2500 Broadway
Lubbock, TX 79409
United States
Texas Tech University
Behavioral Finance, Rational Finance
Rational Finance, Equity Premium Puzzle, Normal compound inverse Gaussian distribution
Flash Crashes, Subordinated Lévy Processes, Early Warning Indicators
Behavioral finance; dynamic asset pricing models; Levy-stable distribution; normal compound inverse Gaussian distribution; variance-gamma-gamma distribution
option pricing, hedging, Merton's jump diffusion model, stochastic volatility model, tail-loss ratio risk measure
Adaptive portfolio optimization, Shadow risk-free rate, Long-range dependence, Computational asset pricing
Geopolitical Risk, Climate Policy Uncertainty, GGERI Index, Tail Risk Spillovers, Systemic Financial Risk
Reward-Risk Ratios, Stock Selection Criteria, Portfolio Rebalancing, State-Dependent Optimal Allocation, ESG Policy Regimes
Asset Pricing, Volatility, Long Memory, Uncertainty Shocks, Financial Market Modeling
global dollar environmental financial index; dollar environmental financial index; environmental, social, and governance factors; green gross domestic product; environmental sustainability index; portfolio theory
Probability Weighting Functions, Rational Dynamic Asset Pricing Theory, Behavioral Finance, Equity Premium Puzzle
Misspecified Learning, Probability-Weighting Function, Belief Switching Thresholds, Belief Discontinuities
Option Pricing, Multivariate Affine GARCH, Portfolio Optimization, Wealth Accumulation. JEL Codes: G10, G11, G13, G17
Portfolio Optimization, Portfolio Forecasts, Probability Weighting Function, Tangent Portfolios, Distributional Laws
Global FX Stress Index, Dollar Funding Pressue, Affine Term Structure Model, Yield Curve Inversions
Stochastic Volatility, Jump-Diffusion, Partial Integro-Differential Equations, Option Pricing, CGMY, L´Evy Measure
Pre-Trade Uncertainty, Subordinated Lévy Processes, Stochastic Business Time, Limit Order Book, Bid-Ask Decomposition
