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Brandon O. Bradley, Ph.D.

Affiliations: 
2003 Boston University, Boston, MA, United States 
Area:
Mathematics, Finance
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Murad S. Taqqu grad student 2003 Boston University
 (Extremes, dependence and asset allocation.)

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Publications

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Bradley BO, Taqqu MS. (2004) An extreme value theory approach to the allocation of multiple assets International Journal of Theoretical and Applied Finance. 7: 1031-1068
Bradley BO, Taqqu MS. (2004) Asset allocation when guarding against catastrophic losses: A comparison between the structure variable and joint probability methods Quantitative Finance. 4: 619-636
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