Content
2018
- 1-10 The Non-graphical Foundation: Coase and The Law’s Irrelevance
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 3-13 Antitrust Law
In: Multi-Market Antitrust Economics
by Scott Gilbert - 11-22 Introduction to Mathematica: Hello World in Text and Graphics
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 15-33 Pure Monopoly Model
In: Multi-Market Antitrust Economics
by Scott Gilbert - 23-41 The Mathematical Frontier: Trigonometry, Derivatives, Optima, Differential Equations
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 37-49 Monopoly Spillover Effects
In: Multi-Market Antitrust Economics
by Scott Gilbert - 43-54 Money and Time
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 51-80 Mergers
In: Multi-Market Antitrust Economics
by Scott Gilbert - 55-72 The Capital Asset Pricing Model
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 73-93 Options
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 83-111 International Trade
In: Multi-Market Antitrust Economics
by Scott Gilbert - 95-111 Illustrating Statistical Data
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 113-129 Natural Monopoly
In: Multi-Market Antitrust Economics
by Scott Gilbert - 113-150 Probability Theory: Imperfect Observations
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 151-180 Financial Statements and Mergers
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 181-199 Aversion to Risk
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos - 201-219 Financial Crisis Contagion
In: Illustrating Finance Policy with Mathematica
by Nicholas L. Georgakopoulos
2017
- 3-30 Baryonic Beta Dynamics: The Econophysics of Systematic Risk
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 31-45 Double- and Single-Sided Risk Measures
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 49-64 Relative Volatility Versus Correlation Tightening
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 65-86 Asymmetrical Volatility and Spillover Effects
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 87-98 The Low-Volatility Anomaly
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 99-124 Correlation Tightening
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 127-138 The Intertemporal Capital Asset Pricing Model
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 139-173 The Equity Premium Puzzle
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 175-187 Beta’s Cash Flow and Discount Rate Components
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 189-211 Risk and Uncertainty
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 213-237 Short-Term Price Continuation Anomalies
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 239-274 Systematic Risk in the Macrocosm
In: Econophysics and Capital Asset Pricing
by James Ming Chen - 275-284 The Baryonic Ladder: The Firm, the Market, and the Economy
In: Econophysics and Capital Asset Pricing
by James Ming Chen
2016
- 1-2 Finance as a Pattern of Timeless Moments
In: Postmodern Portfolio Theory
by James Ming Chen - 1-28 The Structure of a Behavioral Revolution
In: Finance and the Behavioral Prospect
by James Ming Chen - 5-25 Modern Portfolio Theory
In: Postmodern Portfolio Theory
by James Ming Chen - 27-38 Postmodern Portfolio Theory
In: Postmodern Portfolio Theory
by James Ming Chen - 29-56 Mental Accounting, Emotional Hierarchies, and Behavioral Heuristics
In: Finance and the Behavioral Prospect
by James Ming Chen - 41-58 Seduced by Symmetry, Smarter by Half
In: Postmodern Portfolio Theory
by James Ming Chen - 57-71 Higher-Moment Capital Asset Pricing and Its Behavioral Implications
In: Finance and the Behavioral Prospect
by James Ming Chen - 59-78 The Full Financial Toolkit of Partial Second Moments
In: Postmodern Portfolio Theory
by James Ming Chen - 73-92 Tracking the Low-Volatility Anomaly Across Behavioral Space
In: Finance and the Behavioral Prospect
by James Ming Chen - 79-105 Sortino, Omega, Kappa: The Algebra of Financial Asymmetry
In: Postmodern Portfolio Theory
by James Ming Chen - 93-109 The Intertemporal Capital Asset Pricing Model: Hedging Investment Risk Across Time
In: Finance and the Behavioral Prospect
by James Ming Chen - 107-151 Sinking, Fast and Slow: Relative Volatility Versus Correlation Tightening
In: Postmodern Portfolio Theory
by James Ming Chen - 111-135 Risk Aversion
In: Finance and the Behavioral Prospect
by James Ming Chen - 137-179 The Equity Risk Premium and the Equity Premium Puzzle
In: Finance and the Behavioral Prospect
by James Ming Chen - 155-172 Time-Varying Beta: Autocorrelation and Autoregressive Time Series
In: Postmodern Portfolio Theory
by James Ming Chen - 173-187 Asymmetric Volatility and Volatility Spillovers
In: Postmodern Portfolio Theory
by James Ming Chen - 181-212 Prospect Theory
In: Finance and the Behavioral Prospect
by James Ming Chen - 189-224 A Four-Moment Capital Asset Pricing Model
In: Postmodern Portfolio Theory
by James Ming Chen - 213-246 Specific Applications of Prospect Theory to Behavioral Finance
In: Finance and the Behavioral Prospect
by James Ming Chen - 225-233 The Practical Implications of a Spatially Bifurcated Four-Moment Capital Asset Pricing Model
In: Postmodern Portfolio Theory
by James Ming Chen - 237-245 Going to Extremes: Leptokurtosis as an Epistemic Threat
In: Postmodern Portfolio Theory
by James Ming Chen - 247-259 Parametric VaR Analysis
In: Postmodern Portfolio Theory
by James Ming Chen - 247-281 Beyond Hope and Fear:Behavioral Portfolio Theory
In: Finance and the Behavioral Prospect
by James Ming Chen - 261-279 Parametric VaR According to Student’s t-Distribution
In: Postmodern Portfolio Theory
by James Ming Chen - 281-289 Comparing Student’s t-Distribution with the Logistic Distribution
In: Postmodern Portfolio Theory
by James Ming Chen - 283-299 Behavioral Gaps Between Hypothetical Investment Returns and Actual Investor Returns
In: Finance and the Behavioral Prospect
by James Ming Chen - 291-305 Expected Shortfall as a Response to Model Risk
In: Postmodern Portfolio Theory
by James Ming Chen - 301-322 Irrational Exuberance: Momentum Crashes and Speculative Bubbles
In: Finance and the Behavioral Prospect
by James Ming Chen - 307-325 Latent Perils: Stressed VaR, Elicitability, and Systemic Effects
In: Postmodern Portfolio Theory
by James Ming Chen - 323-326 The Monster and the Sleeping Queen
In: Finance and the Behavioral Prospect
by James Ming Chen - 327-329 Finance as a Romance of Many Moments and Plural Views
In: Postmodern Portfolio Theory
by James Ming Chen