Concepedia

Craig McCann

CM

Statistics

Publications

9

Citations

178

H-Index

9

Active since

2010

Affiliations

United States Securities and Exchange Commission(Current)

Craig McCann is an author at United States Securities and Exchange Commission specializing in business, finance, and financial economics.

Publications per year

2010–2017

9

Publications

9

Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios

Geng Deng, Tim Dulaney, Craig McCann et al. · Journal of Asset Management · 2013 · 31 citations

Business, Finance, Mathematics +14

Are VIX Futures ETPs Effective Hedges?

Geng Deng, Craig McCann, Olivia Wang · The Journal of Index Investing · 2012 · 30 citations

Business, Finance, Financial Management +17

Leveraged and Inverse ETFs, Holding Periods, andInvestment Shortfalls

Ilan Guedj, Guohua Li, Craig McCann · The Journal of Index Investing · 2010 · 27 citations

Business, Economics, Finance +15

Modeling autocallable structured products

Geng Deng, Joshua Mallett, Craig McCann · Journal of Derivatives & Hedge Funds · 2011 · 26 citations · Full text

Business, Systems Engineering, New Product Development +6

Futures-Based Commodity ETFs

Ilan Guedj, Guohua Li, Craig McCann · The Journal of Index Investing · 2011 · 22 citations

Agriculture, Finance, Commodity Markets +16

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