O'Sullivan, P and Edelman, D. (2013). Adaptive Universal Portfolios, European Journal of Finance, Forthcoming. Download here
Guasoni, P. and Robertson, S. (2012) Portfolios and Risk Premia for the Long Run, Annals of Applied Probability, 22, no.1, 239 - 284 Download here
Conlon, T. and Cotter, J. (2012) Downside Risk and the Energy Hedger's Horizon, Energy Economics, forthcoming
Guasoni, P. and Robertson, S. (2012) Static Fund Separation of Long Term Investments, Mathematical Finance, forthcoming
Cotter, K., Dowd, K., Loh, L (2011) US Core Inflation: A Wavelet Analysis, Macroeconomic Dynamics, forthcoming
Edelman, D. (2011) Sustainability of Tote Betting Markets in the Presence of Sophisticated Play, forthcoming
Cotter, J., Case, K. and Gabriel, S. (2011) Risk Housing Investment, Risk and Return: New Evidence from a housing asset-pricing model, Journal of Portfolio Management, 35, 89 - 109
Cotter, J. and Hanly (2011) A Utility Based Approach to Energy Hedging, Energy Economics, 34, no. 3, 817 - 827 Open access link
Cotter, J., Dowd, K. and Morgan, W. (2011) Extreme Measures of Agricultural Financial Risk, Journal of Agricultural Economics, 63, no. 1, 65 -82. Open access link
Lepinette, E., Guasoni, P., Rasonyi, M. (2011) The Fundamental Theorem of Asset Pricing under Transaction Costs, Finance and Stochastics,16, no.4, 741-777 Download hereConnor, G., T. Flavin and B. O’Kelly, (2011) The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features, Journal of International Money and Finance, Link
Connor, G., Hagmann, M., Linton, O. (2011) Efficient Semiparametric Estimation of the Fama French Model and Extensions, Econometrica, 63, no. 2, 713 - 754 Link
Guasoni, P., Huberman, G. and Wang, Z., (2011) Performance Maximization of Actively Managed Funds, Journal of Financial Economics, 101, no. 3, 574 - 595 Download here
Guasoni, P. and Obloj, J. (2011) The Incentives of Hedge Fund Fees and High Water Marks. forthcoming - Pre-print available here.
Conlon, T., and Cotter, J., (2011) An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition, The Journal of Futures Markets, 32, no. 3, 272 - 299 Open access link
Cotter, J., and Hanly, J., (2011) Futures Hedging Effectiveness under Conditions of Asymmetry, European Journal of Finance, 18, no.2, 135 - 147 Download here
Cotter, J., and Dowd, K., (2011) Extreme Global Equity Market Risk, Journal of Derivatives and Hedge Funds, 17, no.4, 313 - 325 Download here
Cui, W., Brabazon, A. and O' Neill, M. (2011). Dynamic Trade Execution: A Grammatical Evolution Approach. International Journal of Financial Markets and Derivatives. Vol. 2, no.1/2, 4 - 31 Open access link
Cotter, J., Dowd, K. and Loh, L. (2010). U.S. Core Inflation: A Wavelet Analysis, Macroeconomic Dynamics, forthcoming Open access linkCotter, J., Dowd, K. (2010). Estimating Financial Risk Measures for Futures Positions: A Nonparametric Approach, Journal of Futures Markets, 30, 689-703. Link
Cotter, J. and Hanly, J. (2010). Time Varying Risk Aversion: An Application to Energy Hedging, Energy Economics, 32, 432-441. Open access link
Cotter, J. and Dowd, K. (2010). Intra-Day Seasonality in Foreign Exchange Market Transactions, International Review of Economics and Finance, 19, 287-294. Open access link
Edelman, D (2010) Editor's introduction, Journal of Computational Finance, 13, no. 3.
Cotter, J. and Hanly, J. (2009). Hedging: Scaling and the Investor Horizon, Journal of Risk, 12, 49-77.