Published Papers
"Economic Freedom and the Mispricing of Single-State Municipal
Bond Closed-end Funds" with Michael Stroup. Journal
of Economics and Finance, forthcoming.
"Volatility
Forecasting for Mutual Fund Portfolios," North American Journal of
Finance and Banking Research, 5 (5), 2011.
"Closed-End
Country Fund Premiums and Economic Freedom," with Michael Stroup. Applied Financial Economics, 20
(21), 2010.
"Expected
Utility and Common Portfolio Rebalancing Strategies," with J. B.
Stine. Journal of Asset Management, 10 (6), 2010.
"The
Impact of Skewness in the Hedging Decision,"
with S. Gilbert, and G. H. Morris.
Journal of Futures Markets. 26
(5), 2006.
"On
Conditional Volatility Transmission among Mutual Fund Portfolios,"
with M. A. Thompson. Applied Financial Economics Letters.
1 (6), 2005.
"Constant
Mix Portfolios and Risk Aversion," with J. B. Stine. Financial Counseling and
Planning. 16 (2), 2005.
"Corporate
Bond Funds and Macroeconomic Shocks," with M. A. Thompson. Finance Letters. October, 2004.
Journal Submissions
"A
Leveraged Buyout: The Burger King Case," with John Lewis. Journal
of Finance Case Research.
Working Papers
"Mutual Fund Risk-taking, Business Cycles, and Fiscal Year End"
"Cambior Inc.: A Case Study in
Financial Risk Management" with John Lewis