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61
Measuring down-side risk-realised semivariance.
Published 2008“…Oxford-Man Institute of Quantitative Finance…”
Working paper -
62
Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.
Published 2008“…Oxford-Man Institute of Quantitative Finance…”
Working paper -
63
Prospect Theory, Partial Liquidation and the Disposition Effect.
Published 2009“…Oxford-Man Institute of Quantitative Finance…”
Working paper