Are Investors Rational and Does it Matter? Determining the Expected Utility...
Journal of Behavioral Finance, Volume 12, Issue 2, Page 53-67, April-June 2011.
View ArticleThe empirical relationship between home equity borrowing and durable goods...
Applied Financial Economics, Volume 0, Issue 0, Page 1-10, Ahead of Print.
View ArticleThe constant elasticity of variance model: calibration, test and evidence...
Applied Financial Economics, Volume 0, Issue 0, Page 1-9, Ahead of Print.
View ArticleAre there bubbles in the REITs market? New evidence using regime-switching...
Applied Financial Economics, Volume 0, Issue 0, Page 1-11, Ahead of Print.
View ArticleCharacterization of the American Put Option Using Convexity
Applied Mathematical Finance, Volume 18, Issue 4, Page 353-365, September 2011.
View ArticleAn Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model
Applied Mathematical Finance, Volume 18, Issue 4, Page 331-352, September 2011.
View ArticleOptimal Asset Allocation for Passive Investing with Capital Loss Harvesting
Applied Mathematical Finance, Volume 18, Issue 4, Page 291-329, September 2011.
View ArticleValuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem
Applied Mathematical Finance, Volume 18, Issue 4, Page 277-289, September 2011.
View ArticleOption Valuation with a Discrete-Time Double Markovian Regime-Switching Model
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-18, Ahead of Print.
View ArticleArithmetic Asian Options under Stochastic Delay Models
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-24, Ahead of Print.
View ArticleOn Cross-Currency Models with Stochastic Volatility and Correlated Interest...
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-35, Ahead of Print.
View ArticleClosed Form Approximations for Spread Options
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-26, Ahead of Print.
View ArticleMeanâVariance Optimal Adaptive Execution
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-28, Ahead of Print.
View ArticleGood-Deal Bounds in a Regime-Switching Diffusion Market
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-25, Ahead of Print.
View ArticleSmall-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-19, Ahead of Print.
View ArticleThe âDogs of the Dowâ strategy revisited: Finnish evidence
The European Journal of Finance, Volume 17, Issue 5-6, Page 451-469, MayâJuly 2011.
View ArticleExternal corporate governance and performance: evidence from the Nordic...
The European Journal of Finance, Volume 17, Issue 5-6, Page 427-450, MayâJuly 2011.
View ArticleCo-movement of the Finnish and international stock markets: a wavelet analysis
The European Journal of Finance, Volume 17, Issue 5-6, Page 409-425, MayâJuly 2011.
View ArticleCorporate governance and profitability in family SMEs
The European Journal of Finance, Volume 17, Issue 5-6, Page 391-408, MayâJuly 2011.
View ArticleCross-distributional robustness of conditional weekday effects: evidence from...
The European Journal of Finance, Volume 17, Issue 5-6, Page 377-390, MayâJuly 2011.
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