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McCann, Craig J.


 SSRN Author Rank: 10,693 by Downloads
 

Securities Litigation and Consulting Group


 3998 Fair Ridge Drive, Suite 250
 Fairfax, VA 22033
 United States
 email address

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. McCann, Craig J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,646
Total
Citations
12
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Are VIX Futures ETPs Effective Hedges? | Show Abstract | Download |
The Journal of Index Investing, Winter 2012, Vol. 3, No. 3, pp. 35-48
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
McCann, Craig J.
Securities Litigation and Consulting Group
Wang, Olivia
Securities Litigation & Consulting Group
Posted:
27 Jun 12
Last Revised:
20 Dec 12
314
(57,617)
 

2.  
Modeling Autocallable Structured Products | Show Abstract | Download |
Journal of Derivatives & Hedge Funds, Vol. 17, pp. 326-340, 2011
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
McCann, Craig J.
Securities Litigation and Consulting Group
Mallett, Joshua
Securities and Exchange Commission (SEC)
Posted:
08 Jan 12
Last Revised:
01 Aug 13
264
(69,968)
3

3.  
The VXX ETN and Volatility Exposure | Show Abstract | Download |
PIABA Bar Journal, Volume 18, No. 2 (2011)
Accepted Paper Series
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
05 Feb 12
Last Revised:
18 Jun 12
252
(73,508)
1

4.  
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
236
(78,842)
 

5.  
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
193
(96,637)
1

6.  
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Taveras, Carmen
Securities Litigation and Consulting Group
Posted:
01 May 12
Last Revised:
03 May 12
147
(123,591)
 

7.  
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
127
(139,470)
1

8.  
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
119
(146,601)
 

9.  
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
94
(173,574)
 

10.  
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
87
(182,519)
 

11.  
Valuation of Structured Products | Show Abstract | Download |
Journal of Alternative Investments (Forthcoming)
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
16 Aug 13
Last Revised:
04 Feb 14
83
(189,304)
1

12.  
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
78
(195,050)
1

13.  
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
74
(201,241)
1

14.  
The Anatomy of Principal Protected Absolute Return Notes | Show Abstract | Download |
Journal of Derivatives, Vol. 19, No. 2, pp. 61-70, 2011
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
Guedj, Ilan
Bates White, LLC
McCann, Craig J.
Securities Litigation and Consulting Group
Mallett, Joshua
Securities and Exchange Commission (SEC)
Posted:
08 Jan 12
Last Revised:
26 Dec 12
74
(201,241)
1

15.  
Private Placement Real Estate Valuation | Show Abstract | Download |
Journal of Business Valuation and Economic Loss Analysis (Forthcoming)
Accepted Paper Series
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
O'Neal, Eddie
Securities Litigation and Consulting Group
Taveras, Carmen
Securities Litigation and Consulting Group
Posted:
15 Nov 13
59
(227,338)
 

16.  
Deng, Geng
Securities Litigation and Consulting Group
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
01 May 12
58
(229,275)
 

17.  
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
51
(243,692)
1

18.  
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
46
(254,898)
 

19.  
What Does a Mutual Fund’s Average Credit Quality Tell Investors? | Show Abstract | Download |
Journal of Investing, Vol. 19, No. 4, pp. 58-65, 2010
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
McCann, Craig J.
Securities Litigation and Consulting Group
O'Neal, Eddie
Securities Litigation and Consulting Group
Posted:
08 Jan 12
46
(254,898)
 

20.  
Deng, Geng
Securities Litigation and Consulting Group
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
08 Jun 13
Last Revised:
13 Jun 13
43
(261,925)
 

21.  
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
41
(266,835)
1

22.  
What Does a Mutual Fund’s Term Tell Investors? | Show Abstract | Download |
Journal of Investing, Vol. 20, No. 2, pp. 50-57, 2011
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
McCann, Craig J.
Securities Litigation and Consulting Group
O'Neal, Eddie
Securities Litigation and Consulting Group
Posted:
08 Jan 12
40
(269,369)
 

23.  
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
39
(271,960)
 

24.  
What is a TIC Worth? | Show Abstract | Download |
PIABA Bar Journal, Vol 19, No 3 (2012)
Accepted Paper Series
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Taveras, Carmen
Securities Litigation and Consulting Group
Posted:
04 Jan 13
Last Revised:
02 Dec 13
34
(285,958)
 

25.  
Leveraged Municipal Bond Arbitrage: What Went Wrong? | Show Abstract | Download |
Journal of Alternative Investments, Vol. 14, No. 4, 2012
Accepted Paper Series
Deng, Geng
Securities Litigation and Consulting Group
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
08 Jan 14
32
(291,884)
 

26.  
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
O'Neal, Eddie
Securities Litigation and Consulting Group
Taveras, Carmen
Securities Litigation and Consulting Group
Posted:
22 Feb 14
15
(358,954)
 


Records 1 - 26 of 26 matches
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