Tim Husson

Securities and Exchange Commission

Quantitative Research Analyst

100 F Street, NE

Washington, DC Washington, DC 20549

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 18,613

SSRN RANKINGS

Top 18,613

in Total Papers Downloads

2,116

CITATIONS
Rank 45,357

SSRN RANKINGS

Top 45,357

in Total Papers Citations

3

Scholarly Papers (13)

1.

The VXX ETN and Volatility Exposure

PIABA Bar Journal, Volume 18, No. 2 (2011)
Number of pages: 20 Posted: 05 Feb 2012 Last Revised: 18 Jun 2012
Tim Husson and Craig J. McCann
Securities and Exchange Commission and Securities Litigation and Consulting Group
Downloads 279 (56,410)
Citation 1

Abstract:

VXX, VIX, ETN, futures, roll yield, volatility

2.

Leveraged, Inverse, and Futures-Based ETFs

PIABA Bar Journal, Vol 19, No 1 (2012)
Number of pages: 26 Posted: 18 Oct 2012
Tim Dulaney, Tim Husson and Craig J. McCann
Securities and Exchange Commission, Securities and Exchange Commission and Securities Litigation and Consulting Group
Downloads 216 (78,017)
Citation 1

Abstract:

Leveraged, Inverse Leveraged, ETF, Futures-Based, Commodities, Roll yield, Contango, Backwardation

3.

A Non-Traded REITs Primer

Number of pages: 19 Posted: 01 May 2012 Last Revised: 03 May 2012
Securities and Exchange Commission, Securities Litigation and Consulting Group and Securities Litigation and Consulting Group
Downloads 161 (118,734)

Abstract:

real estate, REIT, non-traded

4.

Structured Product Based Variable Annuities

The Journal of Retirement (Winter 2014) Vol. 1, No. 3, pp. 97-111 DOI: 10.3905/jor.2014.1.3.097
Number of pages: 21 Posted: 01 May 2012 Last Revised: 01 Feb 2014
Wells Fargo, Securities and Exchange Commission, Securities and Exchange Commission and Securities Litigation and Consulting Group
Downloads 140 (149,033)

Abstract:

annuity, variable annuity, structured product, hybrid annuity, retirement,

5.

Valuation of Structured Products

Journal of Alternative Investments, Vol. 16, No. 4, 2014
Number of pages: 26 Posted: 16 Aug 2013 Last Revised: 06 Nov 2016
Geng Deng, Tim Husson and Craig J. McCann
Wells Fargo, Securities and Exchange Commission and Securities Litigation and Consulting Group
Downloads 136 (92,333)
Citation 1

Abstract:

structured products, valuation, structured notes, simulation, credit risk

6.

Isolating the Effect of Day-Count Conventions on the Market Value of Interest Rate Swaps

Number of pages: 12 Posted: 01 May 2012 Last Revised: 26 Dec 2012
Wells Fargo, Securities and Exchange Commission, Securities and Exchange Commission and Securities Litigation and Consulting Group
Downloads 104 (202,219)

Abstract:

Day-Count Convention, Interest Rate Swaps

7.

Structured Certificates of Deposit: Introduction and Valuation

Financial Services Review, Vol. 23, No. 3, 219-237, 2014
Number of pages: 22 Posted: 01 Aug 2013 Last Revised: 06 Nov 2016
Wells Fargo, Securities and Exchange Commission, Securities and Exchange Commission and Securities Litigation and Consulting Group
Downloads 92 (166,051)

Abstract:

Market-linked CDs, Certificate of Deposit, Equity-linked CDs, Derivatives, Structured Products, Valuation, Contingent Interest CDs, FDIC Insurance, Securities

8.

Private Placement Real Estate Valuation

Journal of Business Valuation and Economic Loss Analysis (Forthcoming)
Number of pages: 17 Posted: 15 Nov 2013
Securities and Exchange Commission, Securities Litigation and Consulting Group, Securities Litigation and Consulting Group and Securities Litigation and Consulting Group
Downloads 66 (232,587)

Abstract:

real estate, private placements, valuation, discounted cash flow, tenants-in-common

9.

Ex-Post Structured Product Returns: Index Methodology and Analysis

Journal of Investing, Vol. 24, No. 2, 2015
Number of pages: 23 Posted: 06 Nov 2013 Last Revised: 06 Nov 2016
Wells Fargo, Securities and Exchange Commission, Securities and Exchange Commission, Securities Litigation and Consulting Group and Securities Litigation and Consulting Group
Downloads 62 (181,848)

Abstract:

structured products, index, valuation, finance, mispricing

10.

Valuing Partial Interests in Trusts and Assessing the Prudent Investor Standard

Number of pages: 21 Posted: 01 May 2012
Geng Deng, Tim Husson and Craig J. McCann
Wells Fargo, Securities and Exchange Commission and Securities Litigation and Consulting Group
Downloads 59 (295,792)

Abstract:

trust, partial interest, Monte Carlo simulation, prudent investor

11.

Dual Directional Structured Products

Journal of Derivatives & Hedge Funds, Vol. 20, 99-112, 2014
Number of pages: 17 Posted: 11 May 2012 Last Revised: 06 Nov 2016
Wells Fargo, Securities and Exchange Commission, Securities and Exchange Commission and Securities Litigation and Consulting Group
Downloads 55 (295,792)

Abstract:

Structured Products, Straddle, Dual Directional, Valuation

12.

What is a TIC Worth?

PIABA Bar Journal, Vol 19, No 3 (2012)
Number of pages: 18 Posted: 04 Jan 2013 Last Revised: 02 Dec 2013
Securities and Exchange Commission, Securities Litigation and Consulting Group and Securities Litigation and Consulting Group
Downloads 37 (324,647)

Abstract:

Tenants-in-common, TIC, private placement, real estate, 1031 exchange

13.

Large Sample Valuations of Tenancies-in-Common

Number of pages: 16 Posted: 22 Feb 2014
Securities and Exchange Commission, Securities Litigation and Consulting Group, Securities Litigation and Consulting Group and Securities Litigation and Consulting Group
Downloads 19 (411,981)

Abstract:

real estate, valuation, tenants-in-common, discounted cash flow, private placements