Dror Parnes
Assistant Professor
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.
- Vita (pdf)
room: BSN 3127 | phone: 813.974.6357 | fax: 813.974.3084 | dparnes@usf.edu
Teaching
- FIN 4504 - Principles of Investments
- FIN 4514 - Advanced Investments
Current Research
- “The Impact of Exchange Rate Exposure on Multinationals’ Credit Risk”
- “Corporate Governance and Corporate Creditworthiness”
- “The Information Content of Analysts Reports and Default Risk Measures”
- “Developments in Credit Worthiness around Ownership Events”
- “Negotiating Debt Covenants in Bankruptcy Court”
- “Default Risk under Different Colors of Noise”
- “Competitive Strategies and Exit Decisions in Oligopolies”
- “How Can Economic Stochasticity Promote or Prevent Corporate Defaults?”
