| Title | Coauthor(s) | Revision | |
|---|---|---|---|
| Option Hedging in the Presence of Measurement Errors (Abstract) | 10/07/04 | ||
| Numerical Solution of the Static Portfolio Problem for Power Utility Investors (Abstract) | John Long | 10/07/04 | |
| Numeraire portfolio tests of international government bond market integration. (Abstract) | Jangkoo Kang, John Long | 09/10/02 | |
| Numeraire portfolio measures of the size and source of gains from international diversification. (Abstract) | John Long | 02/29/04 | |
Your comments and constructive criticism for any of my work, but especially these working papers, are most welcome. I can be reached via e-mail and by most other modes of communication.
All of the working papers were composed on Apple Macintosh computers using BBEdit to create TeX source code that was subsequently typeset with Textures (now defunct), teTeX, or TeXLive. Most computations were performed using Matlab. Statistical graphics were created in Matlab. Line drawings were rendered in Adobe Illustrator. Final PDF versions were produced by Acrobat Distiller (no longer a separate product) or PDFTeX.