Optimal Hedging with Margin Constraints and Default Aversion and its Application to Bitcoin Perpetual Futures
Carol Alexander, Jun Deng, and Bin Zou
17 Feb 2021
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Extensions of Random Orthogonal Matrix Simulation for Targetting Kollo Skewness
Carol Alexander* Xiaochun Meng† Wei Wei‡
17 Feb 2021
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The Effect of Institutional Investor Portfolio Diversication on Corporate Diversication*
Audra L Boone, Hursit S Celil, Seungjoon Oh, Srinivasan Selvamy
17 Feb 2021
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Investment Sensitivity to Lender Default Shocks*
Hursit S Celil, Brandon Julio, Srinivasan Selvam
17 Feb 2021
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Evaluating the Discrimination Ability of Proper Multivariate
C Alexander*, M Coulony, Y Han, X Meng
17 Feb 2021
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Subjective Discounted Cash Flows for Real Option Valuation
Carol Alexander1, Xi Chen2, Charles Ward3
17 Feb 2021
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Large Banks, Economic Growth and New Business Creation: International Evidence across 48 nations.
Guy Liu, Ali Mirzaei, Andros Gregoriou
18 Nov 2020
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How do markets value stock liquidity? Comparative evidence from the UK, the US, Germany and China
Guy Liu, Andros Gregoriou, Yibo Bo
18 Nov 2020
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Why corruption matters? Evidence from the anti-corruption campaign
Daniel Kim, Lizhe Luo, Domenico Tarzia, Giovanni Vittorino
18 Nov 2020
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Conspicuous Ethics: An Economic Theory of Ethical Consumption
Guy Liu, Andros Gregoriou
18 Nov 2020
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