Dr. David N. Nawrocki Villanova School of Business
Department of Finance
Office Address: 2020 Bartley, next door to the Finance Department Office.
Office Phone: 610-519-4323
Office Hours: TTh 2:15pm to 3:00pm - Fridays by appointment. Email for appointment.
E-Mail Addresses: NawrockiD@aol.com David.Nawrocki@villanova.edu
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e-mail to: Dr. Nawrocki
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 Management 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 2010
Finance 2324 -- Portfolio Management TTh 1:00pm-2:15pm
Finance 8640 -- Student Managed Fund Class: TTh 4:00pm-5:15pm
Finance 2227 - Financial Markets Course Outline
Finance 2324 - Portfolio Management Course Outline
MSF 8640 - Student Managed Fund I and II Course Outline
To download Learning.Zip Press Button - Learning Styles Evaluator - Requires WinZip to Unzip.
LEARNING.ZIP
Formerly The World's Toughest Trivia Question!!!!
(This is for your storehouse of useless knowledge.)
Who invented individually wrapped cheese slices?
(I'll accept either the name of the person or the company that was assigned the patent.)
Click here for the answer
Student FMA Finance Society Web Site
Dr. Nawrocki's Research Papers Page
The Russell Ackoff Conference Home Page
Links to Richard Feynman Sites
Friends of Tuva The Tuva Trader Richard Feynman Main Page
Tuva Online Republic of Tuva Travel to Tuva
Current Weather in Kyzyl, Tuva This takes you to the Accuweather website. Go to Weather. Ask for Kyzyl, Russia.
The Current Time in Kyzyl, Tuva is exactly 11 hours ahead of Villanova,PA (New York Time Zone) during Daylight Savings Time and 12 hours ahead during Standard Time.
Current CDs in Dr. Nawrocki's car for commuting to campus
1984 T-Bird Turbo (Sold November 2007)
1990 Ford Taurus SHO (Sold June 2006)
2003 Ford Focus SVT (Sold April 2007)
** 2007 BMW 335i (This is the "Two kids out of college and the big wedding is paid for" car.)
** Current Commuting Car
70s-80s Rock Mix CDs
Jeff Healey - A Mess O' Blues - See the Light Live in London (In memorium)
Most Recent Research Publications
2. Nawrocki, D., & Nawrocki, C. (2005). Learning Styles and Portfolio Management. Advances in Financial Education, 3, 89-98.
3. Nawrocki, D. (2004). Downside Risk Measures: A Brief History. (pp. 235-250). Princton NJ: Bloomberg Press: The Investment Think Tank, ed. Evensky and Katz. Update of original article that appeared in Journal of Investing, 1999, a peer-reviewed journal. Derivative of original contribution.
6. "The Problems with Monte Carlo Simulation." Journal of Financial Planning, November 2001.
7. "Portfolio Optimization, Heuristics, and the 'Butterfly Effect' ", Journal of Financial Planning, February 2000, 68-78.
8. "A Brief History of Downside Risk Measures." Journal of Investing, Fall 1999, 9-25.
9. "Earnings Announcements and Portfolio Selection: Do They Add Value?" (with William Carter), International Review of Financial Analysis, Vol.7, No.1, 1998, 37-50.
10. "Capital Market Theory: Is It Relevant to Practitioners?" Journal of Financial Planning, October 1997, 97-102.
11. "Apocalypse Revisited: Do You Know Where Your Optimizer is at Night." Journal of Financial Planning, December 1996, 68-74.
12. "Portfolio Analysis with a Large Universe of Assets." Applied Economics,1996, Vol. 28, 1191-1198.
13. "Market Dependence and Economic Events." Financial Review, May 1996, Vol. 31, No. 2, 287-312.
14. "Expectations, Technological Change, Information and the Theory of Financial Markets." International Review of Financial Analysis, Vol. 4, No. 2, 1995, 85-106.
15. "R/S Analysis and Long Term Dependence in Stock Market Indices," Managerial Finance, Vol. 21, No. 7, 1995, 78-91.
All of the papers listed above are available for download from my research papers page.