David E. Harris

University of Providence

Assistant Professor

1301 20th Street South

Great Falls, MT 59405

United States

SCHOLARLY PAPERS

4

DOWNLOADS

456

CITATIONS

0

Scholarly Papers (4)

1.

Why Practitioners Should Use Bayesian Statistics

Number of pages: 30 Posted: 06 Sep 2015 Last Revised: 05 Sep 2016
David E. Harris
University of Providence
Downloads 63 (174,500)

Abstract:

Bayesian methods, Frequentist methods, OLS, heavy tails

2.

Pricing European Style Equity Options

Number of pages: 32 Posted: 31 Aug 2015
David E. Harris
University of Providence
Downloads 39 (240,662)

Abstract:

option pricing, Black-Scholes, Cauchy distribution, mean-variance finance, European style options

3.

A Population Test of Distribution Assumptions in Mean-Variance Models for the Years 1925-2013

Number of pages: 18 Posted: 31 Aug 2015
David E. Harris
University of Providence
Downloads 22 (293,183)

Abstract:

Mean-Variance Finance, Capital Asset Pricing Model, Arbitrage Pricing Theory, Central Limit Theorem, Black-Scholes Option Pricing Model, Cauchy distribution, Bayesian methods

4.

The Distribution of Returns

Number of pages: 40 Posted: 27 Aug 2016 Last Revised: 15 Aug 2017
David E. Harris
University of Providence
Downloads 0 (158,586)

Abstract:

statistical distributions, returns, Cauchy distribution, heavy tails, heavy tailed distributions