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Dulaney, Tim


 SSRN Author Rank: 23,854 by Downloads
 Financial Analyst
 

Securities and Exchange Commission


 450 Fifth Street, NW
 Washington, DC 20549-1105
 United States
 email address

  SSRN's personal information usage policy
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. Dulaney, Tim's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,033
Total
Citations
6
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Robust Portfolio Optimization with Value-At-Risk Adjusted Sharpe Ratio | Show Abstract | Download |
Journal of Asset Management, 14(5):293-305, 2013
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Wang, Olivia
Securities Litigation & Consulting Group
Posted:
13 Sep 12
Last Revised:
18 Jan 14
216
(81,417)
 

2.  
Leveraged, Inverse, and Futures-Based ETFs | Show Abstract | Download |
PIABA Bar Journal, Vol 19, No 1 (2012)
Accepted Paper Series
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
18 Oct 12
173
(100,469)
1

3.  
Structured Product Based Variable Annuities | Show Abstract | Download |
The Journal of Retirement (Winter 2014) Vol. 1, No. 3, pp. 97-111 DOI: 10.3905/jor.2014.1.3.097
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
01 May 12
Last Revised:
01 Feb 14
118
(138,975)
1

4.  
Crooked Volatility Smiles: Evidence from Leveraged and Inverse ETF Options | Show Abstract | Download |
Journal of Derivatives and Hedge Funds, 19, 278-294, 2014
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Yan, Mike
Securities Litigation and Consulting Group
Posted:
18 Dec 12
Last Revised:
22 Feb 14
104
(152,504)
 

5.  
Optimizing Portfolio Liquidation Under Risk-Based Margin Requirements | Show Abstract | Download |
Journal of Finance and Investment Analysis, 2013, Vol 2, No 1, 121-153
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
07 Apr 12
Last Revised:
01 Aug 13
80
(181,192)
 

6.  
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
01 May 12
Last Revised:
26 Dec 12
77
(185,374)
 

7.  
Valuation of Reverse Convertibles in the Variance Gamma Economy | Show Abstract | Download |
Journal of Derivatives and Hedge Funds, 19, 244-258, 2014
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
01 Mar 12
Last Revised:
22 Feb 14
70
(195,847)
1

8.  
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
01 Aug 13
55
(221,796)
1

9.  
Dual Directional Structured Products | Show Abstract | Download |
Forthcoming in Journal of Derivatives & Hedge Funds
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
11 May 12
Last Revised:
06 Jun 14
45
(242,548)
1

10.  
Ex-Post Structured Product Returns: Index Methodology and Analysis | Show Abstract | Download |
The Journal of Index Investing (Forthcoming)
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Yan, Mike
Securities Litigation and Consulting Group
Posted:
06 Nov 13
Last Revised:
22 Feb 14
33
(272,131)
1

11.  
Modeling a Risk-Based Criterion for a Portfolio with Options | Show Abstract | Download |
Forthcoming in the Journal of Risk
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
17 Dec 13
Last Revised:
08 Jan 14
32
(274,974)
 

12.  
Deng, Geng
Securities Litigation and Consulting Group
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Yan, Mike
Securities Litigation and Consulting Group
Posted:
16 Feb 14
30
(280,980)
 


Records 1 - 12 of 12 matches
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