By PDLCPayday Loans

• My CV
• Publications (in business/finance journals)
• Jagannathan, R., Marakani, S., Takehara, H. and Y. Wang, Calendar Cycles, Infrequent Decisions and the Cross-Section of Stock Returns, Management Science, forthcoming
• Baaquie, B. E., Marakani, S. and M. C. Warachka, A quantum field theory term structure model applied to hedging, International Journal of Theoretical and Applied Finance, Vol. 6, No. 5, pg. 443-468, 2003
  (Electronic version of an article published as "International Journal of Theoretical and Applied Finance, Vol. 6, Issue 5, 2003, 443-468" DOI No: 10.1142/S0219024903001980 © World Scientific Publishing Company Journal web site)
• Working Papers
• Long run risks and Price/Dividend Ratio Factors with Ravi Jagannathan (the 2011 WFA version which had a different title is at Long run risks, the factor structure of price dividend ratios and the cross section of returns)
• Long run consumption risks : are they there?
• Publications in physics journals on the application of mathematical techniques in physics to modeling and pricing interest rate derivatives
• Baaquie, Belal E. and Srikant Marakani, Comparison of field theory models of interest rates with market data, Physical Review E, Vol. 69, 036129, 2004 (APS link)
• Baaquie, Belal E. and Srikant Marakani, Finite hedging in field theory models of interest rates, Physical Review E, Vol. 69, 036130, 2004 (APS link)
• Baaquie, Belal E., Claudio Coriano and Srikant Marakani, Hamiltonian and potentials in derivative pricing models : Exact results and lattice simulations, Physica A, Vol. 334, pg. 531-557, 2004 (doi:10.1016/j.physa.2003.10.080)