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Professor Chris Rogers | Statistical Laboratory
www.statslab.cam.ac.uk/person/lcgr130 Jun 2024: LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447. ... 2018). 51,. 898. (doi: 10.1239/jap/1421763316). Combining different models. LCG Rogers. – Mathematics and Financial Economics. -
ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS ...
www.statslab.cam.ac.uk/~mike/papers/marginals.pdf1 Oct 2012: With this financial context, we can interpret the main results of this note. ... Journal of Financial Economics 7: 229–263.(1979). [6] E. Derman and I. -
Confounder adjustment in large-scale linear structural models
www.statslab.cam.ac.uk/~qz280/publication/cate-mutual-fund/slides.pdf3 Jun 2024: Journal of Financial Economics, 33(1).7. Carhart, M. M. (1997). “On persistence in mutual fund performance.” Journal of Finance, 52(1). ... Evidence from. mutual fund flows.” Review of Financial Studies, 29(10). 12/17. -
AN EQUILIBRIUM MODEL OF MARKET EFFICIENCY WITHBAYESIAN LEARNING:…
www.statslab.cam.ac.uk/~mike/papers/learning-submitted.pdf18 Feb 2015: MRT would like to thank the Cambridge Endowment for Research in Financefor its financial support. ... Journal of Financial Economics 76, 271-292. [7] Çinlar, E. (2011) Probability and Stochastics.
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