Jeff Fleming, Fayez Sarofim Vanguard Professor of Finance, served as Deputy Dean of Academic Affairs of the Jesse H. Jones Graduate School of Business from 2015 to 2022. He joined the Jones School faculty in 1993. He teaches courses on Futures and Options in the MBA program and microeconomics in the MBA program for executives. He received the Jones Graduate School Excellence in Teaching Award in 2000 and 2003. His research interests include option pricing, implied volatility, volatility modeling and the role of information flow in financial markets. He has published research articles in the Journal of Finance, the Journal of Financial Economics, the Journal of Econometrics, the Journal of Financial Econometrics and the Journal of Empirical Finance, among others. Two of his papers were finalists for the Smith-Breeden Prize awarded annually by the Journal of Finance.
Fleming, J., Kirby, C., & Ostdiek, B. (2001), The Economic Value of Volatility Timing.The Journal of Finance, 56(1), 329–352. doi:10.1111/0022-1082.00327
Fleming, J., Kirby, C., & Ostdiek, B. (1998). Information and volatility linkages in the stock, bond, and money markets. Journal of Financial Economics, 49(1), 111-137. doi:10.1016/S0304-405X(98)00019-1
Fleming, J. (1998). The quality of market volatility forecasts implied by S&P100 index option prices. Journal of Empirical Finance, 5(4), 317-345. doi:10.1016/S0927-5398(98)00002-4.
Journal Article
Dumas, B., Fleming, J. and Whaley, R. E. (1998). Implied Volatility Functions: Empirical Tests. The Journal of Finance, 53(6), 2059–2106. doi:10.1111/0022-1082.00083
