Faculty & Research

Latest Publications

1. Jagannathan, Ravi, George Skoulakis, and Zhenyu Wang, 2002, Generalized Method of Moments: Applications in Finance, Journal of Business and Economic Statistics

2. Jagannathan,Ravi,Zhenyu Wang, 2002, Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Models, The Journal of Finance

3. Burik, Paul, and O. Kruse, 2002, Strukturen in Fondsgeschaeft: Chance für Spezialisten, Bank und Markt

4. Burik, Paul, H. J. Hockmann, F. Thiessen editors, and Schaeffer-Poeschel Verlag, 2002, Der Assetmanagement-Prozess, Investment Banking

5. Ravi Jagannathan, Zhenyu Wang, 2002, Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods, The Journal of Finance

6. Guojun Wu, Zhijie Xiao, 2002, An Analysis of Risk Measures, Journal of Risk

7. Wu, Guojun, and Zhijie Xiao, 2002, A Generalized Partially Linear Model of Asymmetric Volatility, Journal of Empirical Finance

8. Ju, Nengjiu, 2002, Pricing Asian and Basket Options Via Taylor Expansion, Journal of Computational Finance

9. Liu, Hong, and Jiongmin Yong, 2002, Contingent Claims in an Illiquid Market, Mathematical Finance

10. Li, Kai, 2002, What explains the growth of global equity markets?: the winner of the second annual Barclays Global Investors Canada Research Award asks why equity markets in some countries grow faster than others, Canadian Investment Review