Michael J. Brennan Irish Finance Working Paper Series

The aim of the Michael J. Brennan Irish Finance Working Paper Series is to disseminate original theoretical or empirical knowledge with relevance to the financial sector. The series includes research contributions carried out relating to the Valuation and Risk (VAR) project being completed by the Financial Mathematics and Computation (FMC) Cluster. The FMC cluster is an inter-disciplinary cross-university group from Irish Universities that is funded by Science Foundation Ireland and the financial sector. The working papers series is named in honor of Michael J. Brennan (UCLA) who is a member of our Scientific Advisory Board. The papers are from our faculty, PhD students and affiliated researchers. Paper submissions should be sent to fmc2@ucd.ie and must include the paper, a short abstract, keywords, JEL classification, and the author's affiliation. Please contact fmc2@ucd.ie in case of any questions on the series. To access all the papers in this series, please use the following URL: http://ssrn.com/link/Michael-J-Brennan-Irish-Finance-RES.html

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Papers from Michael J. Brennan Irish Finance Working Paper Series