mean-Variance Efficient Frontiers,” (with Bob Ferguson, and Susana Yu), Journal of Investing, 18 (Fall 2009), 62-69.
  • “Which explains an equity indexes’ return better, the change in its own implied volatility or that for a broader index?” (with Susana Yu), Journal of Investment Management, 7 (Third Quarter 2009), 66-80.
  • “The Effect of Value Estimation Error on Portfolio Growth Rates,” Journal of Investing, (with Bob Ferguson, Susana Yu and Joel Rentzler), Journal of Investing, 18 (summer 2009), 69-75.
  • “VIX Signaled Switching for Style-Differential and Size-Differential Short-term Stock Investing,” (with Susana Yu), forthcoming in Finance Letters, (expected to be in volume 5, issue 6, December 2007, original document is 23 pages long).
  • “Closed-end Fund Discounts and the Expected Investment Performance Hypothesis," (with Bob Ferguson), The Financial Review, 39 (May 2004), 179-202.
  • “Investment Management Fees: Discriminating Among Good and Bad Managers and Long-Run Incentives in the Presence of Talent,” (with Bob Ferguson) Journal of Investment Management, 1 (Fourth Quarter 2003), 47-72.
  • “Is the Insurance Business Viable,” (with Bob Ferguson and John Powers), Financial Analysts Journal, 59 (May/June 2003), 30-41.
  • “Valuing Investment Management Fees, Active Management, and Closed-end Fund Discounts,” (with Bob Ferguson), Financial Analysts Journal, 57 (May/June 2001), pp. 52-62.
  • "Problems with Health Insurance," (with Bob Ferguson), Financial Analysts Journal, 56 (November/December 2000), pp. 14-29.
  • "Futures Hedge Profit Measurement, Error-Correction Model vs Regression Approach Hedge Ratios, and Data Error Effects," (with Bob Ferguson), Financial Management, 28 (Winter 1999), pp. 118-125, 147.
  • “Search for the Best Financial Performance Measure: Basics Are Still Better,” (with Bob Ferguson), Financial Analysts Journal, 55 (May/June 1999), pp. 16-19.
  • "Are Regression Approach Futures Hedge Ratios Stationary?" (with Bob Ferguson), The Journal of Futures Markets, 18 (October 1998), pp. 851-866.
  • “Search for the Best Financial Performance Measure: Basics Are Better,” (with Bob Ferguson), Financial Analysts Journal, 54 (Jan/Feb 1998), pp. 81-85.
  • "Investment Management Fees: Long-Run Incentives," (with Bob Ferguson), The Journal of Financial Engineering, 6 (March 1997), pp. 1-30.
  • “Unearned Performance Fees," Journal of Business Finance & Accounting (with Bob Ferguson), 23 (September 1996), pp. 1033-1042.
  • "On the Risk of Stocks in the Long-Run: A Comment," Financial Analysts Journal (with Bob Ferguson), 52 (March/April 1996), pp. 67-68.
  • "The Impact of Shifts in Uncertainty on Spot and Futures Price Change Serial Correlation and Standardized Covariation Measures," The Journal of Futures Markets, 13 (December 1993), pp. 873-887.
  • "The Behavior of Equity and Debt Risk Premiums," The Journal of Portfolio Management (with John Finnerty), 19 (Summer 1993), pp. 73-84.
  • "College Tuition Prepayment Programs: Description, Investment Portfolio Composition, and Contract Pricing," The Journal of the Midwest Finance Association (with John Finnerty), 21 (1992), pp. 165-174.
  • "The Relative Responsiveness to Information and Variability of Spot and Futures Prices," The Journal of Futures Markets, 10 (August 1990), pp. 377-396.
  • "Announcements and Futures Price Variability," The Journal of Futures Markets, 9 (December 1989), pp. 477-486.