Concepedia

Phelim Boyle

PB

15

Publications

1.7K

Citations

13

H-Index

1979

Active since

Affiliations

University of Waterloo(Current)

Wilfrid Laurier University

University of British Columbia

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

Top concepts

FinanceBusinessEconomicsAsset PricingOption PricingManagementInsuranceFinancial EconomicsPortfolio SelectionPortfolio Management

Publications per year

1979–2022

15

Publications

15

Monte Carlo methods for security pricing

Phelim Boyle, Mark Broadie, Paul Glasserman · Journal of Economic Dynamics and Control · 1997 · 870 citations

Engineering, Monte Carlo, Monte Carlo Method +5

Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification

Phelim Boyle, Lorenzo Garlappi, Raman Uppal et al. · Management Science · 2011 · 185 citations

Asset Allocation, Portfolio Management, Dynamic Economics +17

Pricing exotic options under regime switching

Phelim Boyle, Thangaraj Draviam · Insurance Mathematics and Economics · 2006 · 133 citations

Option Pricing, Asset Pricing, Derivative Pricing +3

Guaranteed Annuity Options

Phelim Boyle, Mary R. Hardy · Astin Bulletin · 2003 · 125 citations

Option Pricing, Economics, Guaranteed Annuity Option +12

PORTFOLIO MANAGEMENT WITH CONSTRAINTS

Phelim Boyle, Weidong Tian · Mathematical Finance · 2007 · 67 citations · Full text

Mathematical Programming, Benchmark Index, Portfolio Optimization +14

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