{"id":64,"date":"2013-05-06T18:26:08","date_gmt":"2013-05-06T18:26:08","guid":{"rendered":"https:\/\/wordpress.clarku.edu\/gweisang\/?page_id=64"},"modified":"2016-04-11T15:33:49","modified_gmt":"2016-04-11T15:33:49","slug":"working-papers","status":"publish","type":"page","link":"https:\/\/wordpress.clarku.edu\/gweisang\/research\/working-papers\/","title":{"rendered":"Working Papers"},"content":{"rendered":"<p>\u201c<strong>An Examination of Determinants of Expatriate Career Intentions,&#8221;<\/strong> A. Joardar, G. Weisang, February\u00a02016. Submitted to\u00a0<em>The International Journal of Human Resource Management<\/em>.<\/p>\n<p>&#8220;<strong>Asset Management and Systemic Risk,<\/strong>&#8221; T. Roncalli, G. Weisang, May 2015. Available at\u00a0<a href=\"http:\/\/papers.ssrn.com\/abstract=2610174\" target=\"_blank\">SSRN<\/a>.<\/p>\n<p><strong>&#8220;A Robust Approach to Misspecifications and Non Linearities for Dynamic Portfolio Replication<\/strong>,\u201d G. Weisang, under revision, June 2012.<\/p>\n<p><strong>&#8220;Essays on Hedge Fund Replication : Methodological Assessment and Development of the Factor Approach, Model Selection, Non Linear Modeling and Policy Perspectives<\/strong>,\u201d G. Weisang, March 2011 PhD dissertation (defended on March 29, 2011).<\/p>\n<p><strong>&#8220;Hedge Fund Replication : A Bayesian Approach to Model and Factors Selection,\u201d<\/strong> G. Weisang, March 2011.<\/p>\n<p>&#8220;<strong>Essays on Hedge Fund Replication: Methodological Assessment and Development of the Factor Approach, Model Selection, Non Linear Modeling and Policy Perspectives<\/strong>,&#8221; October 2009<\/p>\n<p>PhD dissertation proposal (defended on December 10, 2009).<br \/>\n\u2014\u00a0<a href=\"https:\/\/wordpress.clarku.edu\/wp-content\/uploads\/sites\/243\/2013\/05\/Weisang_proposal_presentation_short_handout.pdf\" target=\"_blank\">Download the short handout version of the slide<\/a>s (PDF)<\/p>\n<p>&#8220;<strong>Exploring non linearities in Hedge Funds: An application of Particle Filters to Hedge Fund Replication<\/strong>&#8220;, co-authored with T. Roncalli, September 2009<br \/>\n\u2014\u00a0<a href=\"https:\/\/wordpress.clarku.edu\/wp-content\/uploads\/sites\/243\/2013\/05\/Roncalli_Weisang_HFRnonlinearcase.pdf\" target=\"_blank\">Download the working paper<\/a> (PDF) (this version: September 29, 2009)<\/p>\n<p>&#8220;<strong>Macroeconometric Modeling of Interest Rates<\/strong>,&#8221; December 2005.<br \/>\nMaster\u2019s Professional Thesis<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u201cAn Examination of Determinants of Expatriate Career Intentions,&#8221; A. Joardar, G. Weisang, February\u00a02016. Submitted to\u00a0The International Journal of Human Resource Management. &#8220;Asset Management and Systemic Risk,&#8221; T. Roncalli, G. Weisang, May 2015. Available at\u00a0SSRN. &#8220;A Robust Approach to Misspecifications and &hellip; <a href=\"https:\/\/wordpress.clarku.edu\/gweisang\/research\/working-papers\/\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":167,"featured_media":0,"parent":9,"menu_order":20,"comment_status":"closed","ping_status":"closed","template":"","meta":{"ngg_post_thumbnail":0,"footnotes":""},"class_list":["post-64","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages\/64","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/users\/167"}],"replies":[{"embeddable":true,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/comments?post=64"}],"version-history":[{"count":0,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages\/64\/revisions"}],"up":[{"embeddable":true,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages\/9"}],"wp:attachment":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/media?parent=64"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}