.
Dempster, M. A. H.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 7,515
Total Citations 40
1.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Hutton, J.P. Nomura Holdings, Inc. (NHI)
2,097(2,629)
6
2.
Consigli, Giorgio Credito Italiano
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
1,227(6,582)
8
3.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Hutton, J.P. Nomura Holdings, Inc. (NHI)
776(13,773)
5
4.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Hutton, J.P. Nomura Holdings, Inc. (NHI)
620(19,073)
5
5.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
609(19,575)
2
Volatility, capital growth, investment, constant proportions strategies
6.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
546(22,663)
8
Asset allocation, Fixed-mix strategies, Stationary markets, Exponential growth, Products of random matrices, Stochastic version of the Perron-Frobenius theorem
7.
Bates, Graham University of Cambridge - Judge Business School
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Go, Hok University of Cambridge - Judge Business School
Yong, Yee Sook University of Cambridge - Judge Business School
416(32,474)
earnings per share, financial engineering
8.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
377(36,686)
4
Volatility, constant proportions strategies, financial markets, investment, exponential growth, transaction costs
9.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
28 Sep 09
Last Revised:
14 Dec 09
323(44,219)
Volatility, Constant proportions strategies, Fixed-mix strategies, Financial markets, Investment, Exponential growth, Transaction costs
10.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Medova, Elena University of Cambridge - Judge Institute of Management
Tang, Ke Renmin University of China
Posted:
27 Mar 08
Last Revised:
15 Dec 10
198(75,558)
commodity futures, convenience yields, jumps, non-Gaussian state space models, extended Kalman
lter, importance sampling
11.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Tang, Ke Renmin University of China
127(112,822)
1
exponential affine model, state space form, Kalman filter, EM algorithm, measurement errors, serial correlation, commodity futures, yield curves
12.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Thompson, R. T. University of Cambridge
85(150,657)
13.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Thompson, R. T. University of Cambridge
81(155,267)
1
14.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evans, Jack L. eValue FE
Medova, Elena University of Cambridge - Judge Institute of Management
33(235,728)
Capital markets, 3-factor affine yield curve models, long term horizons, low rate regimes, nonlinear Black model
15.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Richards, Darren G. University of Cambridge - Judge Business School
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