Wednesday, December 30, 2009

why I switched careers a year ago...

I didn't want to be publishing articles like this for the rest of my life (courtesy of The Review of Financial Studies):

  • Maximum Likelihood Estimation of Latent Affine Processes
  • Walrasian Tatonnement Auctions on the Tokyo Grain Exchange
  • An Equilibrium Model of Rare-Event Premia and its Implication for Option Smirks
  • An Isomorphism between Asset Pricing Models with and without Linear Habit Formation
Anyway...you get my drift. Real world, here I come!

1 comment:

Anonymous said...

Awww -- I think you should totally have stayed and wrote papers about tattooing walruses in Tokyo grain auctions -- it sounds interesting.