| . |
Damien, Paul's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
4,341 |
Total
Citations
16 |
|
|
|
|
|
1.
|
|
|
Krishnan, Mayuram S.
Stephen M. Ross School of Business at the University of Michigan Ramaswamy, Venkatram
Stephen M. Ross School of Business at the University of Michigan Meyer, Mary C.
University of Georgia - Department of Statistics Damien, Paul
University of Texas at Austin - McCombs School of Business
|
|
2,751
(1,597)
|
2
|
|
| |
|
| |
|
|
|
2.
|
|
|
Kacperczyk, Marcin T.
New York University (NYU) - Leonard N. Stern School of Business Damien, Paul
University of Texas at Austin - McCombs School of Business Walker, Stephen G.
University of Bath - School of Mathematical Sciences
|
| Posted: |
|
08 Aug 03
|
|
Last Revised:
|
|
15 Jun 11
|
|
885
(11,217)
|
2
|
|
| |
|
| |
Bayesian semiparametric model, option pricing
|
|
|
3.
|
|
|
Kacperczyk, Marcin T.
New York University (NYU) - Leonard N. Stern School of Business Damien, Paul
University of Texas at Austin - McCombs School of Business
|
| Posted: |
|
20 Apr 11
|
|
Last Revised:
|
|
18 Jun 11
|
|
468
|
12
|
|
| |
|
| |
Asset Allocation, Distribution Uncertainty, Bayesian Semiparametric Model
|
|
|
4.
|
|
|
Walker, Stephen G.
University of Bath - School of Mathematical Sciences Damien, Paul
University of Texas at Austin - McCombs School of Business
|
|
116
(121,404)
|
|
|
| |
|
| |
Decision theory, exchangeability, expected utility rule, true model.
|
|
|
5.
|
|
|
Braun, Michael
MIT Sloan School of Management Damien, Paul
University of Texas at Austin - McCombs School of Business
|
| Posted: |
|
10 Aug 11
|
|
Last Revised:
|
|
26 Sep 12
|
|
82
(154,163)
|
|
|
| |
|
| |
Bayesian Inference, Importance Sampling, Markov Chain Monte Carlo, Marginal Likelihood
|
|
|
6.
|
|
|
Kalli, Maria
Canterbury Christ Church University College - Business School Walker, Stephen G.
University of Kent - Institute of Mathematics, Statistics and Actuarial Science Damien, Paul
University of Texas at Austin - McCombs School of Business
|
|
39
(222,154)
|
|
|
| |
|
| |
stick-breaking processes, infinite uniform mixture, Markov chain Monte Carlo, slice sampling
|
|
|
7.
|
|
|
Papatla, Purushottam
affiliation not provided to SSRN Damien, Paul
University of Texas at Austin - McCombs School of Business Walker, Stephen G.
University of Bath - School of Mathematical Sciences
|
|
|
|
|
| |
|
| |
Extended gamma process, Censored data, Gibbs sampling, Auxiliary functions, Covariates, Bioassay
|
|
|
8.
|
|
|
Damien, Paul
University of Texas at Austin - McCombs School of Business Qin, Z. Steve
University of Michigan at Ann Arbor Walker, Stephen G.
University of Bath - School of Mathematical Sciences
|
|
|
|
|
| |
|
| |
Scale mixtures, Gibbs sampling, Bayesian inference, variance regression
|
|
