| Asian options, the sum of lognormals, and the reciprocal gamma distribution MA Milevsky, SE Posner Journal of financial and quantitative analysis 33 (3), 409-422, 1998 | 363 | 1998 |
| The titanic option: valuation of the guaranteed minimum death benefit in variable annuities and mutual funds MA Milevsky, SE Posner Journal of Risk and Insurance, 93-128, 2001 | 243 | 2001 |
| Rates of convergence of nearest neighbor estimation under arbitrary sampling SR Kulkarni, SE Posner IEEE Transactions on Information Theory 41 (4), 1028-1039, 1995 | 163 | 1995 |
| A closed-form approximation for valuing basket options MA Milevsky, SE Posner Journal of Derivatives 5, 54-61, 1998 | 150 | 1998 |
| Valuing exotic options by approximating the SPD with higher moments SE Posner, MA Milevsky The Journal of Financial Engineering 7 (2), 1998 | 101 | 1998 |
| Covering numbers for real-valued function classes PL Bartlett, SR Kulkarni, SE Posner IEEE transactions on information theory 43 (5), 1721-1724, 1997 | 72 | 1997 |
| The pricing of event risks with parameter uncertainty KA Froot, SE Posner The Geneva Papers on Risk and Insurance Theory 27, 153-165, 2002 | 48 | 2002 |
| A continuous-time reexamination of dollar-cost averaging MA Milevsky, SE Posner international journal of theoretical and applied finance 6 (02), 173-194, 2003 | 35 | 2003 |
| Data-dependent k/sub n/-NN and kernel estimators consistent for arbitrary processes SR Kulkarni, SE Posner, S Sandilya IEEE Transactions on Information Theory 48 (10), 2785-2788, 2002 | 24 | 2002 |
| Issues in the pricing of catastrophe risk KA Froot, S Posner Trade Notes, Marsh & McLennan Securities, 2000 | 20 | 2000 |
| Another moment for the average option MA Milevsky, SE Posner Derivatives Quarterly 5, 47-54, 1999 | 10 | 1999 |
| Universal prediction of nonlinear systems SR Kulkarni, SE Posner Proceedings of 1995 34th IEEE Conference on Decision and Control 4, 4024-4029, 1995 | 9 | 1995 |
| Can Collars Reduce Retirement Sequencing Risk? Analysis of Portfolio Longevity Extension Overlays (LEO) MA Milevsky, SE Posner The Journal of Retirement 1 (4), 46-56, 2014 | 8 | 2014 |
| Dollar-cost average options, Brownian bridges and behavioral finance MA Milevsky, SE Posner Working paper, September 21, 2001, http://search. msn. com/preview. aspx, 1999 | 8 | 1999 |
| On-line learning of functions of bounded variation under various sampling schemes SE Posner, SR Kulkarni Proceedings of the sixth annual conference on Computational learning theory …, 1993 | 6 | 1993 |
| A Continuous-Time re-Examination of the Inefficiency of Dollar-Cost Averaging MA Milevsky, SE Posner SSBFIN-9901, 1999 | 5 | 1999 |
| Nonparametric output prediction for nonlinear fading memory systems SR Kulkarni, SE Posner IEEE transactions on automatic control 44 (1), 29-37, 1999 | 5 | 1999 |
| Option-adjusted equilibrium valuation of guaranteed minimum death benefits in variable annuities MA Milevsky, SE Posner Working Paper No. SSB 6-99, 1999 | 4 | 1999 |
| A theoretical investigation of randomized asset allocation strategies MA Milevsky, SE Posner Applied Mathematical Finance 5 (2), 117-130, 1998 | 3 | 1998 |
| Nonparametric estimation, regression, and prediction under minimal regularity conditions SE Posner Princeton University, 1995 | 3 | 1995 |
Moshe Arye MilevskyProfessor of Finance, Schulich School of Business, York University在 yorku.ca 的电子邮件经过验证
