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Boyle, Phelim P.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,276 |
Total
Citations
83 |
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1.
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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01 Apr 09
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Last Revised:
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23 May 11
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1,998
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7
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Madoff, split-strike conversion strategy, performance measurement
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2.
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Gornall, William
University of Waterloo
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07 Mar 08
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Last Revised:
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29 Jan 12
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770
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4
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Household finance, structured products, retail investor, locally-capped contracts
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3.
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Keynes Meets Markowitz: The Trade-Off between Familiarity and Diversification
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Versions (3)
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
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Posted:
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16 Feb 09
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Last Revised:
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01 Mar 10
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713
(15,549)
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13
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
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7
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13
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ambiguity, diversification, investment, portfolio choice, robust control
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
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19 Mar 09
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Last Revised:
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16 Sep 09
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412
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13
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Investment, portfolio choice, ambiguity, robust control
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
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| Posted: |
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16 Feb 09
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Last Revised:
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16 Sep 09
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294
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13
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Investment, portfolio choice, ambiguity, robust control
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4.
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Byoun, Seokgu
University of South Carolina - Moore School of Business Park, Hun Y.
University of Illinois at Urbana-Champaign - Department of Finance
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515
(24,506)
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5.
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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11 Jul 09
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Last Revised:
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24 Jan 12
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468
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48
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Parisian Options, Monte Carlo, Discrete Monitoring, Control Variate, Early Exercise, Executive Stock Options, Mr. Thain.
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6.
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Explicit Representation of Cost-Efficient Strategies
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Versions (2)
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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Posted:
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30 Jul 10
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Last Revised:
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18 Apr 13
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429
(31,083)
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4
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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122
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4
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Stochastic Dominance, Efficiency Cost, Expected Utility Optimization, Portfolio Choice
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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30 Jul 10
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Last Revised:
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18 Apr 13
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307
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4
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Law-invariant increasing preferences, Stochastic Dominance, Expected Utility, State-dependent preferences, Copulas
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7.
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Gornall, William
University of Waterloo
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247
(59,877)
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Asian options, Tse and Mok formula, pricing
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8.
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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57
(188,321)
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Efficient frontier, Positive weights, Compatible expected return
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9.
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Ma, Chenghu
Fudan University - School of Management Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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42
(215,485)
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2
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CAPM, w-MPS, Risk Aversion, Infinite & Incomplete Market, Non-Gaussian Returns
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10.
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Tian, Weidong
University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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36
(228,211)
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5
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11.
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Kim, Joseph H.T.
University of Waterloo - Department of Statistics and Actuarial Science
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1
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12.
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Kim, Joseph H.T.
University of Waterloo - Department of Statistics and Actuarial Science Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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01 Feb 12
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Last Revised:
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24 Apr 12
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Systemic risk, pro-cyclical risk charge, risk capital, CoVaR, CoCTE, regime switching
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13.
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Park, Hun Y.
University of Illinois at Urbana-Champaign - Department of Finance Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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14.
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Deposit Insurance with Changing Volatility: An Application of Exotic Options
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Show Abstracts |
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Versions (2)
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Export Bibliographic Info |
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Lee, Inmoo
KAIST Graduate School of Finance
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Posted:
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05 Sep 94
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Last Revised:
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05 Feb 98
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Lee, Inmoo
KAIST Graduate School of Finance
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Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Lee, Inmoo
KAIST Graduate School of Finance
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