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Tim Dulaney

SSRN Author Rank: 21,325 by Downloads

 Senior Financial Analyst
 

Securities and Exchange Commission


 100 F Street, NW
 Washington, DC 20549-1105
 United States
 email address

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. Tim Dulaney's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,646
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Robust Portfolio Optimization with Value-At-Risk Adjusted Sharpe Ratio | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Asset Management, 14(5):293-305, 2013
Number of Pages in PDF File: 22
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Wang, Olivia
Securities Litigation & Consulting Group
Posted:
13 Sep 12
Last Revised:
18 Jan 14
262
(75,151)
 

2.  
Leveraged, Inverse, and Futures-Based ETFs | Show Abstract | Download This Paper | Open PDF in Browser |
PIABA Bar Journal, Vol 19, No 1 (2012)
Number of Pages in PDF File: 26
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
18 Oct 12
216
(83,920)
1

3.  
Structured Product Based Variable Annuities | Show Abstract | Download This Paper | Open PDF in Browser |
The Journal of Retirement (Winter 2014) Vol. 1, No. 3, pp. 97-111 DOI: 10.3905/jor.2014.1.3.097
Number of Pages in PDF File: 21
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
01 May 12
Last Revised:
01 Feb 14
140
(141,927)
 

4.  
Crooked Volatility Smiles: Evidence from Leveraged and Inverse ETF Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives and Hedge Funds, 19, 278-294, 2014
Number of Pages in PDF File: 23
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Yan, Mike
Securities Litigation and Consulting Group
Posted:
18 Dec 12
Last Revised:
22 Feb 14
131
(156,069)
 

5.  
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
01 May 12
Last Revised:
26 Dec 12
104
(188,155)
 

6.  
Optimizing Portfolio Liquidation Under Risk-Based Margin Requirements | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance and Investment Analysis, 2013, Vol 2, No 1, 121-153
Number of Pages in PDF File: 27
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
07 Apr 12
Last Revised:
01 Aug 13
95
(188,155)
 

7.  
Structured Certificates of Deposit: Introduction and Valuation | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Services Review, Vol. 23, No. 3, 219-237, 2014
Number of Pages in PDF File: 22
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
01 Aug 13
Last Revised:
06 Nov 16
92
(170,378)
 

8.  
Valuation of Reverse Convertibles in the Variance Gamma Economy | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives and Hedge Funds, 19, 244-258, 2014
Number of Pages in PDF File: 20
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
01 Mar 12
Last Revised:
22 Feb 14
82
(231,276)
1

9.   Incl. Electronic Paper
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
17 Dec 13
Last Revised:
06 Nov 16
72
(253,359)
 

10.  
Ex-Post Structured Product Returns: Index Methodology and Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investing, Vol. 24, No. 2, 2015
Number of Pages in PDF File: 23
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Yan, Mike
Securities Litigation and Consulting Group
Posted:
06 Nov 13
Last Revised:
06 Nov 16
62
(189,329)
 

11.  
Dual Directional Structured Products | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives & Hedge Funds, Vol. 20, 99-112, 2014
Number of Pages in PDF File: 17
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
Husson, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Posted:
11 May 12
Last Revised:
06 Nov 16
55
(276,966)
 

12.  
Deng, Geng
Wells Fargo
Dulaney, Tim
Securities and Exchange Commission
McCann, Craig J.
Securities Litigation and Consulting Group
Yan, Mike
Securities Litigation and Consulting Group
Posted:
16 Feb 14
Last Revised:
06 Nov 16
50
(261,493)
 


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