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Next
NYSE
9.15.2008
routledge@cmu.edu
412-268-7588
tepper school of businessCenter for Computational Finance
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now
Forthcoming working papers
Trust Leverage and Liquidity (with Rchard Lowery)
The Term Structure of Oil Prices, Bond Prices, and
Monetary Policy
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recent
Working papers
Backus, David, Bryan R. Routledge, and Stanley
E. Zin, The Cyclical Component of US Asset Returns, Working Paper
December 2008
Backus, David, Bryan R. Routledge, and Stanley
E. Zin, Asset prices in business cycle analysis , Working Paper
December 2008
Backus, David, Bryan R. Routledge, and Stanley
E. Zin, Who holds risky assets?, Working Paper September 2008
Lowery, R and B. Routledge, Trust Leverage and
Liquidity, Working paper December 2008
Casassus, Jaime, Pierre Collin-Dufresne, and
Bryan R. Routledge, Equilibrium Commodity Prices with Irreversible
Investment and Non-Linear Technologies, Working Paper (revised
January 2008)
Backus, David, Bryan R. Routledge, and Stanley
E. Zin, Risk Sharing with Recursive Preference, December 2006
Ostrovnaya, Anastasiya, Bryan R. Routledge and Stanley E. Zin,
Endogenous Counter-Cyclical Risk Aversion and the Cross Section of
Asset Returns, Working Paper 2007
Routledge, Bryan R., Duane J. Seppi and Chester
S. Spatt, The Spark Spread: An Equilibrium Model of
Cross-Commodity Price Relationships in Electricity (July 1999).
Routledge, Bryan R., Co-Evolution and Spatial
Interaction WP no. 1997-46.
Routledge, Bryan R. and Joachim von Amsberg,
Endogenous Social Capital, WP no. 1997-48.
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past
Papers
Routledge, Bryan R., and Stanley E. Zin,
Generalized Disappointment Aversion and Asset Prices,
Journal of Finance (forthcoming)
Kogan, S, D. Levin, B. Routledge, J. Sagi and
N. Smith Predicting Risk from Financial Reports with Regression,
NAACL-HLT 2009, Boulder, CO, May - June 2009
Routledge, Bryan R., and Stanley E. Zin, Model
Uncertainty and Liquidity, Review of Economic Dynamics,
(forthcoming)
Backus, David, Bryan R. Routledge, and Stanley
E. Zin, Recursive Preferences, in The New Palgrave Dictionary of
Economics, Lee Ohanian (ed.), Palgrave Macmillan,2006
Backus, David, Bryan R. Routledge, and Stanley
E. Zin, Exotic Preferences for Macroeconomists, NBER Macroeconomics
Annual 2004, Volume 19
Routledge, Bryan R. and Joachim von Amsberg,
2003, Social Capital and Growth, Journal of Monetary Economics,
Volume 50:1.
Arya, Anil, Jonathan Glover and Bryan
R. Routledge, 2002 Project Assignment Rights and Incentives for
Eliciting Ideas, Management Science, 48(7), 886-899.
Routledge, Bryan R., 2001, Genetic Algorithm
Learning to Choose and Use Information, Macroeconomic Dynamics,
volume 5, 303-325.
Routledge, Bryan R., Duane J. Seppi, and Chester
S. Spatt, 2000, Equilibrium Forward Curves for Commodities,
Journal of Finance, 55(3), 1297-1338
Routledge, Bryan R., 1999, Adaptive Learning in
Financial Markets, Review of Financial Studies, 12(5), 1165-1202
Routledge, Bryan R., 1998, The Economics of the
Prisoner's Dilemma: A Background in P. Danielson (ed.), Modeling
Rationality, Morality and Evolution, Cambridge: Oxford University
Press, 1998, pages 92-118.
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