Events

The Second issue of the Michael J. Brennan Irish Finance Working Paper Series

September 2018 saw the publication of the second issue of the Michael J. Brennan Irish Finance Working Paper Series.  This series is kindly sponsored by Susquehanna International Securities (SIG).   Featuring ongoing research as part of the Valuation and Risk (VAR) project, this research is supported by Science Foundation Ireland.  This issue includes contributions on the following research topics: the examination of the use of long-run wavelet-based correlation approaches for modelling financial time series; estimating options implied tail risk and their relationship with market returns; determination of option portfolio selection; and dividend pay-out implications for privatized firms. 

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