Working Papers

  1. The Empirical Foster-Hart Risk of the Global Banking Stock Market (with A. Anand, T. Kurosaki, and T. Li)
  2. Bessel Tempered Stable Processes: Theory and Modeling (with D.M. Chung)
  3. Multivariate Tempered Stable Model with Long-range Dependence and Time-varying Volatility.
  4. Quanto Option Pricing in the Presence of Fat Tails and Asymmetric Dependence (With S. Mittnik, J. Park, and J. Lee)
  5. Coherent Risk Measure and Normal Mixture Distributions (with X. Shi)

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Center for Behavioral Finance launches website: The Center for Behavioral Finance at Stony Brook University brings together researchers from different disciplines to conduct research in behavioral finance. We aim at producing cutting-edge research in all fields of behavioral finance and (financial) decision making, mostly using experiments, publishable in top-tier journals in finance, judgment and decision making and psychology.


Upcoming Events

Provost Lecture Series: 
From 20th Century Environmental Protection to 21st Century Sustainability by Professor Daniel Esty.
Wednesday, December 3 at 4:00 pm in Wang Theatre [Event Flyer]
Organizations, Management and Groups (OMG) Seminar Series:




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College of Business • Stony Brook University, Stony Brook, NY 11794-3775 • Phone: 631.632.7171 • Fax: 631.632.8181
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