Scholars@Duke
Emma Rasiel

Emma Rasiel

Richard Y. Li Professor of the Practice
Economics
emma.rasiel@duke.edu
Box 90097, Durham, NC 27708-0097
Box 90097, Social Science 228D, Duke University, Durham, NC 27708
Office hours

Selected Publications

Considerations of net present value in policy making regarding diagnostic and therapeutic technologies.

Journal Article Am Heart J · November 2008 BACKGROUND: The pharmaceutical and medical device industries function in a business environment in which shareholders expect companies to optimize profit within legal and ethical standards. A fundamental tool used to optimize decision making is the net pre ... Full text Link to item Cite

Index Volatility Futures in Asset Allocation: A Hedging Framework

Journal Article Lazard Asset Management--Investment Research · March 2008 Cite

Response [2]

Journal Article Science · February 23, 2007 Cite

Developing drugs for tuberculosis - Response

Journal Article SCIENCE · February 23, 2007 Link to item Cite

Prime and Subprime Mortgage Foreclosure Analysis

Journal Article Lazard Asset Management--Investment Research · 2007 Cite

Can prospect theory explain risk-seeking behavior by terminally ill patients?

Journal Article Med Decis Making · 2005 Patients with life-threatening conditions sometimes appear to make risky treatment decisions as their condition declines, contradicting the risk-averse behavior predicted by expected utility theory. Prospect theory accommodates such decisions by describing ... Full text Open Access Link to item Cite

The performance of alternative valuation models in the OTC currency options market

Journal Article Journal of International Money and Finance · January 1, 2003 We compare option valuation models based on regime-switching, GARCH, and jump-diffusion processes to a standard "smile" model, in which Black and Scholes (1973) implied volatilities are allowed to vary across strike prices. The regime-switching, GARCH, and ... Full text Open Access Cite