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Rengifo, Erick Williams's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,351 |
Total
Citations
6 |
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1.
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Grammig, Joachim
Eberhard Karls Universitaet Tübingen Heinen, Andréas
University of Cergy-Pontoise - THEMA Rengifo, Erick Williams
Fordham University
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351
(39,958)
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1
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Market microstructure, Liquidity, Trading activity, Multivariate count process
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2.
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Rengifo, Erick Williams
Fordham University Rombouts, J. V. K.
HEC Montreal
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350
(40,102)
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2
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Portfolio Selection, Value-at-Risk, Skewed-t distribution, Weighted Maximum Likelihood
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3.
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Hamadi, Malika
University of Luxembourg - Luxembourg School of Finance Rengifo, Erick Williams
Fordham University Salzman, Diego A.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
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315
(45,487)
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1
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Illusionary Finance, Behavioral Finance, Evolutionary Finance, Neuroeconomics
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4.
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Rengifo, Erick Williams
Fordham University Court, Eduardo J.
Pontifical Catholic University of Peru - CENTRUM Ozsoz, Emre
Fordham University - Center for International Policy Studies (CIPS)
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299
(48,358)
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Dollarization, Financial Development, Financial Deepening
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5.
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How Investors Face Financial Risk Loss Aversion and Wealth Allocation
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Versions (2)
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Export Bibliographic Info |
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Rengifo, Erick Williams
Fordham University Trifan, Emanuela
Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
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Posted:
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27 Feb 08
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Last Revised:
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12 Mar 12
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196
(76,251)
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1
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Rengifo, Erick Williams
Fordham University Trifan, Emanuela
Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
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13 Apr 10
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Last Revised:
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12 Mar 12
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66
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Prospect Theory, Myopic Loss Aversion, Value-at-Risk, Portfolio Evaluation, Capital Allocation
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Rengifo, Erick Williams
Fordham University Trifan, Emanuela
Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
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130
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1
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Prospect theory, myopic loss aversion, Value-at-Risk, portfolio evaluation, capital allocation
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6.
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Rengifo, Erick Williams
Fordham University Trifan, Emanuela
Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
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176
(84,520)
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1
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prospect theory, loss aversion, capital allocation, Value-at-Risk, portfolio evaluation
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7.
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Bauwens, Luc
Université catholique de Louvain Ben Omrane, Walid
Brock University - Department of Finance, Operations and Information Systems (FOIS) Rengifo, Erick Williams
Fordham University
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158
(93,923)
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Optimal portfolio selection, Value-at-Risk, GARCH models, Foreign exchange markets
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8.
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Trendafilov, Rossen
Fordham University Rengifo, Erick Williams
Fordham University
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01 Dec 12
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Last Revised:
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12 Apr 13
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99
(136,077)
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Market microstructure, Information regimes, Limit order books, Wavelets, Wavelet multi-resolution analysis
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9.
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Heinen, Andréas
University of Cergy-Pontoise - THEMA Rengifo, Erick Williams
Fordham University
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92
(142,964)
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multivariate dispersion model, multivariate statistical analysis, canonical correlations, principal component analsysis
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10.
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Rengifo, Erick Williams
Fordham University Trifan, Emanuela
Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
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90
(145,098)
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prospect theory, Value-at-Risk, loss aversion, expected utility, non-expected utility
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11.
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A Model to Improve the Estimation of Baseline Retail Sales
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Rengifo, Erick Williams
Fordham University Jetta, Kurt
TABS Group
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Posted:
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19 Jan 11
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Last Revised:
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20 Mar 12
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76
(161,198)
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Jetta, Kurt
TABS Group Rengifo, Erick Williams
Fordham University
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11 Apr 11
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Last Revised:
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20 Mar 12
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76
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dynamic linear models, multiple structural change model, consumer packaged goods, marketing, sales, promotions, baseline sales
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Rengifo, Erick Williams
Fordham University Jetta, Kurt
TABS Group
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0
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dynamic linear models, multiple structural change model, consumer packaged goods, marketing, sales, promotions, baseline sales
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12.
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Rengifo, Erick Williams
Fordham University Kutan, Ali M.
Southern Illinois University at Edwardsville Ozsoz, Emre
Fordham University - Center for International Policy Studies (CIPS)
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| Posted: |
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12 Sep 10
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Last Revised:
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14 Jun 11
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65
(176,183)
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Dollarization, bank performance, bank profitability
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13.
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Salvatore, Dominick
Fordham University - Department of Economics Rengifo, Erick Williams
Fordham University Ozsoz, Emre
Fordham University - Center for International Policy Studies (CIPS)
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61
(182,146)
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Central Bank Intervention, Foreign Exchange Rates, Dollarization, Ordered Probit
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14.
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Kutan, Ali M.
Southern Illinois University at Edwardsville Ozsoz, Emre
Fordham University - Center for International Policy Studies (CIPS) Rengifo, Erick Williams
Fordham University
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23
(264,737)
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Dollarization, bank performance, banking system stability
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15.
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Greatrex, Caitlin Ann
Fordham University - Department of Economics Rengifo, Erick Williams
Fordham University
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Government intervention, financial crisis, Credit default swaps, credit risk
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16.
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Ozsoz, Emre
Fordham University - Center for International Policy Studies (CIPS) Rengifo, Erick Williams
Fordham University Salvatore, Dominick
Fordham University - Department of Economics
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deposit dollarization, direct central bank intervention, foreign exchange rates, probit and ordered probit models
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17.
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Rengifo, Erick Williams
Fordham University Trifan, Emanuela
Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
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market risk, prospect theory,loss aversion, capital allocation, Value-at-Risk
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18.
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Heinen, Andréas
University of Cergy-Pontoise - THEMA Rengifo, Erick Williams
Fordham University
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multivariate dispersion model, multivariate statistical analysis
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19.
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Heinen, Andréas
University of Cergy-Pontoise - THEMA Rengifo, Erick Williams
Fordham University
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count data, time series, copula, market microstructure.
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