Asset price dynamics with heterogeneous, boundedly rational, utility-optimizing agents (with P. Beaumont and A. Culham), 2008, 17 pages.
Optimal intervention in the foreign exchange market when interventions affect market dynamics (with J. F. Moreno), 2008, 32 pages.
Portfolio optimization for t and skewed t returns (with W. Hu), 2007, 43 pages.
On Rebonato and Jackel's parametrization method for finding nearest correlation matrices, International Journal of Pure and Applied Mathematics, vol 45, no 3, 2008, 383-390.
The Skewed t distribution for portfolio credit risk (with W. Hu), to appear in Advances in Econometrics, vol 22, Elsevier, 2008, 45 pages.
Risk Management with Generalized Hyperbolic Distributions (with W. Hu), Proceedings of the Fourth IASTED International Conference on Financial Engineering and Applications, ACTA Press, Calgary, (2007), 19 -- 24.
Optimal covariances in risk model aggregation, Proceedings of the Third IASTED International Conference on Financial Engineering and Applications, ACTA Press, Calgary, (2006) 30--35.
Skewed t distributions and t copulas with applications in portfolio credit risk, Proceedings of the 5th annual Hawaii International Conference on Statistics, Mathematics, and Related Fields, Honolulu (2006) 908--940.
On the Aggregation of Local Risk Models for Global Risk Management (with G. Anderson, L. Goldberg, G. Miller, and K. Sorge), Journal of Risk, 8, no. 1 (2005) 25--40.
t-Statistics for Weighted Means in Credit Risk Modelling (with L. Goldberg and K. Lee), Journal of Risk Finance, 6, no. 4 (2005) 349--365.
Modelling credit risk: currency dependence in global credit markets (with L. Goldberg and L. Breger), J. Portfolio Management, vol 29, no. 2, Winter 2003. Abstract.
Examining market influence on credit risk (with L. Goldberg and L. Breger) , in Risk Management for Investors, Risk Magazine, June 2002.
Denjoy minimal sets are far from affine, Ergodic Th. and Dyn. Systems, vol 22 (2002), 1803--1812.
Currency dependence in global credit markets (in Japanese) (with L. Goldberg and L. Breger), Security Analysts J. 39, no. 10 (2001) 61--74.
Cantor sets, binary trees, and Lipschitz circle homeomorphisms (with B. Tandy), Michigan Math. J., vol. 46 (1999) 29-38.
Denjoy's Theorem with Exponents, Proc. Amer. Math. Soc., vol 127, no. 10 (1999) 3111-3118.
Wandering domains and invariant conformal structures for mappings of the 2-torus (with D. Sullivan), Ann. Acad. Sci. Fenn., Series A I Math., vol. 21 (1996) 51-68.
On sets of critical values in the real line (with S. Bates), Duke Math. J., vol. 83, (1996), 399-413.
The Zygmund Morse-Sard Theorem, Journal of Geometric Analysis, 4, No.3 (1994) 403-424.
Amplitude modulated pulse shapes for the elimination of cross relaxation during multiple-pulse NMR experiments (with D. Galambos, T. L. Hwang, M. Stimson, and A. J. Shaka), J. of Magnetic Resonance, Series A, 108 (1994), 51--61.
Conformal irregularity for Denjoy Diffeomorphisms of the 2-torus (with J. Velling), Rocky Mountain J. of Math., 24, No.2, Spring 1994, 655--671.
The Gauss-Green theorem for fractal boundaries (with J. Harrison), Duke Math. J., 67 (1992), 575-588.
Measure, Topology, and Fractal Geometry, American Mathematical Monthly, 99 (1992), 378-382 (book review of G. A. Edgar, "Measure, Topology and Fractal Geometry", Springer-Verlag, 1990).
A $C^{1\times \infty}$ function with an interval of critical values, Indiana Univ. Math. J., 40, No.4 (1991), 1483-1488.
Geometric integration on fractal curves in the plane (with J. Harrison), Indiana Univ. Math. J., 40, No.2 (1991), 567-594.
Critical sets in the plane (with C. Pugh), Mich. Math. J. 38 (1991), 441-459.
Minimal sets, wandering domains, and rigidity in the 2-torus, in Continuum Theory and the Theory of Dynamical Systems, Contemporary Mathematics, 117 (1991).
An area approach to wandering domains for smooth surface endomorphisms, Ergod. Theory and Dyn. Sys. 11 (1991), 181-187.
Functions not constant on fractal quasi-arcs of critical points, Proc. Amer. Math. Soc., 106 (1989), 397-406.
Continued fractions and differentiability of functions, Amer. Math. Monthly, 95 (1988), 639-643.
A critical set with non-null image has large Hausdorff dimension, Trans. Amer. Math. Soc., 296 (1986), 367-376.