Mark Bertus

Auburn University

Assistant Professor

415 W Magnolia

Lowder rm 303

Auburn, AL 36849

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 1,284

SSRN RANKINGS

Top 1,284

in Total Papers Downloads

17,436

CITATIONS

1

Scholarly Papers (5)

1.

A Simplified Approach to Understanding the Kalman Filter Technique

Number of pages: 24 Posted: 07 May 2005 Last Revised: 17 Apr 2008
Tom Arnold, Mark Bertus and Jonathan M. Godbey
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads 13,983 (105)

Abstract:

Kalman Filter, time series, EM algorithm, Excel, Pedagogy

2.

A Theoretical and Empirical Assessment of Bank Risk-Shifting Behavior

Number of pages: 31 Posted: 15 Feb 2007
Auburn University, Auburn University, Jinan University - Department & Institute of Finance and Milken Institute
Downloads 161 (144,672)
Citation 1

Abstract:

Global Banking Systems, Risk-shifting, Basel, Market Discipline

3.

An Exposition on the Mathematics and Economics of Option Pricing

Business Education & Accreditation, v. 5 (1) p. 1-16
Number of pages: 16 Posted: 29 Jan 2013
Luke Miller and Mark Bertus
Saint Anselm College and Auburn University
Downloads 87 (217,936)

Abstract:

Options Pricing, Black-Scholes Model, Stochastic Calculus, Pedagogy

4.

A Cross-Country Assessment of Bank Risk-Shifting Behavior

Review of Pacific Basin Financial Markets and Policies, Vol. 11, Issue 1, pp. 1-34, 2008
Posted: 14 Oct 2009
Auburn University, Auburn University, Jinan University - Department & Institute of Finance and Milken Institute

Abstract:

Banking, financial institutions, regulation and risk

5.

Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate

Journal of Real Estate Finance and Economics, Vol. 37, No. 3, 2008
Posted: 01 Oct 2008
Mark Bertus, Harris Hollans and Steve Swidler
Auburn University, Auburn University - College of Business and Auburn University - College of Business

Abstract:

hedging, risk management, housing, residential real estate