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Browsing by Academic Advisor Mulvey, John

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Class YearAuthor(s)TitleAdvisor
2023Luo, JustinIdentifying Drivers of Cyclical Returns in Semiconductor Equities: A Jump Model ApproachMulvey, John
2012Perlman, Harris ScottImitating Masters:On Replicating the Investment Returns of Fine ArtMulvey, John
2001Foran, Brian D.Incorporating Uncertainty in Nonprofit BudgetingMulvey, John
2023Nakayama, RyukiIndex-Based Longevity Risk Hedging Using the M7-M5 Model: Analysis on the Japanese Public Pension SystemMulvey, John
-Lin, ChangleIntegrated Asset Allocation Strategies: Application to Institutional InvestorsMulvey, John
1995Beckner, Christa MeganIntertemporal Consumption, Savings, and Portfolio Decision Making: An Integrated ApproachMulvey, John
2019Gupta, SarangInvestigating the excess risk-adjusted returns to merger arbitrage in SingaporeMulvey, John
2012Condronimpuno, DanielLeading Industries: Evidence from Emerging Markets and Application of Regime-Switching Investment ModelsMulvey, John
2019Chen, EricLife-Cycle Asset Allocation Strategies for Individual InvestorsMulvey, John
2013Hsu, Ling-Chen EricLIQUIDITY AND INVESTMENT STYLES IN THE COMMODITY FUTURES MARKETMulvey, John
2008Birge, Richard G.Loan Loss as a Function of the Interest Rate: Reassessing Probability of Default for a Portfolio of Homogeneous LoansMulvey, John
2014Rungrojchaiporn, TanakritLong Term Financial Planning for Sovereign Wealth Funds and Family Offices: A Multistage Stochastic Programming ApproachMulvey, John
2009Wang, YaoLost Decade: 1999-2008 The Case for Multi-Strategy Investment ManagementMulvey, John
2019Chen, SophiaA Macroeconomic-Based Risk Management Approach to Assessing the Credit Risk of Real Estate Companies in ChinaMulvey, John
2009Preston, Elaine MarieMitigationin Times of Contagion: A Study of Multi-Strategy PortfoliosMulvey, John
2011Chen, ZhaonianModeling Financial Markets: Asset Bubbles, Fat Tails, and Efficient MarketsMulvey, John
2014Ye, MichaelA Monte Carlo Analysis of the Application of the Kelly Criterion on a Finite Time HorizonMulvey, John
2013Kim, Ji HyunNEW OPPORTUNITIES IN CURRENCY CARRY TRADEMulvey, John
1995Chapman, BradNo Guts, No Glory Investing in Central European Capital MarketsMulvey, John
1995Schoebel, Hartmann A.R.Optimal Pricing Model for Delivery SystemsMulvey, John