Merrill W. Liechty

Drexel University - Department of Decision Sciences

Assistant Professor of Decision Sciences

3141 Chestnut St

Philadelphia, PA 19104

United States

http://www.pages.drexel.edu/~mwl25/

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 8,850

SSRN RANKINGS

Top 8,850

in Total Papers Downloads

5,653

SSRN CITATIONS
Rank 14,235

SSRN RANKINGS

Top 14,235

in Total Papers Citations

18

CROSSREF CITATIONS

54

Scholarly Papers (4)

1.

Portfolio Selection with Higher Moments

Number of pages: 50 Posted: 29 Dec 2004 Last Revised: 16 Mar 2010
Campbell R. Harvey, John Liechty, Merrill W. Liechty and Peter Mueller
Duke University - Fuqua School of Business, Pennsylvania State University, University Park, Drexel University - Department of Decision Sciences and The University of Texas M. D. Anderson Cancer Center
Downloads 4,076 (2,465)
Citation 89

Abstract:

Loading...

Bayesian decision problem, multivariate skewness, parameter uncertainty, optimal portfolios, utility function maximization, resampling, resampled portfolios, estimation error, mean-variance portfolios, expected returns, Markowitz optimization

2.

Bayes vs. Resampling: A Rematch

Journal of Investment Management, Vol. 6 No. 1, First Quarter 2008
Number of pages: 36 Posted: 26 Apr 2006
John Liechty, Campbell R. Harvey and Merrill W. Liechty
Pennsylvania State University, University Park, Duke University - Fuqua School of Business and Drexel University - Department of Decision Sciences
Downloads 948 (25,900)
Citation 1

Abstract:

Loading...

Bayesian decision problem, parameter uncertainty, optimal portfolios, utility function maximization, resampling

3.

Parameter Uncertainty in Asset Allocation

Number of pages: 46 Posted: 18 Dec 2009 Last Revised: 18 Mar 2010
Campbell R. Harvey, John Liechty and Merrill W. Liechty
Duke University - Fuqua School of Business, Pennsylvania State University, University Park and Drexel University - Department of Decision Sciences
Downloads 495 (61,903)

Abstract:

Loading...

Bayesian decision problem, parameter uncertainty, optimal portfolios, utility function maximization, resampling

4.

Revealed Preferences for Portfolio Selection - Does Skewness Matter?

Applied Economics Letters (2016)
Number of pages: 18 Posted: 07 Aug 2016 Last Revised: 25 Nov 2018
Merrill W. Liechty and Ümit Saglam
Drexel University - Department of Decision Sciences and East Tennessee State University
Downloads 134 (233,655)

Abstract:

Loading...

Market preferences, Mean-Variance-Skewness optimal portfolios, Bi-level optimization