Working Papers

An Examination of Determinants of Expatriate Career Intentions,” A. Joardar, G. Weisang, February 2016. Submitted to The International Journal of Human Resource Management.

Asset Management and Systemic Risk,” T. Roncalli, G. Weisang, May 2015. Available at SSRN.

“A Robust Approach to Misspecifications and Non Linearities for Dynamic Portfolio Replication,” G. Weisang, under revision, June 2012.

“Essays on Hedge Fund Replication : Methodological Assessment and Development of the Factor Approach, Model Selection, Non Linear Modeling and Policy Perspectives,” G. Weisang, March 2011 PhD dissertation (defended on March 29, 2011).

“Hedge Fund Replication : A Bayesian Approach to Model and Factors Selection,” G. Weisang, March 2011.

Essays on Hedge Fund Replication: Methodological Assessment and Development of the Factor Approach, Model Selection, Non Linear Modeling and Policy Perspectives,” October 2009

PhD dissertation proposal (defended on December 10, 2009).
— Download the short handout version of the slides (PDF)

Exploring non linearities in Hedge Funds: An application of Particle Filters to Hedge Fund Replication“, co-authored with T. Roncalli, September 2009
— Download the working paper (PDF) (this version: September 29, 2009)

Macroeconometric Modeling of Interest Rates,” December 2005.
Master’s Professional Thesis