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Brandon O. Bradley, Ph.D. - Publications

Affiliations: 
2003 Boston University, Boston, MA, United States 
Area:
Mathematics, Finance
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2 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2004 Bradley BO, Taqqu MS. An extreme value theory approach to the allocation of multiple assets International Journal of Theoretical and Applied Finance. 7: 1031-1068. DOI: 10.1142/S0219024904002815  0.362
2004 Bradley BO, Taqqu MS. Asset allocation when guarding against catastrophic losses: A comparison between the structure variable and joint probability methods Quantitative Finance. 4: 619-636. DOI: 10.1080/14697680400008635  0.362
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