Phelim Boyle

According to our database, Phelim Boyle authored at least 4 papers between 1995 and 2012.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2012

Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification.

Phelim Boyle, Lorenzo Garlappi, Raman Uppal, Tan Wang

Manag. Sci., 2012

2007

Recent advances in simulation for security pricing (1995).

Phelim Boyle, Mark Broadie, Paul Glasserman

Proceedings of the Winter Simulation Conference, 2007

2006

Application of high-precision computing for pricing arithmetic asian options.

Phelim Boyle, Alex Potapchik

Proceedings of the Symbolic and Algebraic Computation, International Symposium, 2006

1995

Recent Advances in Simulation for Security Pricing.

Phelim Boyle, Mark Broadie, Paul Glasserman

Proceedings of the 27th conference on Winter simulation, 1995