Scholarly Works - Journal articles
Journal article
Am Heart J
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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 ...
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Journal article
Lazard Asset Management--Investment Research
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March 2008
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Journal article
Science
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February 23, 2007
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Journal article
Lazard Asset Management--Investment Research
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2007
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Journal article
Med Decis Making
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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 ...
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Journal article
Journal of International Money and Finance
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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 ...
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