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Publications

by members of

York University → Schulich School of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Hal E. Hershfield & Suzanne Shu & Jeffrey R. Brown & Abigail Hurwitz & Moshe Arye Milevsky & Olivia S. Mitchell & Tamiko Toland, 2026, "The Annuity Puzzle Revisited: Barriers, Behavior, and Policy Paths to Lifetime Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 35145, Apr.

2025

  1. Moshe A. Milevsky & Thomas S. Salisbury & Robyn Allen, 2025, "Equitable Longevity Risk Sharing or, the raison d'\^etre for a First Nations Pension Plan," Papers, arXiv.org, number 2512.00122, Nov.

2024

  1. Alexander Coutts & Boon Han Koh & Zahra Murad, 2024, "The signals we give: Performance feedback, gender, and competition," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2024-02, Jan.
  2. Jan L. M. Dhaene & Moshe A. Milevsky, 2024, "Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat," Papers, arXiv.org, number 2402.00855, Feb.
  3. Moshe A. Milevsky & Thomas S. Salisbury, 2024, "The Riccati Tontine: How to Satisfy Regulators on Average," Papers, arXiv.org, number 2402.14555, Feb.

2022

  1. Rute M. Caeiro & Alexander Coutts & Teresa Molina-Millan & Pedro C. Vicente, 2022, "Follow the leader: community-based health insurance in West Africa," NOVAFRICA Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, NOVAFRICA, number wp2206.
  2. Alexander Coutts & Teresa Molina-Millan & Pedro C. Vicente, 2022, "Belief systems and health behaviors in Guinea-Bissau," NOVAFRICA Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, NOVAFRICA, number wp2207.
  3. Devin Bunten & Ellen Fu & Lyndsey Rolheiser & Christopher Severen, 2022, "The Problem Has Existed over Endless Years: Racialized Difference in Commuting, 1980–2019," Working Papers, Federal Reserve Bank of Philadelphia, number 22-13, Apr, DOI: 10.21799/frbp.wp.2022.13.

2021

  1. Armand, Alex & Coutts, Alexander & Vicente, Pedro & Vilela, Dr. Ines, 2021, "Measuring corruption in the field using behavioral games," CEPR Discussion Papers, Centre for Economic Policy Research, number 16596, Oct.
  2. Moshe A. Milevsky & Thomas S. Salisbury, 2021, "Refundable income annuities: Feasibility of money-back guarantees," Papers, arXiv.org, number 2111.01239, Nov.

2019

  1. Alex Armand & Alexander Coutts & Pedro C. Vicente & Ines Vilela, 2019, "Does Information Break the Political Resource Curse? Experimental Evidence from Mozambique," IFS Working Papers, Institute for Fiscal Studies, number W19/01, Jan.
  2. Alexander Coutts, 2019, "Identifying communication spillovers in lab in the field experiments," NOVAFRICA Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, NOVAFRICA, number wp1903.
  3. Mohamed Gomaa & Kiridaran Kanagaretnam & Stuart Mestelman & Mohamed Shehata, 2019, "Experimental Evidence on the Impact of Replacing the Incurred Credit Loss Model of Bank Loan Loss Provisions with the International or US Accounting Standards Boards’ Expected Credit Loss Models," Department of Economics Working Papers, McMaster University, number 2019-10, Sep.

2018

  1. Huaxiong Huang & Moshe A. Milevsky & Thomas S. Salisbury, 2018, "Retirement spending and biological age," Papers, arXiv.org, number 1811.09921, Nov.
  2. Moshe A. Milevsky & Thomas S. Salisbury & Alexander Chigodaev, 2018, "The implied longevity curve: How long does the market think you are going to live?," Papers, arXiv.org, number 1811.09932, Nov.
  3. Moshe A. Milevsky, 2018, "Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling," Papers, arXiv.org, number 1811.11326, Nov.

2017

  1. Alexander Coutts, 2017, "Good news and bad news are still news: Experimental evidence on belief updating," NOVAFRICA Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, NOVAFRICA, number wp1703.
  2. Ming Dong & David Hirshleifer & Siew Hong Teoh, 2017, "Misvaluation and Corporate Inventiveness," NBER Working Papers, National Bureau of Economic Research, Inc, number 24142, Dec.

2016

  1. Kohamed Gomaa & Kiridaran Kanagaretnam & Stuart Mestelman & Mohamed Shehata, 2016, "Test-bedding the Replacement of the Incurred Credit Loss Model with an Expected Credit Loss Model: The Case of Trade Receivables," Department of Economics Working Papers, McMaster University, number 2016-05, May.
  2. M. A. Milevsky & T. S. Salisbury, 2016, "Equitable retirement income tontines: Mixing cohorts without discriminating," Papers, arXiv.org, number 1610.09384, Oct.
  3. Moshe A. Milevsky & Thomas S. Salisbury, 2016, "Optimal retirement income tontines," Papers, arXiv.org, number 1610.10078, Oct.

2015

  1. Coutts, Alexander, 2015, "Testing Models of Belief Bias: An Experiment," MPRA Paper, University Library of Munich, Germany, number 67507, Aug.
  2. Moshe A. Milevsky & Virginia R. Young, 2015, "Annuitization and asset allocation," Papers, arXiv.org, number 1506.05990, Jun.

2014

  1. Dong, Ming, 2014, "Market reaction to transparency: An empirical study on life insurance demand in Europe," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 17/14.

2013

  1. Kiridaran Kanagaretnam & Stuart Mestelman & S. M. Khalid Nainar & Mohamed Shehata, 2013, "Transparency, Empowerment, Disempowerment and Trust in an Investment Environment," Department of Economics Working Papers, McMaster University, number 2013-09, Jun, revised Oct 2013.
  2. H. Huang & M. A. Milevsky & T. S. Salisbury, 2013, "Optimal initiation of a GLWB in a variable annuity: no arbitrage approach," Papers, arXiv.org, number 1304.1821, Apr.
  3. Moshe A. Milevsky & Thomas S. Salisbury, 2013, "Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693," Papers, arXiv.org, number 1307.2824, Jul.

2012

  1. Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2012, "Overvalued equity and financing decisions," MPRA Paper, University Library of Munich, Germany, number 40221, Jul.
  2. Kiridaran Kanagaretnam & Stuart Mestelman & S. M. Khalid Nainar & Mohamed Shehata, 2012, "Trust and Reciprocity, Empowerment and Transparency," Department of Economics Working Papers, McMaster University, number 2012-12, Oct.
  3. Huaxiong Huang & Moshe A. Milevsky & Thomas S. Salisbury, 2012, "Optimal retirement consumption with a stochastic force of mortality," Papers, arXiv.org, number 1205.2295, May.
  4. Huaxiong Huang & Moshe A. Milevsky & Thomas S. Salisbury, 2012, "A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA)," Papers, arXiv.org, number 1205.2513, May.
  5. Huaxiong Huang & Moshe A. Milevsky & Thomas S. Salisbury, 2012, "Valuation and hedging of the ruin-contingent life annuity (RCLA)," Papers, arXiv.org, number 1205.3686, May.

2009

  1. Mark J. Kamstra & Robert J. Shiller, 2009, "The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1717, Aug.
  2. Kiridaran Kanagaretnam & Stuart Mestelman & Khalid Nainar & Mohamed Shehata, 2009, "The Impact of Social Value Orientation and Risk Attitudes on Trust and Reciprocity," Department of Economics Working Papers, McMaster University, number 2008-06, May.
  3. Kiridaran Kanagaretnam & Stuart Mestelman & S.M.Khalid Nainar & Mohamed Shehata, 2009, "Trust and Reciprocity with Transparency and Repeated Interactions," Department of Economics Working Papers, McMaster University, number 2009-03, May.

2008

  1. Erhan Bayraktar & Moshe Milevsky & David Promislow & Virginia Young, 2008, "Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities," Papers, arXiv.org, number 0802.3250, Feb.

2007

  1. Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2007, "Stock market misvaluation and corporate investment," MPRA Paper, University Library of Munich, Germany, number 3109, May, revised 05 May 2007.
  2. Moshe A. Milevsky & S. David Promislow & Virginia R. Young, 2007, "Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments," Papers, arXiv.org, number 0705.1302, May.

2006

  1. Kiridaran Kanagaretnam & Stuart Mestelman & Khalid Nainar & Mohamed Shehata, 2006, "Trust, Reciprocity and the Roles of Sex, Value Orientation and Risk Attitudes in an Investment Game," Department of Economics Working Papers, McMaster University, number 2006-04, Aug.
  2. Miquel Faig & Pauline Shum, 2006, "What Explains Household Stock Holdings?," Working Papers, University of Toronto, Department of Economics, number tecipa-218, Mar.

2005

  1. Roger Ibbotson & Peng Chen & Moshe Milevsky & Xingnong Zhu, 2005, "Human Capital, Asset Allocation, and Life Insurance," Yale School of Management Working Papers, Yale School of Management, number amz2513, May, revised 01 Nov 2008.

2004

  1. Ming Dong & Chris Robinson & Chris Veld, 2004, "Why Individual Investors Want Dividends," Finance, University Library of Munich, Germany, number 0412009, Dec.
  2. MING DONG & David Hirshleifer & SCOTT RICHARSON & Siew Hong Teoh, 2004, "Does Investor Misvaluation Drive the Takeover Market?," Finance, University Library of Munich, Germany, number 0412002, Dec.
  3. Ming Dong & David Hirshleifer, 2004, "A Generalized Earnings-Based Stock Valuation Model," Finance, University Library of Munich, Germany, number 0412008, Dec.
  4. Sanjai Bhagat & Ming Dong & David A. Hirshleifer & Robert B. Noah, 2004, "Do Tender Offers Create Value? New Methods and Evidence," Finance, University Library of Munich, Germany, number 0412011, Dec.
  5. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004, "Winter blues and time variation in the price of risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-8.
  6. Glen Donaldson & Mark Kamstra, 2004, "Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-6.

2003

  1. Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003, "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-4.

2002

  1. Cao Melanie & Shouyong Shi, 2002, "Signalling in the Internet Craze of Initial Public Offerings," Working Papers, University of Toronto, Department of Economics, number shouyong-02-03, Jul.
  2. Mark Kamstra & Lisa Kramer & Maurice D. Levi, 2002, "Winter blues: a SAD stock market cycle," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-13.

2001

  1. Zhiwu Chen & Ming Dong, 2001, "Stock Valuation and Investment Strategies," Yale School of Management Working Papers, Yale School of Management, number ysm212, Jul, revised 01 Oct 2001.
  2. Mark Kamstra, 2001, "Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2001-21.
  3. Donaldson, R.G. & Kamstra, M., 2001, "Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff," Discussion Papers, Department of Economics, Simon Fraser University, number dp01-1.

2000

  1. Melanie Cao & Shouyong Shi, 2000, "Screening, Bidding, and the Loan Market Tightness," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-09, Jan.
  2. Miquel Faig & Pauline Shum, 2000, "Portfolio Choice in the Presence of Personal Illiquid Projects," Working Papers, University of Toronto, Department of Economics, number faig-00-03, May.

1999

  1. Cao, M. & Wei, J., 1999, "Pricing Weather Derivative : An Equilibrium Approach," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-002.
  2. Melanie Cao & Shouyong Shi, 1999, "Market Integration, Matching and Wages," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 79, Apr.
  3. Melanie Cao & Shouyong Shi, 1999, "Publicity And The Clustering Of Ipo Underpricing," Working Paper, Economics Department, Queen's University, number 990, Jul.
  4. Mark Kamstra & R. Glen Donaldson, 1999, "The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate," Computing in Economics and Finance 1999, Society for Computational Economics, number 954, Mar.
  5. Kamstra, M., 1999, "Dividends, Earnings and Fundamental Valuation," Discussion Papers, Department of Economics, Simon Fraser University, number dp99-11.

1998

  1. Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998, "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-04.
  2. Kamstra, M., 1998, "The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-05.
  3. Kamstra, M. & Kennedy, P. & Suan, T.-K., 1998, "Combining Bond Rating Forecasts Using Logit," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-10.

1997

  1. Melanie Cao, 1997, "Equilibrium Valuation Of Options On The Market Portfolio With Stochastic Volatility And Return Predictability," Working Paper, Economics Department, Queen's University, number 961, Aug.
  2. Melanie Cao, 1997, "Equilibrium Valuation Of Currency Options In A Small Open Economy," Working Paper, Economics Department, Queen's University, number 960, May.
  3. Miquel Faig & Pauline Shum, 1997, "INVESTMENT IRREVERSIBILITY AND ENDOGENOUS FINANCING: An Evaluation of the Corporate Tax Effects," Working Papers, University of Toronto, Department of Economics, number faig-97-02, Aug.

1996

  1. Donaldson, R.G. & Kamstra, M., 1996, "Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles," Discussion Papers, Department of Economics, Simon Fraser University, number dp96-02.
  2. Miquel Faig & Pauline Shum, 1996, "Irreversible Investment, Financing Choice and Asymmetric Corporate Taxes," Working Papers, University of Toronto, Department of Economics, number faig-96-01, May.
  3. Pauline M. Shum & James E. Pesando, 1996, "Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong," Working Papers, York University, Department of Economics, number 1997_02, Sep.

1995

  1. Harrald, P. & Kamstra, M., 1995, "Evolving Artificial Neural Networks to Combine Financial Forecasts," Discussion Papers, Department of Economics, Simon Fraser University, number dp95-04.

1992

  1. Shum, P., 1992, "Taxes and Capital Structure Choice - Some Canadian Evidence," Papers, York (Canada) - Department of Economics, number 92-6.
  2. Shum, P., 1992, "Corporate Taxes and Investment Horizon," Papers, York (Canada) - Department of Economics, number 93-5.

1991

  1. Kamstra, M., 1991, "A Neural Network Test for Heteroskedasticity," Discussion Papers, Department of Economics, Simon Fraser University, number dp91-06.

Undated

  1. R. Glen Donaldson & Mark Kamstra, undated, "Forecasting Fundamental Asset Return Distributions," Computing in Economics and Finance 1997, Society for Computational Economics, number 176.

Journal articles

2025

  1. Milevsky, Moshe Arye & Velazquez, Marcos, 2025, "Pensions and protestants: or why everything in retirement can’t be optimized," Annals of Actuarial Science, Cambridge University Press, volume 19, issue 3, pages 573-592, November.
  2. Moshe A. Milevsky & Thomas S. Salisbury, 2025, "The Riccati tontine: how to satisfy regulators on average," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 50, issue 1, pages 72-102, March, DOI: 10.1057/s10713-024-00105-9.

2024

  1. Coutts, Alexander, 2024, "The age of consequences: Unraveling conflict's impact on social preferences, norm enforcement, and risk-taking," Journal of Economic Behavior & Organization, Elsevier, volume 218, issue C, pages 48-67, DOI: 10.1016/j.jebo.2023.11.027.
  2. Alexander Coutts & Leonie Gerhards & Zahra Murad, 2024, "What to Blame? Self-Serving Attribution Bias with Multi-Dimensional Uncertainty," The Economic Journal, Royal Economic Society, volume 134, issue 661, pages 1835-1874.
  3. Dhaene, Jan & Milevsky, Moshe A., 2024, "Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat?," Insurance: Mathematics and Economics, Elsevier, volume 119, issue C, pages 238-250, DOI: 10.1016/j.insmatheco.2024.09.003.

2023

  1. Armand, Alex & Coutts, Alexander & Vicente, Pedro C. & Vilela, Inês, 2023, "Measuring corruption in the field using behavioral games," Journal of Public Economics, Elsevier, volume 218, issue C, DOI: 10.1016/j.jpubeco.2022.104799.

2022

  1. Coutts, Alexander, 2022, "Identifying communication spillovers in lab-in-the-field experiments," Journal of Development Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jdeveco.2022.102845.
  2. Milevsky, Moshe A. & Salisbury, Thomas S., 2022, "Refundable income annuities: Feasibility of money-back guarantees," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 175-193, DOI: 10.1016/j.insmatheco.2022.03.004.

2021

  1. Au, Shiu-Yik & Dong, Ming & Tremblay, Andreanne, 2021, "Employee Flexibility, Exogenous Risk, and Firm Value," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 3, pages 853-884, May.
  2. Lyndsey Rolheiser, 2021, "Old, small and unwanted: Post-war housing and neighbourhood socioeconomic status," Urban Studies, Urban Studies Journal Limited, volume 58, issue 14, pages 2952-2970, November, DOI: 10.1177/0042098020965976.

2020

  1. Alex Armand & Alexander Coutts & Pedro C. Vicente & Inês Vilela, 2020, "Does Information Break the Political Resource Curse? Experimental Evidence from Mozambique," American Economic Review, American Economic Association, volume 110, issue 11, pages 3431-3453, November, DOI: 10.1257/aer.20190842.
  2. Jin, Justin Y. & Kanagaretnam, Kiridaran & Wang, Wenting, 2020, "Societal trust and banks’ funding structure," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100357.
  3. Kanagaretnam, Kiridaran & Mawani, Amin & Shi, Guifeng & Zhou, Zejiang, 2020, "Impact of social capital on tone ambiguity in banks’ 10-K filings," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100411.
  4. Dal Maso, Lorenzo & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mazzi, Francesco, 2020, "Is accounting enforcement related to risk-taking in the banking industry?," Journal of Financial Stability, Elsevier, volume 49, issue C, DOI: 10.1016/j.jfs.2020.100758.
  5. Kiridaran Kanagaretnam & Xiangting Kong & Albert Tsang, 2020, "Home and foreign host country IFRS adoption and cross-delisting," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 51, issue 6, pages 1008-1033, August, DOI: 10.1057/s41267-019-00300-1.
  6. Milevsky, Moshe A., 2020, "Swimming with wealthy sharks: longevity, volatility and the value of risk pooling," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 2, pages 217-246, April.
  7. Milevsky, Moshe A., 2020, "Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 147-161, DOI: 10.1016/j.insmatheco.2020.03.009.
  8. Rolheiser, Lyndsey & van Dijk, Dorinth & van de Minne, Alex, 2020, "Housing vintage and price dynamics," Regional Science and Urban Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.regsciurbeco.2020.103569.

2019

  1. Coutts, Alexander, 2019, "Testing models of belief bias: An experiment," Games and Economic Behavior, Elsevier, volume 113, issue C, pages 549-565, DOI: 10.1016/j.geb.2018.11.001.
  2. Alexander Coutts, 2019, "Good news and bad news are still news: experimental evidence on belief updating," Experimental Economics, Springer;Economic Science Association, volume 22, issue 2, pages 369-395, June, DOI: 10.1007/s10683-018-9572-5.
  3. Dong, Ming & Dutordoir, Marie & Veld, Chris, 2019, "How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 213-222, DOI: 10.1016/j.intfin.2019.03.002.
  4. Kanagaretnam, Kiridaran & Lobo, Gerald J. & Wang, Chong & Whalen, Dennis J., 2019, "Cross-Country Evidence on the Relationship between Societal Trust and Risk-Taking by Banks," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 1, pages 275-301, February.
  5. Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Liu, Yi & Liu, Ning, 2019, "Banks’ loan growth, loan quality, and social capital," Journal of Behavioral and Experimental Finance, Elsevier, volume 21, issue C, pages 83-102, DOI: 10.1016/j.jbef.2018.11.004.
  6. Kiridaran Kanagaretnam & Zongfeng Xiu & Zejiang Zhou, 2019, "Does Culture Matter for Corporate Philanthropic Giving?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 10, pages 2365-2387, August, DOI: 10.1080/1540496X.2018.1526077.
  7. Mohamed Gomaa & Kiridaran Kanagaretnam & Stuart Mestelman & Mohamed Shehata, 2019, "Testing the Efficacy of Replacing the Incurred Credit Loss Model with the Expected Credit Loss Model," European Accounting Review, Taylor & Francis Journals, volume 28, issue 2, pages 309-334, March, DOI: 10.1080/09638180.2018.1449660.

2018

  1. Justin Jin & Kiridaran Kanagaretnam & Gerald J. Lobo, 2018, "Discretion in bank loan loss allowance, risk taking and earnings management," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 58, issue 1, pages 171-193, March, DOI: 10.1111/acfi.12210.
  2. Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Liu, Yi, 2018, "Banks' funding structure and earnings quality," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 163-178, DOI: 10.1016/j.irfa.2018.08.009.
  3. Kiridaran Kanagaretnam & Jimmy Lee & Chee Yeow Lim & Gerald J. Lobo, 2018, "Cross-Country Evidence on the Role of Independent Media in Constraining Corporate Tax Aggressiveness," Journal of Business Ethics, Springer, volume 150, issue 3, pages 879-902, July, DOI: 10.1007/s10551-016-3168-9.
  4. Kiridaran Kanagaretnam & Abdul-Rahman Khokhar & Amin Mawani, 2018, "Linking Societal Trust and CEO Compensation," Journal of Business Ethics, Springer, volume 151, issue 2, pages 295-317, August, DOI: 10.1007/s10551-016-3211-x.
  5. Kiridaran Kanagaretnam & Jimmy Lee & Chee Yeow Lim & Gerald Lobo, 2018, "Societal trust and corporate tax avoidance," Review of Accounting Studies, Springer, volume 23, issue 4, pages 1588-1628, December, DOI: 10.1007/s11142-018-9466-y.
  6. Moshe A. Milevsky & Huaxiong Huang, 2018, "The Utility Value of Longevity Risk Pooling: Analytic Insights," North American Actuarial Journal, Taylor & Francis Journals, volume 22, issue 4, pages 574-590, October, DOI: 10.1080/10920277.2018.1467271.
  7. Markus S. Broman & Pauline Shum, 2018, "Relative Liquidity, Fund Flows and Short†Term Demand: Evidence from Exchange†Traded Funds," The Financial Review, Eastern Finance Association, volume 53, issue 1, pages 87-115, February, DOI: 10.1111/fire.12159.

2017

  1. Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mathieu, Robert, 2017, "Social capital and bank stability," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 99-114, DOI: 10.1016/j.jfs.2017.08.001.
  2. Huang, H. & Milevsky, M.A. & Salisbury, T.S., 2017, "Retirement spending and biological age," Journal of Economic Dynamics and Control, Elsevier, volume 84, issue C, pages 58-76, DOI: 10.1016/j.jedc.2017.09.003.
  3. Huaxiong Huang & Moshe A. Milevsky & Virginia R. Young, 2017, "Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting," Review of Finance, European Finance Association, volume 21, issue 1, pages 327-361.

2016

  1. Kanagaretnam, Kiridaran & Zhang, Gaiyan & Zhang, Sanjian Bill, 2016, "CDS pricing and accounting disclosures: Evidence from U.S. bank holding corporations around the recent financial crisis," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 33-44, DOI: 10.1016/j.jfs.2015.11.001.
  2. Narat Charupat & Mark J. Kamstra & Moshe A. Milevsky, 2016, "The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 83, issue 3, pages 519-555, September.
  3. Milevsky, Moshe A. & Salisbury, Thomas S., 2016, "Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating," ASTIN Bulletin, Cambridge University Press, volume 46, issue 3, pages 571-604, September.
  4. Huang, Huaxiong & Milevsky, Moshe A., 2016, "Longevity risk and retirement income tax efficiency: A location spending rate puzzle," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 50-62, DOI: 10.1016/j.insmatheco.2016.08.002.
  5. Moshe A. Milevsky, 2016, "It’s Time to Retire Ruin (Probabilities)," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 2, pages 8-12, March, DOI: 10.2469/faj.v72.n2.4.
  6. Pauline Shum & Walid Hejazi & Edgar Haryanto & Arthur Rodier, 2016, "Intraday Share Price Volatility and Leveraged ETF Rebalancing," Review of Finance, European Finance Association, volume 20, issue 6, pages 2379-2409.

2015

  1. Gomaa, Mohamed & Kanagaretnam, Kiridaran & Mestelman, Stuart & Shehata, Mohamed, 2015, "Exercising empowerment in an investment environment," Journal of Behavioral and Experimental Finance, Elsevier, volume 7, issue C, pages 33-41, DOI: 10.1016/j.jbef.2015.07.003.
  2. Kanagaretnam, Kiridaran & Lobo, Gerald J. & Wang, Chong & Whalen, Dennis J., 2015, "Religiosity and risk-taking in international banking," Journal of Behavioral and Experimental Finance, Elsevier, volume 7, issue C, pages 42-59, DOI: 10.1016/j.jbef.2015.07.004.
  3. Kiridaran Kanagaretnam & Gerald Lobo & Chong Wang, 2015, "Religiosity and Earnings Management: International Evidence from the Banking Industry," Journal of Business Ethics, Springer, volume 132, issue 2, pages 277-296, December, DOI: 10.1007/s10551-014-2310-9.
  4. Milevsky, Moshe A. & Salisbury, Thomas S., 2015, "Optimal retirement income tontines," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 91-105, DOI: 10.1016/j.insmatheco.2015.05.002.

2014

  1. Kanagaretnam, Kiridaran & Lim, Chee Yeow & Lobo, Gerald J., 2014, "Effects of international institutional factors on earnings quality of banks," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 87-106, DOI: 10.1016/j.jbankfin.2013.11.005.
  2. Kanagaretnam, Kiridaran & Mestelman, Stuart & Nainar, S.M. Khalid & Shehata, Mohamed, 2014, "Transparency and empowerment in an investment environment," Journal of Business Research, Elsevier, volume 67, issue 9, pages 2030-2038, DOI: 10.1016/j.jbusres.2013.10.007.
  3. H. Huang & M. A. Milevsky & T. S. Salisbury, 2014, "Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA)," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 81, issue 2, pages 367-395, June.
  4. Moshe A. Milevsky, 2014, "Rethinking RRIF Withdrawals: New Rates and Methodologies for New Realities," Canadian Tax Journal, Canadian Tax Foundation, volume 62, issue 4, pages 971-983.
  5. Huang, H. & Milevsky, M.A. & Salisbury, T.S., 2014, "Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach," Insurance: Mathematics and Economics, Elsevier, volume 56, issue C, pages 102-111, DOI: 10.1016/j.insmatheco.2014.04.002.

2013

  1. Melanie Cao & Rong Wang, 2013, "Optimal CEO Compensation with Search: Theory and Empirical Evidence," Journal of Finance, American Finance Association, volume 68, issue 5, pages 2001-2058, October.
  2. Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J., 2013, "Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4879-4892, DOI: 10.1016/j.jbankfin.2013.08.024.
  3. Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mathieu, Robert, 2013, "Impact of FDICIA internal controls on bank risk taking," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 614-624, DOI: 10.1016/j.jbankfin.2012.09.013.

2012

  1. Ming Dong & Igor Loncarski & Jenke ter Horst & Chris Veld, 2012, "What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?," Financial Management, Financial Management Association International, volume 41, issue 3, pages 637-663, September, DOI: j.1755-053X.2012.01213.x.
  2. Ming Dong & David Hirshleifer & Siew Hong Teoh, 2012, "Overvalued Equity and Financing Decisions," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 12, pages 3645-3683.
  3. Kanagaretnam, Kiridaran & Mestelman, Stuart & Khalid Nainar, S.M. & Shehata, Mohamed, 2012, "The impact of empowering investors on trust and trustworthiness," Journal of Economic Psychology, Elsevier, volume 33, issue 3, pages 566-577, DOI: 10.1016/j.joep.2011.11.002.
  4. Kiridaran Kanagaretnam & Gerald Lobo & Robert Mathieu, 2012, "CEO stock options and analysts’ forecast accuracy and bias," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 3, pages 299-322, April, DOI: 10.1007/s11156-011-0229-0.
  5. Huang, Huaxiong & Milevsky, Moshe A. & Salisbury, Thomas S., 2012, "Optimal retirement consumption with a stochastic force of mortality," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 2, pages 282-291, DOI: 10.1016/j.insmatheco.2012.03.013.

2011

  1. Ming Dong & Jean‐Sébastien Michel & J. Ari Pandes, 2011, "Underwriter Quality and Long‐Run IPO Performance," Financial Management, Financial Management Association International, volume 40, issue 1, pages 219-251, March.
  2. Kanagaretnam, Kiridaran & Sarkar, Sudipto, 2011, "Managerial compensation and the underinvestment problem," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 308-315, January.
  3. Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J., 2011, "Ability of accounting and audit quality variables to predict bank failure during the financial crisis," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2811-2819, November.
  4. Kiridaran Kanagaretnam & Chee Yeow Lim & Gerald J Lobo, 2011, "Effects of national culture on earnings quality of banks," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 42, issue 6, pages 853-874, August.
  5. Chris Bart & Y. Lilian Chan & Kiridaran Kanagaretnam, 2011, "What Questions Do Board Members in Public Service Organizations Ask about Executive Compensation?," Accounting Perspectives, John Wiley & Sons, volume 10, issue 2, pages 83-108, June, DOI: 10.1111/j.1911-3838.2011.00020.x.
  6. Kiridaran Kanagaretnam & Gopal V. Krishnan & Gerald J. Lobo & Robert Mathieu, 2011, "Audit Quality and the Market Valuation of Banks’ Allowance for Loan Losses," Accounting Perspectives, John Wiley & Sons, volume 10, issue 3, pages 161-193, September, DOI: 10.1111/j.1911-3838.2011.00023.x.
  7. Huang, Huaxiong & Milevsky, Moshe A., 2011, "Lifetime ruin minimization: should retirees hedge inflation or just worry about it?," Journal of Pension Economics and Finance, Cambridge University Press, volume 10, issue 3, pages 363-387, July.
  8. Moshe A. Milevsky & Huaxiong Huang, 2011, "Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates (corrected July 2011)," Financial Analysts Journal, Taylor & Francis Journals, volume 67, issue 2, pages 45-58, March, DOI: 10.2469/faj.v67.n2.2.

2010

  1. Cao, Melanie & Wei, Jason, 2010, "Option market liquidity: Commonality and other characteristics," Journal of Financial Markets, Elsevier, volume 13, issue 1, pages 20-48, February.
  2. Donaldson, R. Glen & Kamstra, Mark J. & Kramer, Lisa A., 2010, "Estimating the Equity Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 4, pages 813-846, August.
  3. Kamstra Mark J & Shiller Robert J., 2010, "Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP," The Economists' Voice, De Gruyter, volume 7, issue 3, pages 1-5, September, DOI: 10.2202/1553-3832.1782.
  4. Kanagaretnam, Kiridaran & Lim, Chee Yeow & Lobo, Gerald J., 2010, "Auditor reputation and earnings management: International evidence from the banking industry," Journal of Banking & Finance, Elsevier, volume 34, issue 10, pages 2318-2327, October.
  5. Kanagaretnam, Kiridaran & Mestelman, Stuart & Nainar, S.M. Khalid & Shehata, Mohamed, 2010, "Trust and reciprocity with transparency and repeated interactions," Journal of Business Research, Elsevier, volume 63, issue 3, pages 241-247, March.
  6. Moshe A. Milevsky & Keke Song, 2010, "Do Markets Like Frozen Defined Benefit Pensions? An Event Study," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 77, issue 4, pages 893-909, December, DOI: 10.1111/j.1539-6975.2010.01363.x.

2009

  1. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2009, "Is it the weather? Comment," Journal of Banking & Finance, Elsevier, volume 33, issue 3, pages 578-582, March.
  2. Kanagaretnam, Kiridaran & Mathieu, Robert & Shehata, Mohamed, 2009, "Usefulness of comprehensive income reporting in Canada," Journal of Accounting and Public Policy, Elsevier, volume 28, issue 4, pages 349-365, July.
  3. Kanagaretnam, Kiridaran & Krishnan, Gopal V. & Lobo, Gerald J., 2009, "Is the market valuation of banks' loan loss provision conditional on auditor reputation?," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1039-1047, June.
  4. Kanagaretnam, Kiridaran & Mestelman, Stuart & Nainar, Khalid & Shehata, Mohamed, 2009, "The impact of social value orientation and risk attitudes on trust and reciprocity," Journal of Economic Psychology, Elsevier, volume 30, issue 3, pages 368-380, June.
  5. Kiridaran Kanagaretnam & Gerald Lobo & Emad Mohammad, 2009, "Are Stock Options Grants to CEOs of Stagnant Firms Fair and Justified?," Journal of Business Ethics, Springer, volume 90, issue 1, pages 137-155, November, DOI: 10.1007/s10551-009-0033-0.
  6. Milevsky, Moshe A., 2009, "Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently. Riccardo Rebonato. Princeton University Press, 2007, ISBN 978-0-691-13361-4, 304 pages," Journal of Pension Economics and Finance, Cambridge University Press, volume 8, issue 3, pages 399-400, July.
  7. Bayraktar, Erhan & Milevsky, Moshe A. & David Promislow, S. & Young, Virginia R., 2009, "Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 3, pages 676-691, March.

2008

  1. Mark Kamstra & Rpbert J. Shiller, 2008, "The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 271, August.
  2. Kiridaran Kanagaretnam & Gerald J. Lobo & Emad Mohammad, 2008, "Determinants and consequences of large CEO pay," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, volume 1, issue 1, pages 61-82.
  3. Huaxiong Huang & Moshe A. Milevsky & Jin Wang, 2008, "Portfolio Choice and Life Insurance: The CRRA Case," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 75, issue 4, pages 847-872, December, DOI: 10.1111/j.1539-6975.2008.00288.x.
  4. Huang, Huaxiong & Milevsky, Moshe A., 2008, "Portfolio choice and mortality-contingent claims: The general HARA case," Journal of Banking & Finance, Elsevier, volume 32, issue 11, pages 2444-2452, November.
  5. Moshe A. Milevsky & Vladyslav Kyrychenko, 2008, "Portfolio Choice with Puts: Evidence from Variable Annuities," Financial Analysts Journal, Taylor & Francis Journals, volume 64, issue 3, pages 80-95, May, DOI: 10.2469/faj.v64.n3.8.
  6. James E. Pesando & Pauline M. Shum, 2008, "The Auction Market For Modern Prints: Confirmations, Contradictions, And New Puzzles," Economic Inquiry, Western Economic Association International, volume 46, issue 2, pages 149-159, April, DOI: 10.1111/j.1465-7295.2007.00070.x.

2007

  1. Kanagaretnam, Kiridaran & Lobo, Gerald J. & Whalen, Dennis J., 2007, "Does good corporate governance reduce information asymmetry around quarterly earnings announcements?," Journal of Accounting and Public Policy, Elsevier, volume 26, issue 4, pages 497-522.
  2. Milevsky, Moshe A. & Young, Virginia R., 2007, "Annuitization and asset allocation," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 9, pages 3138-3177, September.
  3. Milevsky, Moshe A. & Young, Virginia R., 2007, "The timing of annuitization: Investment dominance and mortality risk," Insurance: Mathematics and Economics, Elsevier, volume 40, issue 1, pages 135-144, January.
  4. James Pesando & Pauline Shum, 2007, "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 31, issue 4, pages 263-277, December, DOI: 10.1007/s10824-007-9046-7.

2006

  1. Cao, Melanie & Shi, Shouyong, 2006, "Signaling in the Internet craze of initial public offerings," Journal of Corporate Finance, Elsevier, volume 12, issue 4, pages 818-833, September.
  2. Ming Dong & David Hirshleifer & Scott Richardson & Siew Hong Teoh, 2006, "Does Investor Misvaluation Drive the Takeover Market?," Journal of Finance, American Finance Association, volume 61, issue 2, pages 725-762, April, DOI: 10.1111/j.1540-6261.2006.00853.x.
  3. M. A. Milevsky & S. D. Promislow & V. R. Young, 2006, "Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 73, issue 4, pages 673-686, December, DOI: 10.1111/j.1539-6975.2006.00194.x.
  4. Moshe A. Milevsky & Kristen S. Moore & Virginia R. Young, 2006, "Asset Allocation And Annuity‐Purchase Strategies To Minimize The Probability Of Financial Ruin," Mathematical Finance, Wiley Blackwell, volume 16, issue 4, pages 647-671, October, DOI: 10.1111/j.1467-9965.2006.00288.x.
  5. Milevsky, Moshe A. & Salisbury, Thomas S., 2006, "Financial valuation of guaranteed minimum withdrawal benefits," Insurance: Mathematics and Economics, Elsevier, volume 38, issue 1, pages 21-38, February.
  6. Peng Chen & Roger G. Ibbotson & Moshe A. Milevsky & Kevin X. Zhu, 2006, "Human Capital, Asset Allocation, and Life Insurance," Financial Analysts Journal, Taylor & Francis Journals, volume 62, issue 1, pages 97-109, January, DOI: 10.2469/faj.v62.n1.4061.
  7. Shum, Pauline & Faig, Miquel, 2006, "What explains household stock holdings?," Journal of Banking & Finance, Elsevier, volume 30, issue 9, pages 2579-2597, September.

2005

  1. Cao, Melanie & Wei, Jason, 2005, "Stock market returns: A note on temperature anomaly," Journal of Banking & Finance, Elsevier, volume 29, issue 6, pages 1559-1573, June.
  2. Ming Dong & David Hirshleifer, 2005, "A Generalized Earnings‐Based Stock Valuation Model," Manchester School, University of Manchester, volume 73, issue s1, pages 1-31, September, DOI: 10.1111/j.1467-9957.2005.00459.x.
  3. Dong, Ming & Robinson, Chris & Veld, Chris, 2005, "Why individual investors want dividends," Journal of Corporate Finance, Elsevier, volume 12, issue 1, pages 121-158, December.
  4. Bhagat, Sanjai & Dong, Ming & Hirshleifer, David & Noah, Robert, 2005, "Do tender offers create value? New methods and evidence," Journal of Financial Economics, Elsevier, volume 76, issue 1, pages 3-60, April.
  5. Ming Dong, 2005, "Option pricing with a non‐zero lower bound on stock price," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 25, issue 8, pages 775-794, August.
  6. Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A., 2005, "Winter blues and time variation in the price of risk," Journal of Empirical Finance, Elsevier, volume 12, issue 2, pages 291-316, March.
  7. R. Glen Donaldson & Mark J. Kamstra, 2005, "Volatility Forecasts, Trading Volume, And The Arch Versus Option‐Implied Volatility Trade‐Off," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 28, issue 4, pages 519-538, December, DOI: 10.1111/j.1475-6803.2005.00137.x.
  8. Mark Kamstra & Moshe Milevsky, 2005, "Waiting for returns: using space-time duality to calibrate financial diffusions," Quantitative Finance, Taylor & Francis Journals, volume 5, issue 3, pages 237-244, DOI: 10.1080/14697680500167976.
  9. Kiridaran Kanagaretnam & Gerald J. Lobo & Dennis J. Whalen, 2005, "Relationship Between Analyst Forecast Properties and Equity Bid‐Ask Spreads and Depths Around Quarterly Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, volume 32, issue 9‐10, pages 1773-1799, November, DOI: 10.1111/j.0306-686X.2005.00647.x.
  10. Kanagaretnam, Kiridaran & Lobo, Gerald J. & Yang, Dong-Hoon, 2005, "Determinants of signaling by banks through loan loss provisions," Journal of Business Research, Elsevier, volume 58, issue 3, pages 312-320, March.
  11. Moshe A. Milevsky, 2005, "The Implied Longevity Yield: A Note on Developing an Index for Life Annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 72, issue 2, pages 302-320, June, DOI: 10.1111/j.1539-6975.2005.00124.x.
  12. Moshe Milevsky, 2005, "Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)," North American Actuarial Journal, Taylor & Francis Journals, volume 9, issue 4, pages 109-122, DOI: 10.1080/10920277.2005.10596229.
  13. Moshe A. Milevsky & Chris Robinson, 2005, "A Sustainable Spending Rate without Simulation," Financial Analysts Journal, Taylor & Francis Journals, volume 61, issue 6, pages 89-100, November, DOI: 10.2469/faj.v61.n6.2776.

2004

  1. Kiridaran Kanagaretnam & Robert Mathieu & Ramachandran Ramanan, 2004, "Outside director remuneration and the decision to grant CEO stock options," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 1, issue 2/3, pages 137-146.
  2. Kiridaran Kanagaretnam & Gerald J. Lobo & Dong†Hoon Yang, 2004, "Joint Tests of Signaling and Income Smoothing through Bank Loan Loss Provisions," Contemporary Accounting Research, John Wiley & Sons, volume 21, issue 4, pages 843-884, December, DOI: 10.1506/UDWQ-R7B1-A684-9ECR.
  3. Susan Gensemer & Kiridaran Kanagaretnam, 2004, "Alliances and cost declaration," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 25, issue 3, pages 121-136, DOI: 10.1002/mde.1141.
  4. Moshe A. Milevsky & S. David Promislow, 2004, "Florida's Pension Election: From DB to DC and Back," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 71, issue 3, pages 381-404, September, DOI: 10.1111/j.0022-4367.2004.00095.x.
  5. Huang, H. & Milevsky, M. A. & Wang, J., 2004, "Ruined moments in your life: how good are the approximations?," Insurance: Mathematics and Economics, Elsevier, volume 34, issue 3, pages 421-447, June.
  6. Moshe Milevsky, 2004, "A diffusive wander through human life," Quantitative Finance, Taylor & Francis Journals, volume 4, issue 2, pages 21-23, DOI: 10.1080/14697680400000029.

2003

  1. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003, "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, volume 93, issue 1, pages 324-343, March, DOI: 10.1257/000282803321455322.
  2. Mark Kamstra, 2003, "Pricing firms on the basis of fundamentals," Economic Review, Federal Reserve Bank of Atlanta, volume 88, issue Q1, pages 49-70.
  3. Kanagaretnam, Kiridaran & Lobo, Gerald J & Mathieu, Robert, 2003, "Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions," Review of Quantitative Finance and Accounting, Springer, volume 20, issue 1, pages 63-80, January.
  4. Kiridaran Kanagaretnam & Robert Mathieu & Alex Thevaranjan, 2003, "An economic analysis of the use of student evaluations: implications for universities," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 1-13, DOI: 10.1002/mde.1099.
  5. Moshe A. Milevsky, 2003, "Book Review," Journal of Finance, American Finance Association, volume 58, issue 4, pages 1719-1722, August, DOI: 10.1111/1540-6261.00582.
  6. S. Browne & M. A. Milevsky & T. S. Salisbury, 2003, "Asset Allocation and the Liquidity Premium for Illiquid Annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 70, issue 3, pages 509-526, September, DOI: 10.1111/1539-6975.t01-1-00062.
  7. Moshe A. Milevsky & Steven E. Posner, 2003, "A Continuous-Time Reexamination Of Dollar-Cost Averaging," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 173-194, DOI: 10.1142/S0219024903001888.

2002

  1. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2002, "Losing Sleep at the Market: The Daylight Saving Anomaly: Reply," American Economic Review, American Economic Association, volume 92, issue 4, pages 1257-1263, September, DOI: 10.1257/00028280260344795.
  2. Brown, Jeffrey & Haberman, Steven & Milevsky, Moshe & Orszag, Mike, 2002, "Overview of the Issue," Journal of Pension Economics and Finance, Cambridge University Press, volume 1, issue 2, pages 85-87, July.
  3. Charupat, Narat & Milevsky, Moshe A., 2002, "Optimal asset allocation in life annuities: a note," Insurance: Mathematics and Economics, Elsevier, volume 30, issue 2, pages 199-209, April.
  4. Miquel Faig & Pauline Shum, 2002, "Portfolio Choice in the Presence of Personal Illiquid Projects," Journal of Finance, American Finance Association, volume 57, issue 1, pages 303-328, February, DOI: 10.1111/1540-6261.00423.

2001

  1. Cao, Melanie, 2001, "Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate," Journal of International Money and Finance, Elsevier, volume 20, issue 2, pages 191-218, April.
  2. Kamstra, Mark & Kennedy, Peter & Suan, Teck-Kin, 2001, "Combining Bond Rating Forecasts Using Logit," The Financial Review, Eastern Finance Association, volume 36, issue 2, pages 75-96, May.
  3. Milevsky, Moshe Arye & Panyagometh, Kamphol, 2001, "Variable annuities versus mutual funds: a Monte-Carlo analysis of the options," Financial Services Review, Elsevier, volume 10, issue 1-4, pages 145-161.
  4. Milevsky, Moshe A. & David Promislow, S., 2001, "Mortality derivatives and the option to annuitise," Insurance: Mathematics and Economics, Elsevier, volume 29, issue 3, pages 299-318, December.
  5. Moshe Arye Milevsky, 2001, "Optimal Annuitization Policies," North American Actuarial Journal, Taylor & Francis Journals, volume 5, issue 1, pages 57-69, DOI: 10.1080/10920277.2001.10595953.

2000

  1. Melanie Cao & Shouyong Shi, 2000, "Coordination, matching, and wages," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 4, pages 1009-1033, November.
  2. Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000, "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, volume 90, issue 4, pages 1005-1011, September.
  3. Moshe Milevsky & Chris Robinson, 2000, "Self-Annuitization and Ruin in Retirement," North American Actuarial Journal, Taylor & Francis Journals, volume 4, issue 4, pages 112-124, DOI: 10.1080/10920277.2000.10595940.

1999

  1. Ho, Kwok & Milevsky, Moshe Arye & Robinson, Chris, 1999, "International equity diversification and shortfall risk," Financial Services Review, Elsevier, volume 8, issue 1, pages 11-25.
  2. Milevsky, Moshe Arye, 1999, "Martingales, scale functions and stochastic life annuities: a note," Insurance: Mathematics and Economics, Elsevier, volume 24, issue 1-2, pages 149-154, March.
  3. Milevsky, Moshe Arye & Prisman, Eliezer Z., 1999, "Hedging and pricing with tax law uncertainty: Managing under an Arkansas Best doctrine," The Quarterly Review of Economics and Finance, Elsevier, volume 39, issue 1, pages 147-168.
  4. Milevsky, Moshe Arye, 1999, "Time Diversification, Safety-First and Risk," Review of Quantitative Finance and Accounting, Springer, volume 12, issue 3, pages 271-281, May.
  5. Faig, Miquel & Shum, Pauline, 1999, "Irreversible investment and endogenous financing: An evaluation of the corporate tax effects," Journal of Monetary Economics, Elsevier, volume 43, issue 1, pages 143-171, February.
  6. James Pesando & Pauline Shum, 1999, "The Returns to Picasso's Prints and to Traditional Financial Assets, 1977 to 1996," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 23, issue 3, pages 181-190, August, DOI: 10.1023/A:1007595305661.

1998

  1. Kamstra, Mark & Kennedy, Peter, 1998, "Combining qualitative forecasts using logit," International Journal of Forecasting, Elsevier, volume 14, issue 1, pages 83-93, March.
  2. Milevsky, Moshe Arye & Posner, Steven E., 1998, "Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 33, issue 3, pages 409-422, September.
  3. Moshe Arye Milevsky & Steven Posner, 1998, "A theoretical investigation of randomized asset allocation strategies," Applied Mathematical Finance, Taylor & Francis Journals, volume 5, issue 2, pages 117-130, DOI: 10.1080/135048698334682.

1997

  1. Donaldson, R. Glen & Kamstra, Mark, 1997, "An artificial neural network-GARCH model for international stock return volatility," Journal of Empirical Finance, Elsevier, volume 4, issue 1, pages 17-46, January.
  2. Milevsky, Moshe Arye, 1997, "The present value of a stochastic perpetuity and the Gamma distribution," Insurance: Mathematics and Economics, Elsevier, volume 20, issue 3, pages 243-250, October.
  3. Milevsky, Moshe Arye & Ho, Kwok & Robinson, Chris, 1997, "Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money," Review of Quantitative Finance and Accounting, Springer, volume 9, issue 1, pages 53-70, July.
  4. Moshe Arye Milevsky & Eliezer Z. Prisman, 1997, "Tax Effects in Canadian Equity Option Markets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 2, pages 101-122, June.

1996

  1. Donaldson, R Glen & Kamstra, Mark, 1996, "A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash," The Review of Financial Studies, Society for Financial Studies, volume 9, issue 2, pages 333-383.
  2. Pauline M. Shum, 1996, "Taxes and Corporate Debt Policy in Canada: An Empirical Investigation," Canadian Journal of Economics, Canadian Economics Association, volume 29, issue 3, pages 556-572, August.
  3. Pauline M. Shum, 1996, "Stock Market Response to Political Uncertainty: Evidence from the 1992 Constitutional Referendum," Canadian Journal of Economics, Canadian Economics Association, volume 29, issue s1, pages 213-218, April.

1995

  1. Pauline M. Shum, 1995, "The 1992 Canadian Constitutional Referendum Using Financial Data to Assess Economic Consequences," Canadian Journal of Economics, Canadian Economics Association, volume 28, issue 4a, pages 794-807, November.

1994

  1. Ho, Kwok & Milevsky, Moshe Arye & Robinson, Chris, 1994, "Asset allocation, life expectancy and shortfall," Financial Services Review, Elsevier, volume 3, issue 2, pages 109-126.
  2. Shum, Pauline M, 1994, "Tax Asymmetry and Investment Horizon," Public Finance = Finances publiques, , volume 49, issue 3, pages 427-439.

1989

  1. Granger, C. W. J. & White, Halbert & Kamstra, Mark, 1989, "Interval forecasting : An analysis based upon ARCH-quantile estimators," Journal of Econometrics, Elsevier, volume 40, issue 1, pages 87-96, January.

Books

2024

  1. Moshe A. Milevsky, 2024, "The Religious Roots of Longevity Risk Sharing," Springer Books, Springer, number 978-3-031-62403-2, ISBN: ARRAY(0x6e42a030), DOI: 10.1007/978-3-031-62403-2.

2022

  1. Moshe Arye Milevsky, 2022, "How to Build a Modern Tontine," Future of Business and Finance, Springer, number 978-3-031-00928-0, ISBN: ARRAY(0x4a6bf460), June, DOI: 10.1007/978-3-031-00928-0.

2017

  1. Moshe Arye Milevsky, 2017, "The Day the King Defaulted," Springer Books, Springer, number 978-3-319-59987-8, ISBN: ARRAY(0x6cedf738), DOI: 10.1007/978-3-319-59987-8.

2015

  1. Milevsky,Moshe A., 2015, "King William's Tontine," Cambridge Books, Cambridge University Press, number 9781107076129.

2012

  1. Charupat,Narat & Huang,Huaxiong & Milevsky,Moshe A., 2012, "Strategic Financial Planning over the Lifecycle," Cambridge Books, Cambridge University Press, number 9780521148030.

2006

  1. Milevsky,Moshe A., 2006, "The Calculus of Retirement Income," Cambridge Books, Cambridge University Press, number 9780521842587.

Chapters

2024

  1. Moshe A. Milevsky, 2024, "Do You Believe in Pensions?," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_1.
  2. Moshe A. Milevsky, 2024, "The First Biblical Annuity," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_10.
  3. Moshe A. Milevsky, 2024, "Pension Resistance in the Nineteenth Century," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_11.
  4. Moshe A. Milevsky, 2024, "Longevity Heterogeneity in the Twenty-First Century," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_12.
  5. Moshe A. Milevsky, 2024, "Longevity Risk and Religion," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_2.
  6. Moshe A. Milevsky, 2024, "The Benefits of Pooling," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_3.
  7. Moshe A. Milevsky, 2024, "An Enlightened Financial Innovation," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_4.
  8. Moshe A. Milevsky, 2024, "A Presbyterian Scheme for Ministers," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_5.
  9. Moshe A. Milevsky, 2024, "Alexander Webster and the Archives," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_6.
  10. Moshe A. Milevsky, 2024, "Annuity Management in the Eighteenth Century," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_7.
  11. Moshe A. Milevsky, 2024, "From Church PAYGO to Fully Funded," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_8.
  12. Moshe A. Milevsky, 2024, "Scientific Models Versus Religious Beliefs," Springer Books, Springer, chapter 0, "The Religious Roots of Longevity Risk Sharing", DOI: 10.1007/978-3-031-62403-2_9.

2022

  1. Moshe Arye Milevsky, 2022, "Why Tontines? Why Now?," Future of Business and Finance, Springer, chapter 1, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_1.
  2. Moshe Milevsky, 2022, "Concluding Remarks: Tontine Thinking," Future of Business and Finance, Springer, chapter 10, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_10.
  3. Moshe Arye Milevsky, 2022, "Financial and Actuarial Background," Future of Business and Finance, Springer, chapter 2, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_2.
  4. Moshe Arye Milevsky, 2022, "Building a Tontine Simulation in R," Future of Business and Finance, Springer, chapter 3, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_3.
  5. Moshe Arye Milevsky, 2022, "Statistical Risk Management," Future of Business and Finance, Springer, chapter 4, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_4.
  6. Moshe Arye Milevsky, 2022, "Death Benefits, Refunds and Covenants," Future of Business and Finance, Springer, chapter 5, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_5.
  7. Moshe Arye Milevsky, 2022, "Goodbye LogNormal Distribution," Future of Business and Finance, Springer, chapter 6, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_6.
  8. Moshe Arye Milevsky, 2022, "Squeezing the Most from Mortality," Future of Business and Finance, Springer, chapter 7, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_7.
  9. Moshe Arye Milevsky, 2022, "Managing a Competitive Tontine Business," Future of Business and Finance, Springer, chapter 8, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_8.
  10. Moshe Arye Milevsky, 2022, "Solutions and Advanced Hints," Future of Business and Finance, Springer, chapter 9, "How to Build a Modern Tontine", DOI: 10.1007/978-3-031-00928-0_9.

2017

  1. Moshe Arye Milevsky, 2017, "Bankers Then and Now," Springer Books, Springer, chapter 0, "The Day the King Defaulted", DOI: 10.1007/978-3-319-59987-8_1.
  2. Moshe Arye Milevsky, 2017, "Dramatis Personae," Springer Books, Springer, chapter 0, "The Day the King Defaulted", DOI: 10.1007/978-3-319-59987-8_2.
  3. Moshe Arye Milevsky, 2017, "The Goldsmith-Bankers," Springer Books, Springer, chapter 0, "The Day the King Defaulted", DOI: 10.1007/978-3-319-59987-8_3.
  4. Moshe Arye Milevsky, 2017, "Personal Finances of a King," Springer Books, Springer, chapter 0, "The Day the King Defaulted", DOI: 10.1007/978-3-319-59987-8_4.
  5. Moshe Arye Milevsky, 2017, "Paid Upon Orders from the Treasury," Springer Books, Springer, chapter 0, "The Day the King Defaulted", DOI: 10.1007/978-3-319-59987-8_5.
  6. Moshe Arye Milevsky, 2017, "Diary of a Default," Springer Books, Springer, chapter 0, "The Day the King Defaulted", DOI: 10.1007/978-3-319-59987-8_6.
  7. Moshe Arye Milevsky, 2017, "Concluding Thoughts for the Twenty-First Century," Springer Books, Springer, chapter 0, "The Day the King Defaulted", DOI: 10.1007/978-3-319-59987-8_7.

2007

  1. Pauline Shum & Kevin X. Zhu, 2007, "Identifying Major Shocks in Market Volatility and Their Impact on Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".

1999

  1. Moshe Arye Milevsky & Steven E. Posner, 1999, "Asian Options, The Sum Of Lognormals, And The Reciprocal Gamma Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".

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