Phelim Boyle - Concepedia

Author

Phelim Boyle

University of Waterloo

Also Known As

PHELIM BOYLE, Phelim Boyle

Publications

Citations

H-Index

Concepts

All Affiliations

University of Waterloo Wilfrid Laurier University University of British Columbia

About

Phelim Boyle is an author at University of Waterloo specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	10	10	712
2	Management	5	5	290
3	Engineering	3	3	898
4	Public Health	2	2	189
5	Computer Science	1	1	870

Phelim Boyle

Publications

1.7K

Citations

H-Index

Page 1

	Year	Citations
Monte Carlo methods for security pricing Phelim Boyle, Mark Broadie, Paul Glasserman Journal of Economic Dynamics and Control EngineeringMonte CarloMonte Carlo MethodMonte Carlo MethodsProbability Theory	1997	870
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification Phelim Boyle, Lorenzo Garlappi, Raman Uppal, Management Science Asset AllocationPortfolio ManagementDynamic EconomicsPortfolio ChoiceAsset Pricing	2011	185
Pricing exotic options under regime switching Phelim Boyle, Thangaraj Draviam Insurance Mathematics and Economics Option PricingAsset PricingDerivative PricingBusinessExotic Options	2006	133
Guaranteed Annuity Options Phelim Boyle, Mary R. Hardy Astin Bulletin Option PricingEconomicsGuaranteed Annuity OptionFinancial Risk ManagementInsurer Guarantees	2003	125
PORTFOLIO MANAGEMENT WITH CONSTRAINTS Phelim Boyle, Weidong Tian Mathematical Finance Mathematical ProgrammingBenchmark IndexPortfolio OptimizationAsset PricingPortfolio Selection	2007	67
Prices and sensitivities of Asian options: A survey Phelim Boyle, Alexander Potapchik Insurance Mathematics and Economics Asian OptionsOption PricingFinancial EconomicsAsset PricingEast Asian Studies	2007	67
Guaranteed Annuity Options Phelim Boyle, Mary R. Hardy Astin Bulletin Option PricingEconomicsGuaranteed Annuity OptionFinancial Risk ManagementInsurer Guarantees	2003	64
The design of equity-indexed annuities Phelim Boyle, Weidong Tian Insurance Mathematics and Economics FinanceEquity-indexed AnnuitiesAlternative InvestmentSecuritisation	2008	50
Social Security Wealth and Private Saving in Canada Phelim Boyle, John Murray Canadian Journal of Economics/Revue canadienne d économique EconomicsSocial PolicyPublic FinanceSocial SecuritySocial Security System	1979	33
Robust Stochastic Discount Factors Phelim Boyle, Shui Feng, Weidong Tian, Review of Financial Studies	2007	19

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