Portfolio Risk Analysis
The Relationship Between Non-arbitrage and Recursive Competitive Equilibrium Pricing
Dynamic Stock Market Covariances in the Eurozone
Sliding Doors Cost Measurement
A Comparison of Individualism in Beliefs about Blacks and the Poor
The U.S. and Irish Credit Crises
The US and Irish Credit Crises
Does One Soros Make a Difference?
The Instability of Fixed Exchange Rate Systems when Raising the Nominal Interest Rate is Costly
The Arbitrage Pricing Theory and Multifctor Models of Asset Returns
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection
Finite-sample Genome-wide Regression P-values (GWRPV) with a Non-normally Distributed Phenotype
A Structured GARCH Model of Daily Equity Return Volatility
Semi-strong Factors in Asset Returns
Non-arbitrage and recursive competitive equilibrium pricing
Efficient Estimation of a Semiparametric Characteristic-based Factor Model of Security Returns
Floor Trading Versus Electronic Screen Trading
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns
Organized Exchanges in Small Economies