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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Upcoming Events

MBA Information Sessions (RSVP to MBA@stonybrook.edu)

  • Thursday, March 19 at 6:30 pm; Wang 101
  • Saturday, March 28 at 11:00 am; Wang 101
  • Saturday, April 18 at 11 am; Wang 201
  • Wednesday, April 29 at 6:30, Wang 201

Study Abroad in Rome Information Table

  • Tuesday, March 24 1:00-2:30 pm; SAC Lobby

$tart $mart: Negotiating Skills for Women Workshop (Register on ZebraNet)

  • Tuesday, March 24 5:30-7:00 pm; Wang 201

Women in Business Panel Discussion

  • Tuesday, March 24 7:15-8:30 pm; Wang 201

News

Interview with Kiegh Dudley, MBA in Accounting Student.

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.


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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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