Critical Finance Review →

Academic Financial Economics Journal

FAMe Jagazine →

5-Page Summaries


including my personal views on meta-finance, professional ethics, economics, finance, etc.



relative pricing of deep out-of-the-money index puts, includes plots.
From The (Time-Varying) Importance of Disaster Risk. Financial Analysts Journal 72-5, Sep/Oct 2016. doi: 10.2469/faj.v72.n5.3.

UCLA is the world's youngest top-20 university. It was founded only in the 20th century.
Don't miss my favorite site: Historical UCLA images →. In 1922, it looked like this from Pico Boulevard The P.E. track will become Santa Monica Blvd. The line of trees will become Beverly Glen. I also have the Anderson UCLA faculty facebook from 1991.

Interested to become a visiting scholar at UCLA Anderson? Apologies, but we get about 100 inquiries a year from individuals who want to be visiting scholars. I understand this very legitimate interest. Unfortunately, we have virtually no resources [time, office space, administrative arrangements] to accomodate such visits. Unless you already work with someone here at UCLA, it is exceedingly unlikely that we will be able to accomodate you.

Interested to have me join as a coauthor on a project? Apologies, but I really work only locally on papers with close friends. I don't accept invitations to join other teams, no matter how well meant such invitations are. The problem is that I am just too busy with all the many projects I already have. I have negative time left.


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