Phelim Boyle

Publication Activity (10 Years)

Years Active: 1995-2012
Publications (10 Years): 0

Top Topics

Portfolio Selection

Search Result Diversification

Top Venues

Publications

Phelim Boyle, Lorenzo Garlappi, Raman Uppal, Tan Wang
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification. Manag. Sci. 58 (2) (2012)
Phelim Boyle, Mark Broadie, Paul Glasserman
Recent advances in simulation for security pricing (1995). WSC (2007)
Phelim Boyle, Alex Potapchik
Application of high-precision computing for pricing arithmetic asian options. ISSAC (2006)
Phelim Boyle, Mark Broadie, Paul Glasserman
Recent Advances in Simulation for Security Pricing. WSC (1995)