My current research interests include mutual fund performance and organization, investments, and financial networks. Below is a list of all my publications, working papers, and ongoing projects.
Publications:
- Integrating stakeholder objectives into the philosophy and process of a student managed investment fund, In Press, Journal of Student Managed Investment Funds
Co-author: Stacey Nutt, The Citadel
Co-author: Paul Meeks, The Citadel - An ancient ancestor of the U.S. secured overnight financing rate determination: the florin fix, In Press, Multinational Finance Journal
Co-author: G. Geoffrey Booth, Michigan State University and The Citadel
(download) - The influence of management team design on mutual fund performance, 2022, Multinational Finance Journal, 26 (1/2), 1-26.
Co-author: G. Geoffrey Booth, Michigan State University and The Citadel
(download) - Household deformation trumps demand management policy in the 21st century, 2018, Journal of Financial Transformation, 47, 67-78.
Co-author: D. Sykes Wilford, The Citadel
(download) - The power of “negative beta”: why every portfolio should include private equity, 2017, Journal of Financial Transformation, 45, 101-110.
Co-author: Andrew Freeman, University of Cambridge
Co-author: D. Sykes Wilford, The Citadel
(download) - Measuring direct teaching costs: does an undergraduate business degree cost more to produce than a non-business degree?, 2016, Journal of Education for Business, 91(8), 405-411
Co-author: Michael Barth, The Citadel
(download) - Limits to mutual funds’ ability to rely on mean/variance optimization, 2016, Journal of Empirical Finance, 37, 282-292.
Co-author: Nadia Vozlyublennaia, Securities and Exchange Commission
(download) - Modeling fund and portfolio risk: a bi-modal approach to analyzing risk in turbulent Markets, 2015. Review of Financial Economics, 25(1), 19-26.
Co-author: D. Sykes Wilford, The Citadel
(download) - Understanding weighted average cost of capital: A pedagogical application, 2014, Journal of Financial Education, 40 (1/2), 115-136
Co-author: Carl E. Betterton, The Citadel
Co-author: Sam Berry, The Citadel
(download) - The effect of management team characteristics on risk-taking and style extremity of mutual fund portfolios, 2012, Review of Financial Economics, 21 (3), 153-158
(download) - Management team structure and mutual fund performance, 2010, Journal of International Financial Markets, Institutions & Money 20 (2), 197-211
(download)
Working Papers:
12. What is the Relationship between Economic Freedom, Education, and Economic Development? (under review)
Co-author: David Desplaces – The Citadel
13. Complex Behavior in the Vintage Violin Market (April 2023)
Co-author: G. Geoffrey Booth – The Citadel/Michigan State University
Co-author: Michael Weeks – The Citadel
Co-author: Feng Shi
(download)
Work in Progress:
14. Evaluating academic unit performance: rethinking student credit hours.
15. Market Shock and Private Equity: Do Markets Price PE Real Options Correctly?
Co-author: D. Sykes Wilford, The Citadel
16. A Core-Peripheral Perspective of Vintage Violin Luther Influence
Co-author: G. Geoffrey Booth – The Citadel/Michigan State University
Co-author: Michael Weeks – The Citadel
Co-author: Feng Shi
