Paul Damien

University of Texas at Austin - McCombs School of Business

Austin, TX 78712

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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CITATIONS
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Top 19,315

in Total Papers Citations

16

Scholarly Papers (8)

1.

Customer Satisfaction for Financial Services: The Role of Products, Services, and Information Technology

Ross School of Business Paper No. 99-004
Number of pages: 42 Posted: 07 May 1999
University of Michigan, Stephen M. Ross School of Business, University of Michigan, Stephen M. Ross School of Business, University of Georgia - Department of Statistics and University of Texas at Austin - McCombs School of Business
Downloads 3,121 (2,236)
Citation 2

Abstract:

2.

A New Class of Bayesian Semiparametric Models with Applications to Option Pricing

NYU Stern School of Business Working Paper, McCombs Research Paper Series No. IROM-08-05
Number of pages: 41 Posted: 08 Aug 2003 Last Revised: 15 Jun 2011
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of Bath - School of Mathematical Sciences
Downloads 1,051 (15,536)
Citation 2

Abstract:

Bayesian semiparametric model, option pricing

3.

On Bayesian Models and Consistency

U of Michigan Business School Working Paper 00-017
Number of pages: 21 Posted: 23 Mar 2001
Stephen G. Walker and Paul Damien
University of Bath - School of Mathematical Sciences and University of Texas at Austin - McCombs School of Business
Downloads 120 (190,135)

Abstract:

Decision theory, exchangeability, expected utility rule, true model.

4.

Modelling the Conditional Distribution of Daily Stock Index Returns: An Alternative Bayesian Semiparametric Model

Number of pages: 41 Posted: 14 Dec 2012 Last Revised: 12 Jul 2013
Maria Kalli, Stephen G. Walker and Paul Damien
Canterbury Christ Church University College - Business School, University of Kent - Institute of Mathematics, Statistics and Actuarial Science and University of Texas at Austin - McCombs School of Business
Downloads 115 (176,618)
Citation 1

Abstract:

stick-breaking processes, infinite uniform mixture, Markov chain Monte Carlo, slice sampling

5.

Generalized Direct Sampling for Hierarchical Bayesian Models

McCombs Research Paper Series No. IROM-02-11, MIT Sloan Research Paper No. 4925-11
Number of pages: 30 Posted: 10 Aug 2011 Last Revised: 26 Sep 2012
Michael Braun and Paul Damien
Cox School of Business, Southern Methodist University and University of Texas at Austin - McCombs School of Business
Downloads 101 (201,407)

Abstract:

Bayesian Inference, Importance Sampling, Markov Chain Monte Carlo, Marginal Likelihood

6.

Computations via Auxiliary Random Functions for Survival Models

University of Michigan Business Working Paper
Posted: 14 Sep 2001
affiliation not provided to SSRN, University of Texas at Austin - McCombs School of Business and University of Bath - School of Mathematical Sciences

Abstract:

Extended gamma process, Censored data, Gibbs sampling, Auxiliary functions, Covariates, Bioassay

7.

Uniform Scale Mixture Models with Applications to Variance Regression

University of Michigan Working Paper No. 00-014
Posted: 25 Jun 2001
Paul Damien, Z. Steve Qin and Stephen G. Walker
University of Texas at Austin - McCombs School of Business, University of Michigan at Ann Arbor and University of Bath - School of Mathematical Sciences

Abstract:

Scale mixtures, Gibbs sampling, Bayesian inference, variance regression

8.

Asset Allocation Under Distribution Uncertainty

McCombs Research Paper Series No. IROM-01-11
Number of pages: 55 Posted: 20 Apr 2011 Last Revised: 18 Jun 2011
Marcin T. Kacperczyk and Paul Damien
Imperial College London - Accounting, Finance, and Macroeconomics and University of Texas at Austin - McCombs School of Business
Downloads 0
Citation 11

Abstract:

Asset Allocation, Distribution Uncertainty, Bayesian Semiparametric Model