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Rentz, William

Associate Professor
B.Sc. (MIT), M.A. (University of Rochester), Ph.D. (University of Rochester)
Location
DMS 7106
Telephone
613-562-5800 x 4735
Email
This email address is being protected from spambots. You need JavaScript enabled to view it.

Teaching Areas

Fundamentals of corporate finance, Principles of finance, Applied corporate finance, Investments: equity instruments.

Research Areas
  • Asset Pricing
  • Capital Budgeting
  • Finance
  • Multi-Period Decision Making
  • Option Pricing
  • Pension Management
  • Portfolio Theory

Publications during the last 7 years

Books

  • Rentz, W.F. and Kahl, A.L. Financial Mathematics with MS Excel 2016: Time Value of Money. Createspace.com, 2017.
  • Kahl, A.L. and Rentz, W.F. How to Solve Time Value of Money Problems with MS Excel 2016. Createspace.com, 2017.
  • Rentz, W.F. and Kahl, A.L. How to Solve Time Value of Money Problems with the BAIIPLUS Calculator. Createspace.com, 2015.
  • Kahl, A.L. and Rentz, W.F. How to Solve Time Value of Money Problems with MS Excel. Createspace.com, 2015.
  • Rentz, W.F. and Kahl, A.L. Financial Mathematics with the BAIIPLUS: Time Value of Money. Createspace.com, 2014.
  • Kahl, A.L. and Rentz, W.F. Financial Mathematics with MS Excel: Time Value of Money. Createspace.com, 2014.

Chapters in Books

  • Rentz, W.F. Cash Flow Estimation and Capital Budgeting Decisions. In Brigham, E.F., Ehrhart, M., Gessaroli, J. and Nason, R.. Financial Management Theory & Practice. University of Ottawa Version, 2014.

Papers in Refereed Journals

  • Racicot, F.E. and Rentz, W.F. 2018. Does Illiquidity Matter? An Errors-in-Variables Perspective. Estudios de Economia Aplicada, 36(1): 251-262.
  • Racicot, F.E., Rentz, W.F. and Kahl, A.L. 2017. Rolling Regression Analysis of the Market, Fama-French, and Pástor-Stambaugh Models: Evidence from Robust Instrumental Variables. International Advances in Economic Research, 23(1): 75-90.
  • Racicot, F.E. and Rentz, W.F. 2017. A Panel Data Robust Instruments Approach: A Test of the New Fama-French Five Factor Model. Applied Economics Letters, 24(6): 410-416.
  • Racicot, F.E. and Rentz, W.F. 2016. Testing Fama-French's New Five-Factor Asset Pricing Model: Evidence from Robust Instruments. Applied Economics Letters, 23(6): 444-448.
  • Rentz, W.F. and Kahl, A.L. 2016. App Narrative: Teaching Investment Decision Making with the BAIIPLUS Financial Calculator iPAD App. The App Teacher, 1(1): 1-3.
  • Racicot, F.E. and Rentz, W.F. 2015. The Pástor-Stambaugh Empirical Model Revisted: Evidence from Robust Instruments. Journal of Asset Management, 16(5): 329-341.

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