When available, these working papers are provided in full, including text and graphics. The files can be downloaded and then viewed using Adobe Acrobat Reader software. (Abstracts are small text files.)

Option Hedging in the Presence of Measurement Errors

Numerical Solution of the Static Portfolio Problem for Power Utility Investors
John Long 10/07/04
Numeraire portfolio tests of international government bond market integration.
Jangkoo Kang, John Long 09/10/02
Numeraire portfolio measures of the size and source of gains from international diversification.
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.

Production Information

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.