most citedRegret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences

29 citations · 89 across the 7 of their papers we have counts for

collaborators

8 papers

q-fin.GN202015 cited

Issues In Disintermediation In The Real Estate Brokerage Sector

Michael C. Nwogugu

This article introduces new models of disintermediation of the real estate broker by the buyer or the seller. The decision to retain a real estate broker is critical in the propert…

q-fin.GN202029 cited

Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences

Michael Nwogugu

Although the CML (Capital Market Line), the Intertemporal-CAPM, the CAPM/SML (Security Market Line) and the Intertemporal Arbitrage Pricing Theory (IAPT) are widely used in portfol…

q-fin.GN202026 cited

Decision-Making, Sub-Additive Recursive "Matching" Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences

Michael C. Nwogugu

While Indices, Index tracking funds and ETFs have grown in popularity during then last ten years, there are many structural problems inherent in Index calculation methodologies and…

q-fin.GN20203 cited

On The Choice Between A Sale-Leaseback And Debt

Michael C. Nwogugu

This article introduces decision models for commercial real estate leasing. The concepts and models developed in the article can also be applied to equipment leasing and other type…

q-fin.GN202016 cited

Some Issues In Securitization And Disintermediation

Michael C. Nwogugu

Securitization has become prevalent in many countries, and has substantial impact on government monetary policy and fiscal policy which have not yet been adequately analyzed in the…

q-fin.GN2020

Equity-Based Incentives, Production/Service Functions And Game Theory

Michael C. Nwogugu

EBIs/ESOs substantially change the traditional production/service function because ESOs/EBIs can have different psychological effects(motivation or de-motivation), and can create i…