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Godfrey Cadogan

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This is information that was supplied by Godfrey Cadogan in registering through RePEc. If you are Godfrey Cadogan , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Godfrey
Middle Name:
Last Name: Cadogan
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RePEc Short-ID: pca647

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Affiliation

Ted Rogers School of Management
Ryerson University
Location: Toronto, Canada
Homepage: http://www.ryerson.ca/tedrogersschool/
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Handle: RePEc:edi:smryeca (more details at EDIRC)

Works

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Working papers

  1. G. Charles-Cadogan, 2012. "Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM," Papers 1206.4562, arXiv.org.
  2. Godfrey Charles-Cadogan, 2012. "Representation Theory for Risk On Markowitz-Tversky-Kahneman Topology," Papers 1206.2665, arXiv.org.
  3. Godfrey Charles-Cadogan, 2012. "Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets," Papers 1206.2662, arXiv.org.
  4. Cadogan, Godfrey, 2010. "Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance," MPRA Paper 23235, University Library of Munich, Germany.
  5. Cadogan, Godfrey, 2010. "Canonical Representation Of Option Prices and Greeks with Implications for Market Timing," MPRA Paper 23426, University Library of Munich, Germany.
  6. Cadogan, Godfrey, 2010. "Asymptotic Theory Of Stochastic Choice Functionals For Prospects With Embedded Comotonic Probability Measures," MPRA Paper 22380, University Library of Munich, Germany.
  7. Cadogan, Godfrey, 2010. "A Trade Policy Perspective On Import Quotas And The Substitution Effect," MPRA Paper 25862, University Library of Munich, Germany.
  8. Cadogan, Godfrey, 2010. "Commutative Prospect Theory and Stopped Behavioral Processes for Fair Gambles," MPRA Paper 22342, University Library of Munich, Germany.
  9. Cadogan, Godfrey, 2010. "Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach," MPRA Paper 25890, University Library of Munich, Germany, revised Oct 2010.
  10. Cadogan, Godfrey, 2009. "On behavioral Arrow Pratt risk process with applications to risk pricing, stochastic cash flows, and risk control," MPRA Paper 20174, University Library of Munich, Germany.
  11. Cadogan, Godfrey, 1994. "Do Public Sector Contracts And Policy Towards Small Firms Matter?: Evidence From Women Business Enterprises," MPRA Paper 26595, University Library of Munich, Germany, revised 14 Sep 2010.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2010-02-05
  2. NEP-EVO: Evolutionary Economics (1) 2010-05-02
  3. NEP-FOR: Forecasting (2) 2010-06-18 2010-10-30
  4. NEP-IAS: Insurance Economics (1) 2010-06-18
  5. NEP-INT: International Trade (1) 2010-10-23
  6. NEP-MST: Market Microstructure (1) 2012-06-25
  7. NEP-NEU: Neuroeconomics (1) 2010-05-02
  8. NEP-ORE: Operations Research (1) 2010-05-02
  9. NEP-RMG: Risk Management (1) 2010-02-05
  10. NEP-UPT: Utility Models & Prospect Theory (4) 2010-02-05 2010-05-02 2010-05-02 2012-06-25. Author is listed

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