- The Empirical Foster-Hart Risk of the Global Banking Stock Market (with A. Anand, T. Kurosaki, and T. Li)
- Bessel Tempered Stable Processes: Theory and Modeling (with D.M. Chung)
- Multivariate Tempered Stable Model with Long-range Dependence and Time-varying Volatility.
- Quanto Option Pricing in the Presence of Fat Tails and Asymmetric Dependence (With S. Mittnik, J. Park, and J. Lee)
- Coherent Risk Measure and Normal Mixture Distributions (with X. Shi)
MBA Fast Track Information Sessions:
- Wednesday, February 11 at 1:00 pm
- Thursday, February 19 at 6:00 pm
- Wednesday, February 25 at 1:00 pm
All info session to take place in Harriman 304. Please RSVP at http://goo.gl/forms/jSR30S4Pgn
to hold a spot to attend one of these events. Space is limited.
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.