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Book
Fee Speech: Adverse Selection and the Regulation of Mutual Funds
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Year: 1998 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Book
On the Regulation of Fee Structures in Mutual Funds
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Year: 1998 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Book
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance
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Year: 1997 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Auction Theory: A Summary with Applications to Treasury Markets
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Year: 1997 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model
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Year: 1997 Publisher: National Bureau of Economic Research

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Digital
Poisson-Gaussian processes and the bond markets
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Year: 1998 Publisher: Cambridge, Mass.

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Book
Text and context : language analytics in finance
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ISBN: 9781601989109 Year: 2014 Publisher: Hanover, MA ; Delft : now Publishers,

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This monograph surveys the technology and empirics of text analytics in finance. It presents various tools of information extraction and basic text analytics, surveying a range of techniques of classification and predictive analytics algorithms. It then reviews the literature on text mining and metrics used to assess the performance of text predictive analytics in finance, and its connection to networks, covering a wide range of text sources such as blogs, news, web posts, corporate filings, and more.


Digital
Average interest
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Year: 1997 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Digital
The central tendency: a second factor in bond yields
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Year: 1997 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Digital
Taming the skew: higher-order moments in modeling asset price processes in finance
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Year: 1997 Publisher: Cambridge, Mass. National Bureau of Economic Research

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