Frank Reilly

Frank K. Reilly is the Bernard J. Hank Professor of Finance at the University of Notre Dame. He is an expert in security analysis, capital markets, credit analysis, and security market indexes. Reilly teaches courses in applied investment management, capital budgeting, fixed income analysis, and investments, among others. He also has taught an executive course in bond analysis and credit management twice a year for nearly 30 years.

Honors and awards include University of Notre Dame Faculty Award (1999), which is the highest award given to faculty members; the Outstanding Teacher Award given by the MBA Class of 2004; the BP Foundation Outstanding Teacher Award (2002); and the Daniel J. Forrestal III Leadership Award for Professional Ethics and Standards of Investment Practice, given by the CFA Institute. Reilly also was inducted as a fellow of the Financial Management Association in its inaugural group (2000).

Areas of Expertise

Security Analysis

Capital Markets

Credit Analysis

Security Market Indexes

Education

C.F.A., Financial Analysts Federation

Ph D, University of Chicago

MBA, University of Chicago

MBA, Northwestern University

BBA, University of Notre Dame

Publications

"Historic Changes in the High Yield Bond Market", (with David Wright, James Gentry), Journal of Applied Corporate Finance, 21, 2009.

Books

"Investment Analysis and Portfolio Management", South Western: Cengage Learning, 2012

"Investments", , 2006

"Bond Market Indexes", Handbook of Fixed Income Securities, 2005

"Credit Analysis", (with James Gentry), Handbook of Modern Finance, 2003

"Bond Market Indexes", Handbook of Fixed Income Securities, 2001

"The Analysis of High Yield Bond Indices", (with David Wright), , 1999

Presentations

(with David J. Wright), Orlando Financial Analysts Society, "High Yield Bonds: An Updated Analysis of Significant Characteristics and Changes, 1985-2004" ( 2005).

(with David J. Wright), The Latest in Equity and Fixed Income Research, "An Analysis of Significant Characteristics and Changes in High Yield Bonds" ( 2005).

(with David Wright and Bob Johnson) Midwest Finance Association, "Analysis of the Interest Rate Sensitivity of Common Stocks" ( 2005).

Fiduciary and Investment Risk Management Association Annual Meeting, "The Changing Responsibilities of Corporate Board Audit Committees" ( 2005).

(with David J. Wright), Financial Analyst Society of Tampa Bay, "An Analysis of Global Capital Market Risk-Adjusted Returns and Performance Measurement Considerations" ( 2003).

(with David J. Wright), Financial Management Association European Meeting, "An Analysis of the Volatility of Credit Yield Spreads Across Credit Risk Ratings" ( 2003).

(with James A. Gentry), Financial Management Association European Meeting, "Learning about Intrinsic Valuation Using an Integrated Valuation Model" ( 2003).

(with James A. Gentry), Midwest Finance Association, "Learning about Intrinsic Valuation Using an Integrated Valuation Model" ( 2003).

(with David J. Wright and Robert R. Johnson) Financial Management Association, "An Analysis of Total Interest Rate Exposure for High Yield Bonds" ( 2002).

(with David J. Wright and Robert R. Johnson) Midwest Finance Association, "An Analysis of Total Interest Rate Exposure for High Yield Bonds" ( 2002).

(with David J. Wright) FMA European Conference, "An Analysis of Global Capital Market Risk-Adjusted Returns and How Performance Should Be Measured" ( 2001).

(with David Wright and Robert Johnson) Orlando Society of Financial Analysts, "Analysis of Interest Rate Sensitivity of Common Stocks" ( 2001).

Midwest Finance Association Meeting, "How to Measure the Performance of Small Cap Common Stocks-The Choice is Not Obvious" ( 2001).

, "An Analysis of the Interest Rate Sensitivity of Common Stocks Using Empirical Duration" ( 2000).

, "The Effect of Monetary Policy on Fixed Income Returns" ( 2000).

, "How to Measure Small Cap Stock Performance - The Choice is Not Obvious" ( 1999).

, "Using P/E - Growth Ratios to Select Stocks" ( 1999).

, "An Extension of the Capital Market Risk Spectrum to Include Defaulted Debt" ( 1998).