bryan routledge

NYSE 9.15.2008
NYSE
9.15.2008

routledge@cmu.edu

412-268-7588

tepper school of business

carnegie mellon university

Noah's ARK

Center for Computational Finance

CV

RePEC / IDEAS

NBER

SSRN

twitter

tumblr

30 boxes

web 1.0 ~1995

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Next

Theoretical research

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now

Forthcoming working papers

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recent

Working papers

Baker, Steven D and Bryan Routledge, The Price of Oil Risk, April 2012

Backus, David, Bryan R. Routledge, and Stanley E. Zin, The Cyclical Component of US Asset Returns, Working Paper April 2010

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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Papers

Word Salad: Relating Food Prices and Descriptions, Victor Chahuneau, Kevin Gimpel, Bryan R. Routledge, Lily Scherlis, Noah A. Smith, In Proceedings of the Conference on Empirical Methods \ in Natural Language Processing, Jeju Island, Korea, July 2012.

Predicting a Scientific Community's Response to an Article. Dani Yogatama, Michael Heilman, Brendan O'Connor, Chris Dyer, Bryan R. Routledge, and Noah A. Smith. In Proceedings of the Conference on Empirical Methods in Natural Language Processing, Edinburgh, UK, July 2011.

From Tweets to Polls: Linking Text Sentiment to Public Opinion Time Series Brendan O'Connor, Ramnath Balasubramanyan, Bryan R. Routledge, and Noah A. Smith, In Proceedings of the International AAAI Conference on Weblogs and Social Media, Washington, DC, May 2010.

Routledge, Bryan R., and Stanley E. Zin, Generalized Disappointment Aversion and Asset Prices, Journal of Finance, 65:4 August 2010

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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Teaching

Preferences, Behavior, and Finance Phd course Spring 2006

[more posted later]

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while

Code

Seminar scheduler [contact me if interested.]