Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Frontiers of Finance: Evolution and efficient markets, and . Proceedings of the National Academy of Science, (1999)The size and power of the variance ratio test in finite samples : A Monte Carlo investigation, and . Journal of Econometrics, 40 (2): 203--238 (February 1989)A large-sample chow test for the linear simultaneous equation, and . Economics Letters, 18 (4): 351--353 (1985)Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform., , , and . Manag. Sci., 63 (7): 2233-2250 (2017)Semi-parametric upper bounds for option prices and expected payoffs. Journal of Financial Economics, 19 (2): 373--387 (December 1987)TRC Networks and Systemic Risk, and . The Journal of Alternative Investments, 18 (4): 52--67 (Mar 31, 2016)Computational challenges in portfolio management., and . Comput. Sci. Eng., 3 (3): 54-59 (2001)Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents, and . Journal of Economic Perspectives, 27 (2): 51--72 (Spring 2013)Systemic Risk and Hedge Funds, , , and . SSRN eLibrary, (2005)An econometric analysis of nonsynchronous trading, and . Journal of Econometrics, 45 (1-2): 181--211 (00 1990)