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Simi, Ph.D., Wei's
Scholarly Papers
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1.
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Simi, Ph.D., Wei City University of New York
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portfolio choices, strategic interaction, Bayesian, Nash equilibrium
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Wang, Xiaoli Marist College - School of Management Simi, Ph.D., Wei City University of New York
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asset pricing, dynamic, recession, corporate liquidity risk factor, factor loading
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3.
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Simi, Ph.D., Wei City University of New York Wang, Xiaoli Marist College - School of Management
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28 Oct 12
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Last Revised:
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01 May 13
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Lévy Jump Process, Fourier transforms, exotic options, reverse convertible, stochastic volatility, GARCH
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4.
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Simi, Ph.D., Wei City University of New York
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27 Jan 10
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Last Revised:
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16 Jan 13
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Portfolio Optimization, Asset Allocation, Regime Switching, VIX, volatility
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Records 1 -
4
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