G. D'Anne HancockG. D'Anne Hancock Weise. Ph.D.
Associate Professor of Finance
Office: 1112 SSB Tower ~ Voice: 314-516-6149
E-Mail: gdweise@umsl.edu



Degrees Held:
 
Ph.D. in Financial Economics, University of New Orleans
M.S. in Economics, University of New Orleans
B.S. in Business, Colorado State University

Research and Academic Interests

Professor G. D’Anne Hancock Weise has instructed students in derivatives and global investments for the past 28 years at the University of Missouri-St. Louis, University of New Orleans and Loyola University. In addition, she has instructed employees at Edward Jones on level I CFA. Dr. Weise spent eight years working as an expert witness and taking cases that improve the investment environment. The last six years professor Weise has studied market volatility and the profitability of risk-based investment vehicles. Other interests include the derivative markets and global efficiency.

Professional Development

  • Continuing Education in Derivatives (On-line/GARP, 2012-13).
  • Investments Workshop (On-line/McGraw-Hill, 3/3/09).
  • Student Success Workshop (UMSL, 6/19/06).
  • Using mygateway to Enhance Teaching (UMSL-Wide, Sep. 2006).
  • Teaching & Technology Presentations (UMSL, Nov. 4, 2006).
  • Participant in the Chartered Financial Analyst (CFA) program (Completed level I and level II. Plan to complete level III in 2008).
  • Classroom Performance System On-line Class Work (Spring 2006).
  • Focus on Teaching and Technology Consortium (November 2005).
  • Meritorious Award for Continuing Education, AIMR/CFAI (1998, 2000, 2001, 2002, 2003, 2004). 

Member of:

  • American Finance Association
  • Chartered Financial Analyst Institute
  • Financial Management Association International
  • Global Association of Risk Management Professionals
  • Midwest Finance Association
  • St. Louis Society of Financial Analysts
  • The Foundation for Economic Education
  • Southwestern Finance Association
  • Southern Finance Association 

Selected Publications

  • Hancock, G.D.  “Inverse VIX Futures ETNs: Caveat Emptor,” Journal of Index Investing (Fall 2013).
  • Hancock, G.D. Volatility ETNs: Do They Deliver? Journal of Investing, 2013, Vol. 22, No. 3(Fall 2013).
  • Hancock, G.D. “VIX Futures ETNs: Three Dimensional Losers,” Accounting and Finance Research, Vol. 2, No. 3, (forthcoming August 2013). Hancock, G.D. “Hedging with VIX Futures: What is the Optimal Hedge Ratio?,” Review of Futures Markets (July 2013).
  • Hancock, G.D. “Behind the Rejection of Alternate Measures of Implied Volatility,” Journal of Financial Risk Management (Spring 2013).
  • Hancock, G.D. “Global Conversion Factor Irregularities: Can They Be Exploited?” International Research Journal of Applied Finance, (July 2012) pp.
  • Hancock, G.D. “VIX and VIX Futures Pricing Algorithms: Cultivating Understanding,” Modern Economy, (Spring 2012), 3, pp. 284-294.
  • Hancock-Weise, G.D. Financial Forensics: The Science of Derivatives. (McGraw-Hill, 2011).
  • Hancock, G.D.  “How Much Is Too Much? The Case of the Anheuser-Busch InBev Takeover,” International Review of Accounting, Banking and Finance, (Fall 2010) pp. 23-31.
  • Hancock, G.D. Basic Derivative Concepts. (McGraw-Hill, 2006): 578 pages.
  • Hancock, G.D., “A Text Book Treatment of Measuring Returns on Non-Traditional Portfolios,” Review of Financial Economics (Spring 2005), pp. 173-186.
  • Hancock, G.D., “German Unification: Implications for European Union,” Global Business and Finance Review (Spring 1996), pp. 31-38.
  • Hancock, G.D., and P.D. Weise, “Competing Derivative Equity Instruments: Empirical Evidence on Hedged Portfolio Performance,” The Journal of Futures Markets (June 1994), pp. 421-436.
  • Hancock, G.D., “Whatever happened to the Triple Witching Hour?,” Financial Analyst Journal (May/June 1993), pp. 66-72.
  • Hancock, G.D., “The Use of Stock Index Futures to Forecast the Opening Value of Spot Indices,” American Business Review  (January 1993), pp. 51-58.
  • Hancock, G.D., “The Call Option Implicit in Proxy Contested Firms,” Review of Financial Economics (Summer 1992), pp. 53-67.
  • Hancock, G.D., and T.K. Mukherjee, “Applying Margrabe’s Exchange Option Model to Pricing Proxy Contests,” Journal of Business Finance and Accounting (November 1992), pp. 889-900. (Adapted from Dissertation).
  • Hancock, G.D., “Battles for Control: An Overview of Proxy Contests,” Managerial Finance (Vol.18 1992), pp. 59-76.
  • Hancock, G.D., “Futures Options Expiration and Volatility in the Stock Index  Futures Market,” Journal of Futures Markets (Vol. 11 1991), pp. 319-330.
  • Hancock, G.D., and Mbodja Mougoue’, “The Impact of Financial Factors on Proxy Contest Outcomes,” Journal of Business Finance and Accounting (Vol. 18 1991), pp. 541-551.
  • Hancock, G.D., “Proxy Contests: The Evidence,” Journal of Applied Business Research (Vol. 6 1990), pp. 1-9.
  • Hancock, G.D., “Fiscal Policy, Monetary Policy and the Efficiency of Stock Prices,” Economic Letters (Vol. 31 1989), pp. 65-69.

Selected Invited Activities

Recruiting:

  • “College as an Investment,” Parkway South High School (March 14th, 2012)

Reviewer:

  • Tenure committee for Haigang Zou, Ph.D., CFA, Cleveland State University (Fall 2011).

  • Outside reviewer in the tenure decision of Assistant Professor Haigang Zou, CFA, Cleveland State University (June 2011).

  • Outside reviewer in the promotion decision of Assistant Professor Joseph Onochie, Baruch College (Spring 1997).University of Missouri System Research Board (Fall 1994, Spring 1995, Spring 1996, Fall 1996, Spring 1997, Fall 1998, Spring 1999, Spring 2000, Fall 2001, Spring 2002, Spring 2003).

Referee:

  • Journal of Applied Finance, Journal of Futures Markets, Review of Financial Economics, Financial Analysts Journal, Journal of Public Policy, JOR, Global Business and Finance Review, Journal of Financial Education

Fellow:

  • International Business Institute (UMSL, August 26th, 2006).

Panelist:

  • “Integrating the CFA program in Collegiate class rooms,” Midwest Finance Association (Chicago, March 2006).

Collaborator:

  • Don Boudreaux, President, Foundation for Financial Education (2000, 2003).

Panelist:

  • “Investment Strategies: A Financial Product Primer,” Edward Jones broadcast to attorneys, accountants and brokers nationwide (July 12th, 2006).

Track Chair:

  • Special Session Chair, MFA, Minneapolis (March 2007) and Chicago (April 2000).

Planning Committee:

  • UMSL Teaching and Technology Conference, UMSL, (Nov 2006).

Judge:

  • Best Paper Award in Derivatives, MFA, Chicago (April 2000).

Presenter:

  • “A Text Book Treatment of Measuring Returns on Non-Traditional Portfolios,”  AFA, Philadelphia, January 2005.
  • "Global and Domestic Market Statistics: An Update," Edward Jones, March 2002.
  • “Investing Paradoxes: Implications of Psychology in Investor Behavior,” UM-St. Louis Interdisciplinary Seminar Series, March 2000.
  • “Portfolio Returns when Speculative Futures, Short Options, and Short Stock Positions are Considered,” St. Louis University, St. Louis, February 2000.

Professional Service

  • 1988-14 Faculty Advisor, UM-St. Louis Finance Honor Society and FMA-NHS
  • 2011-13  International Business Committee
  • 2006-12  Graduate Studies Committee member
  • 2007-14  UMSL Discrimination Grievance Panel for Students
  • 2010-12  Chair-Recruitment Committee, Peter Schick Endowed Chair (Yiuman Tse)  Faculty Liason, CFA Global Investment Research Challenge
  • 2007-08  Finance Recruitment Committee member (Thomas Williams)
  • 2006-07  Faculty Teaching and Technology Committee member
  • 2003-06  Undergraduate Studies Committee member
  • 2004-05  Finance Recruitment Committee member (Hung-Gay Fung)
  • Senate Committee on Committee’s member
  • Senate Finance Committee member
  • Faculty Grievance Panel member
  • 2001-04   Faculty Research and Development Committee member
  • College of Business Dean’s Search Committee member College of Business Administration representative to the UM Senate
  • Doctoral Faculty Selection Committee
  • 2001-03  General Studies Program Committee member
  • 2000-01  Faculty Teaching and Service Awards Committee member