godfrey cadogan
Toronto, CanadaResearch field: Mathematics - Probability
Probability Theory; Functional Analysis; Harmonic Analysis; Algebraic Topology; Group Theory; Number Theory; Financial Economics; Decision Theory; Jurimetrics; Mechanism Design; Econometric Theory; Game Theory; Portfolio Theory; Decision field theory
Publications
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Journal Article (12)
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Godfrey Cadogan (2012) A Note On Confidence Momentum And Term Structure of Confidence with Applications to Financial Markets, 1-6. In SSRN eJournal.
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Godfrey Cadogan (2012) Commutative Prospect Theory and Confident Behaviour under Risk and Uncertainty in Psychological Space. In SSRN Electronic Journal.
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Godfrey Cadogan (2010) A Theory of Asset Pricing and Performance Evaluation for Minority Banks with Implications for Bank Failure Prediction , Compensating Risk , and CAMELS Rating. In SSRN eJournal.Download PDF (402.5 KB)
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Godfrey Cadogan (2010) A Trade Policy Perspective On Import Quotas And The Substitution Effect. In SSRN eLibrary.Download PDF (261.47 KB)
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Godfrey Cadogan (2010) Asymptotic Theory Of Stochastic Choice Functionals For Prospects With Embedded Comotonic Probability Measures. In SSRN eLibrary (Top Ten downloads--Cognition in Mathematics; and Top Ten Downloads--Political Methods: Quantitative Methods ).Download PDF (397.07 KB)
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Godfrey Cadogan (2010) Bank Run Exposure in A Paycheck to Paycheck Economy With Liquidity Preference and Loss Aversion To Decline In Consumption. In SSRN eLibrary.Download PDF (379.86 KB)
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Godfrey Cadogan (2010) Canonical Representation Of Option Prices and Greeks with Implications for Market Timing. In SSRN Derivatives eJournal; ERN: Econophysics (Topic) Top Ten (Rank #1)(5/24-7/27; ERN: Other Econometrics: Mathematical Methods & Programming (Topics) (Top Ten).Download PDF (358.44 KB)
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Godfrey Cadogan (2010) Extensions To Friedman ‘ s Marginal Propensity to Consume with Loss Aversion and Hall ‘ s Consumption Ratchet..Download PDF (233.17 KB)
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Godfrey Cadogan (2010) Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance. In SSRN Risk Management eJournal, ERN Top Ten Forecasting (Topic).Download PDF (217.96 KB)
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Godfrey Cadogan (2009) ON BEHAVIORAL ARROW-PRATT RISK PROCESS WITH APPLICATIONS TO RISK PRICING, STOCHASTIC CASH FLOWS, AND RISK CONTROL. In SSRN Behavioral & Experimental Economics eJournal.Download PDF (1.22 MB)
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Conference Proceedings (1)
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