Below you will find some of my Manuscripts

Recent Working Papers have not been posted yet!

Manuscripts

• Growth Options and Corporate Excess Cash Holdings (with L. Soenen, presented at the 11^th International Conference on Real Options, 8 June 2007)

• Maximum Likelihood Estimation of Double Exponential Jump-Diffusion Process, (With Y. Zeng, Annals of Finance, Nov. 2006)

• An Empirical Assessment of the Double Exponential Jump-Diffusion Process. (15 October 2004)

• Real Options, Corporate Profitability, and Shareholder Value Creation, (The Abstract is here) Prepared for the 7^th International Conference on Real Options (July 2003).

• Growth, Corporate Profitability, and Value Creation, Financial Analysts Journal (Dec. 2002)

• Optimizing Portfolio Transitions, Institutional Investor Journal (2001)

• Insurance and Reinsurance Contracts as Complex Derivatives, Journal of Risk (2001)

• Risk Management Tools as Complex Derivatives, Journal of Financial Engineering (1999)

• Was FAIR Fair to U.S. Corn Growers? (1998)

• Stochastic Market Cycles and Option Valuation; Work in progress

• Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes;

• Qualitative Attributes and Asset Prices; Work in progress

• A Non-Parametric Approach to Pricing Financial Assets; Work in progress

• Non-Parametric Estimation of Nutrient Demand: AVAS; Journal of Agricultural and Resource Economics (1995)

• Non-Parametric Estimation of Nutrient Demand: Kernel Estimators; Journal of Consumer Affairs (1995)

• Demand for Imported Foods in Saudi Arabia; Journal of International Economic Integration (1995)

• Aggregation in Demand Systems; American Journal of Agricultural Economics (1995)

• On Application of LWR to Nutrient Intake Data; Work in progress