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McCann, Craig J.


 SSRN Author Rank: 10,296 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
2,898
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 This Paper | Open PDF in Browser |
The Journal of Index Investing, Winter 2012, Vol. 3, No. 3, pp. 35-48
Number of Pages in PDF File: 25
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
327
(58,283)
 

2.  
Modeling Autocallable Structured Products | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives & Hedge Funds, Vol. 17, pp. 326-340, 2011
Number of Pages in PDF File: 20
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
282
(68,944)
3

3.  
The VXX ETN and Volatility Exposure | Show Abstract | Download This Paper | Open PDF in Browser |
PIABA Bar Journal, Volume 18, No. 2 (2011)
Number of Pages in PDF File: 20
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
05 Feb 12
Last Revised:
18 Jun 12
269
(72,480)
1

4.  
Robust Portfolio Optimization with Value-At-Risk Adjusted Sharpe Ratio | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Asset Management, 14(5):293-305, 2013
Number of Pages in PDF File: 22
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
257
(76,111)
 

5.  
Leveraged, Inverse, and Futures-Based ETFs | Show Abstract | Download This Paper | Open PDF in Browser |
PIABA Bar Journal, Vol 19, No 1 (2012)
Number of Pages in PDF File: 26
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
18 Oct 12
212
(93,100)
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
160
(121,052)
 

7.  
Structured Product Based Variable Annuities | Show Abstract | Download This Paper | Open PDF in Browser |
The Journal of Retirement (Winter 2014) Vol. 1, No. 3, pp. 97-111 DOI: 10.3905/jor.2014.1.3.097
Number of Pages in PDF File: 21
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
137
(138,161)
1

8.  
Crooked Volatility Smiles: Evidence from Leveraged and Inverse ETF Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives and Hedge Funds, 19, 278-294, 2014
Number of Pages in PDF File: 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:
18 Dec 12
Last Revised:
22 Feb 14
130
(144,241)
 

9.  
Valuation of Structured Products | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Alternative Investments (Forthcoming)
Number of Pages in PDF File: 26
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
124
(149,651)
1

10.  
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
98
(177,651)
 

11.  
Optimizing Portfolio Liquidation Under Risk-Based Margin Requirements | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance and Investment Analysis, 2013, Vol 2, No 1, 121-153
Number of Pages in PDF File: 27
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
89
(189,251)
 

12.  
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
85
(194,712)
1

13.  
Valuation of Reverse Convertibles in the Variance Gamma Economy | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives and Hedge Funds, 19, 244-258, 2014
Number of Pages in PDF File: 20
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
82
(199,077)
1

14.  
The Anatomy of Principal Protected Absolute Return Notes | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives, Vol. 19, No. 2, pp. 61-70, 2011
Number of Pages in PDF File: 16
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
78
(205,310)
1

15.  
Private Placement Real Estate Valuation | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business Valuation and Economic Loss Analysis (Forthcoming)
Number of Pages in PDF File: 17
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
64
(229,371)
 

16.  
Ex-Post Structured Product Returns: Index Methodology and Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
The Journal of Index Investing (Forthcoming)
Number of Pages in PDF File: 23
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
59
(239,152)
1

17.  
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
(241,168)
 

18.  
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
54
(249,519)
 

19.  
Dual Directional Structured Products | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Journal of Derivatives & Hedge Funds
Number of Pages in PDF File: 17
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
53
(251,680)
1

20.  
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
49
(260,812)
 

21.  
What Does a Mutual Fund’s Average Credit Quality Tell Investors? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investing, Vol. 19, No. 4, pp. 58-65, 2010
Number of Pages in PDF File: 13
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
49
(260,812)
 

22.  
Deng, Geng
Securities Litigation and Consulting Group
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
08 Jun 13
Last Revised:
13 Jun 13
48
(263,166)
 

23.  
What Does a Mutual Fund’s Term Tell Investors? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investing, Vol. 20, No. 2, pp. 50-57, 2011
Number of Pages in PDF File: 12
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
41
(280,757)
 

24.  
Leveraged Municipal Bond Arbitrage: What Went Wrong? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Alternative Investments, Vol. 14, No. 4, 2012
Number of Pages in PDF File: 30
Deng, Geng
Securities Litigation and Consulting Group
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
08 Jan 14
40
(283,416)
 

25.  
What is a TIC Worth? | Show Abstract | Download This Paper | Open PDF in Browser |
PIABA Bar Journal, Vol 19, No 3 (2012)
Number of Pages in PDF File: 18
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
35
(297,567)
 

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
18
(362,656)
 


Records 1 - 26 of 26 matches
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