Paul Damien

University of Texas at Austin - McCombs School of Business

Austin, TX 78712

United States

  • University of Texas at Austin - McCombs School of Business

SCHOLARLY PAPERS

9

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5,827

SSRN CITATIONS

6

CROSSREF CITATIONS

6

Scholarly Papers (9)

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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
Mayuram S. Krishnan, Venkatram Ramaswamy, Mary C. Meyer and Paul Damien
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 3,718 (5,916)
Citation 8

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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
Marcin T. Kacperczyk, Paul Damien and Stephen G. Walker
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 1,065 (40,764)
Citation 3

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Bayesian semiparametric model, option pricing

3.

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 496
Citation 4

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Asset Allocation, Distribution Uncertainty, Bayesian Semiparametric 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
King's College London, University of Kent - Institute of Mathematics, Statistics and Actuarial Science and University of Texas at Austin - McCombs School of Business
Downloads 182 (316,158)
Citation 3

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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
Southern Methodist University (SMU) - Marketing Department and University of Texas at Austin - McCombs School of Business
Downloads 147 (379,492)
Citation 3

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

6.

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 137 (400,979)
Citation 2

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

7.

On a Transform for Modeling Skewness

Number of pages: 25 Posted: 05 Jun 2020
Li Kang, Paul Damien and Stephen Walker
University of Texas at Austin - Department of Statistics and Data Science, University of Texas at Austin - McCombs School of Business and University of Texas at Austin
Downloads 82 (574,352)

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Auxiliary Variable; Bayesian Inference; Markov Chain Monte Carlo; Mixtures of Uniforms

8.

Computations Via Auxiliary Random Functions for Survival Models

University of Michigan Business Working Paper
Posted: 14 Sep 2001
Purushottam Papatla, Purushottam Papatla, Paul Damien and Stephen G. Walker
University of Wisconsin-MilwaukeeUniversity of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business, University of Texas at Austin - McCombs School of Business and University of Bath - School of Mathematical Sciences

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

9.

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

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Scale mixtures, Gibbs sampling, Bayesian inference, variance regression