selected scholarly activity
-
chapters
-
journal articles
- A Pedagogic Note on the Inverse of the Sum of Matrices: Miller’s Theorem and a Spreadsheet-Based Illustration. Spreadsheets in Education. 13. 2022
- Remedies for Misapplications of Sylvester’s Criterion: A Pedagogic Illustration. Spreadsheets in Education. 12. 2021
- Addendum to a Case Study on Using Spreadsheets to Facilitate Committee Discussions and to Assist Committee Decisions in an Academic Setting: Graduate Admissions of Applicants with Degrees from Chinese Universities. Spreadsheets in Education. 12. 2020
- Solving the Black-Scholes Partial Differential Equation via the Solution Method for a One-Dimensional Heat Equation: A Pedagogic Approach with a Spreadsheet-Based Illustration. Spreadsheets in Education. 12. 2019
- What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?. Financial Markets and Portfolio Management. 32:77-110. 2018
- Using Spreadsheets to Facilitate Committee Discussions and to Assist Committee Decisions in an Academic Setting: A Case Study. Spreadsheets in Education. 10. 2018
- Shrinkage of the Sample Correlation Matrix of Returns Towards a Constant Correlation Target: A Pedagogic Illustration Based on Dow Jones Stock Returns. Spreadsheets in Education. 10. 2017
- The Arbitrage Pricing Model: A Pedagogic Derivation and a Spreadsheet-Based Illustration. Spreadsheets in Education. 9. 2016
- Interest Rate Conversion. Spreadsheets in Education. 8. 2015
- A Regression-Based Interpretation of the Inverse of the Sample Covariance Matrix. Spreadsheets in Education. 7. 2014
- Market Neutral Portfolio Selection: A Pedagogic Illustration. Spreadsheets in Education. 6. 2013
- Bond Duration: A Pedagogic Illustration. Spreadsheets in Education. 5. 2012
- Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration. Spreadsheets in Education. 5. 2012
- Geometric Brownian Motion, Option Pricing, and Simulation: Some Spreadsheet-Based Exercises in Financial Modeling. Spreadsheets in Education. 5. 2012
- An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration. Spreadsheets in Education. 4. 2011
- Time-Value Concepts, Bond Valuation, and Corresponding Spreadsheet Functions. Spreadsheets in Education. 5. 2011
- Bond Portfolio Laddering: A Mean-Variance Perspective. Journal of Applied Finance: theory, practice, education. 20:103-109. 2010
- Spreadsheet-Based Sudoku as a Tool for Teaching Logical Deduction. Spreadsheets in Education. 4. 2010
- The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration. Spreadsheets in Education. 4. 2010
- On the nature of mean-variance spanning. Finance Research Letters. 6:106-113. 2009
- Estimation Error in the Correlation of Two Random Variables: A Spreadsheet-Based Exposition. Spreadsheets in Education. 3. 2009
- Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices. Finance Research Letters. 5:236-244. 2008
- A mean-Gini approach to asset allocation involving hedge funds. Research in Finance. 24:197-212. 2008
- A Simple Spreadsheet-Based Exposition of the Markowitz Critical Line Method for Portfolio Selection. Spreadsheets in Education. 2:253-280. 2007
- Mean-Gini Portfolio Analysis: A Pedagogic Illustration. Spreadsheets in Education. 2:194-207. 2007
- SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION. International Journal of Theoretical & Applied Finance. 09:1071-1091. 2006
- SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION. International Journal of Theoretical & Applied Finance. 09:1071-1091. 2006
- LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION. International Journal of Theoretical & Applied Finance. 07:1-18. 2004
- LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION. International Journal of Theoretical & Applied Finance. 07:1-18. 2004
- Improving the Efficient Frontier. Journal of Portfolio Management. 29:69-79. 2003
- Portfolio Selection with Round-Lot Holdings. Advances in Investment and Analysis and Portfolio Management. 9:133-163. 2002
- Portfolio Analysis Using Spreadsheet Tools. Journal of Applied Finance: theory, practice, education. 11:70-81. 2001
- A Note on Market-Neutral Portfolio Selection. CFA Digest. 29:50-51. 1999
- A note on market-neutral portfolio selection. Journal of Banking & Finance. 23:773-799. 1999
- Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations. Journal of Banking & Finance. 21:369-391. 1997
- Foreign Risk-free Assets and Exchange Rate Risk in International Investment. Advances in Investment Analysis and Portfolio Management. 4:153-178. 1997
- The Noise Trader Hypothesis: The Case of Closed-End Country Funds. Research in Finance. 15:115-136. 1997
- Neural network forecasting of quarterly accounting earnings. International Journal of Forecasting. 12:475-482. 1996
- Price Effects of Stock Ownership Restrictions for Foreigners in Emerging Markets. Research in International Business and Finance. 13:257-265. 1996
- The pricing of exchange rate risk and stock market segmentation: The Canadian case. Review of Quantitative Finance and Accounting. 5:393-402. 1995
- Optimal portfolio selection under institutional procedures for short selling. Journal of Banking & Finance. 19:871-889. 1995
- TESTS OF THE VALUE LINE RANKING SYSTEM: SOME INTERNATIONAL EVIDENCE. Journal of Business Finance & Accounting. 22:575-585. 1995
- Dollar Cost Averaging: New Evidence on an Old Rule. Advances in Investment Analysis and Portfolio Management. 2:37-47. 1994
- OPTIONS LISTING, MARKET LIQUIDITY AND STOCK BEHAVIOUR: SOME CANADIAN EVIDENCE. Journal of Business Finance & Accounting. 20:687-698. 1993
- The Present Value Issue in a Sequential Selection Problem. Decision Sciences. 24:1057-1067. 1993
- An Empirical Investigation of the Random Character of Annual Earnings. Journal of Accounting, Auditing and Finance. 8:151-162. 1993
- Optimal portfolio selection without short sales under the full-information covariance structure: A pedagogic consideration. Journal of Economics and Business. 45:91-98. 1993
- The Impact of Options Listing on Stock Behaviour and Market Liquidity: Some Canadian Evidence. Journal of Business Finance & Accounting. 20:687-698. 1993
- A note on the transmission of public informtion across inetrnational stock markets. Journal of Banking & Finance. 16:831-837. 1992
- Optimal Sequential Selection in Capital Budgeting: One More Time. Financial Management. 21:19-19. 1992
- Friday the Thirteenth, Myth or Reality?. Quarterly Journal of Business and Economics. 30:111-117. 1991
- The Nature of Short Selling. Advances in Investment Analysis and Portfolio Management. 1:107-115. 1991
- Volume-Price Change Relations and the Costly Short Sales Hypothesis: Some Empirical Tests. Canadian Journal of Administrative Sciences. 8:175-178. 1991
- Weak-Form Efficiency in the Hong Kong Stock Markets. Advances in Quantitative Analysis of Finance and Accounting. 1B:147-157. 1991
- Optimal Portfolio Selection Using the General Multi‐Index Model: A Stable Paretian Framework*. Decision Sciences. 21:563-571. 1990
- International investment and currency risk. Journal of Economics and Business. 42:141-152. 1990
- Discussion of “Earnings surprises and prior insider trading: Tests of joint informativeness”. Contemporary Accounting Research. 6:547-549. 1990
- The hedging effectiveness of options and futures: A mean‐gini approach. Journal of Futures Markets, The. 10:61-73. 1990
- Day-of-the-Week Patterns in Futures Prices: Some Further Results. Quarterly Journal of Business and Economics. 29:68-88. 1990
- Risk versus return in the substitutability of debt and equity securities. Journal of Monetary Economics. 26:161-178. 1990
- Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence. Financial Analysts Journal. 45:67-71. 1989
- Spot and Forward Exchange Rates: A Causality Analysis. Journal of Business Finance & Accounting. 16:105-118. 1989
- A Sequential Selection Problem. Decision Sciences. 19:762-770. 1988
- Optimal Portfolio Selection and Cutoff Rates of Security Performance: A Multi‐Index Case*. Decision Sciences. 19:682-699. 1988
- A Note on Simple Criteria for Optimal Portfolio Selection. Journal of Finance. 43:241-245. 1988
- OPTIMAL PORTFOLIO SELECTION OF BONDS AND STOCKS*. Decision Sciences. 19:119-137. 1988
- Cash versus Futures Prices and the Weekend Effect: The Canadian Evidence. Advances in Futures and Options Research. 3:329-339. 1988
- Day of the Week Patterns in Stock Returns: the Canadian Evidence. Canadian Journal of Administrative Sciences. 5:38-42. 1988
- Optimal Sequential Selection in Capital Budgeting: A Shortcut. Financial Management. 17:54-54. 1988
- OPTIMAL PORTFOLIO SELECTION WITH UPPER BOUNDS FOR INDIVIDUAL SECURITIES*. Decision Sciences. 18:505-523. 1987
- Optimal Mix of Investment and Insurance Activities of Property-Liability Insurance Companies. Canadian Journal of Administrative Sciences. 4:169-185. 1987
- International exchange risk and asset substitutability. Journal of International Money and Finance. 5:449-466. 1986
- An Empirical Portfolio Analysis of Financial Asset Substitutability: The Case of the U.S. Household Sector. Quarterly Review of Economics and Business. 26:47-65. 1986
- A NOTE ON OPTIMAL PORTFOLIO SELECTION UNDER STABLE PARETIAN DISTRIBUTIONS*. Decision Sciences. 16:435-441. 1985
- Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis. Journal of business & economic statistics. 3:149-155. 1985
- Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis. Journal of business & economic statistics. 3:149-149. 1985
- Autoregressive Modelling of Accounting Earnings and Security Prices. Time Series Analysis: Theory and Practice. 7:249-262. 1985
- Portfolio Analysis Using Single Index, Multi‐Index, and Constant Correlation Models: A Unified Treatment. Journal of Finance. 39:1469-1483. 1984
- Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms. Journal of Financial and Quantitative Analysis. 18:411-411. 1983
- The demand for risky financial assets by the U.S. household sector 1983
- Efficiency of foreign exchange markets: an empirical study using maximum entropy spectral analysis 1982
- Efficient Market Tests of the Informational Content of Dividend Announcements: Critique and Extension. Journal of Financial and Quantitative Analysis. 16:193-193. 1981
- Debt maturity, default risk, and capital structure. Journal of Banking & Finance. 3:313-329. 1979
- Pollution monitoring systems based on resonance absorption measurements of ozone with a “tunable” CO_2 laser: some criteria. Applied Optics. 15:340-340. 1976
- Conduction Band Parameters in GaSb from High-Temperature Transport Measurements. Canadian Journal of Physics. 50:1068-1077. 1972
- Thermal conductivity of two-phase and three-phase heterogeneous solid mixtures. International Journal of Heat and Mass Transfer. 15:355-358. 1972
- Optical Properties of Semiconducting VO2 Films. Physical Review B: Condensed Matter and Materials Physics. 5:3138-3143. 1972
- Transport and Structural Properties of VO2 Films. Applied Physics Letters. 20:93-95. 1972
- Analysis of the two-band hall effect and magnetoresistance. Physica Status Solidi (B): Basic Research. 48:699-704. 1971
- ELECTROREFLECTANCE AND THERMOREFLECTANCE OF ZnSiAs2. Applied Physics Letters. 18:520-522. 1971
- Electroreflectance and thermoreflectance of ZnSnAs2. Physica Status Solidi (B): Basic Research. 44:k93-k96. 1971
- Electroreflectance spectra of some II–IV–As2 compounds. Canadian Journal of Physics. 48:2085-2096. 1970
- Electroreflectance of InAs. Canadian Journal of Physics. 46:2733-2738. 1968
- Conduction band of InAs. Canadian Journal of Physics. 46:1669-1675. 1968