Washington University in St. Louis — United States
Economics, Econometrics and Finance · Social Sciences
4h-index790citations5works0.02yr avg
Accepting Students?
No reports yet. Know if this professor is taking students?
Research Topics
Financial Markets and Investment Strategies(3), Economic theories and models(3), Stochastic processes and financial applications(2), Insurance, Mortality, Demography, Risk Management(2), Insurance and Financial Risk Management(2)
Publications5 total
The Journal of Finance·1998· 34 cited
The Journal of Finance·1996· 81 cited
The Journal of Finance·1996· 279 cited
Mathematical Finance·1993· 396 cited
Dynamic portfolio insurance and equilibrium pricing
Scholarly Commons (University of Pennsylvania)·1993