Dror Parnes is an assistant professor of finance. Parnes teaches principles courses as well as classes in advanced investment topics, international finance, risk management.
His research focus is theoretical models and empirical analyses of various credit risk issues. Several publications are forthcoming in scholarly journals such as the Quantitative Finance, the Journal of Fixed Income, The Financial Review, and Journal of Credit Risk. Parnes has presented his work at numerous academic conferences and has been acknowledged for assisting authors writing several textbooks.
Parnes completed his PhD studies at Baruch College, the senior business college of the City University of New York. He also holds a masters degree in finance from Baruch College, and a BS in statistics, operations research, and computer science from Tel Aviv University, Israel. Parnes' professional experience includes work as a software engineer, research analyst, and portfolio manager.
- FIN 4504 - Principles of Investments
- FIN 4514 - Advanced Investments
- FIN 6804 - Theory of Finance
- FIN-6515 - Investments
- Parnes D., 2012, "Modeling Operational Risk for Good and Bad Bank Loans," The Journal of Operational Risk, Forthcoming
- Parnes D., 2012, "Structural Breaks in the Current U.S. Banking Crisis," The Banking and Finance Review, Forthcoming
- Parnes D., 2012, "Bankruptcy Section 363 Sales: Choices and Consequences," Quarterly Journal of Finance, Forthcoming
- Parnes D., 2012, "Predicting Bankruptcy with Correlated Credit Components," Journal of Accounting and Finance, Vol. 12, No. 4, pp. .