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Dave Harris's user avatar
Dave Harris
  • Member for 7 years, 6 months
  • Last seen more than 1 year ago
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About

I am a financial and monetary economist. My primary area is modeling financial, physical and human capital. You can read my working papers at https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=1541471

Currently, the papers derive the returns for all asset and liability classes, perform an empirical test of the distribution of returns, derive a corrected model for option pricing and discusses why Bayesian methods should generally be used in finance and economics. Pending papers include an expansion of stochastic calculus to include the case of explosive roots and subjectively optimal portfolio design.

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