16 citations · 16 across the 4 of their papers we have counts for
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q-fin.GN2019
Quantitative earnings enhancement from share buybacks
Lawrence Middleton, James Dodd, Graham Baird
This paper aims to explore the mechanical effect of a company's share repurchase on earnings per share (EPS). In particular, while a share repurchase scheme will reduce the overall…
stat.CO2019★ 16 cited
Unbiased Smoothing using Particle Independent Metropolis-Hastings
Lawrence Middleton, George Deligiannidis, Arnaud Doucet +1
We consider the approximation of expectations with respect to the distribution of a latent Markov process given noisy measurements. This is known as the smoothing problem and is of…