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A. G. Malliaris

Affiliations:
  • Loyola University Chicago, Departments of Economics and Finance, IL, USA


According to our database1, A. G. Malliaris authored at least 7 papers between 1987 and 2014.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Online presence:

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Bibliography

2014
N-tuple S&P patterns across decades, 1950-2011.
[BibTeX]
[DOI]
A. G. Malliaris
,
Mary Malliaris
Central Eur. J. Oper. Res., 2014

2009
Modeling Federal Funds rates: a comparison of four methodologies.
[BibTeX]
[DOI]
A. G. Malliaris
,
Mary Malliaris
Neural Comput. Appl., 2009

Time series and neural networks comparison on gold, oil and the euro.
[BibTeX]
[DOI]
A. G. Malliaris
,
Mary Malliaris
Proceedings of the International Joint Conference on Neural Networks, 2009

2007
Modeling Short Term Interest Rates: A Comparison of Methodologies.
[BibTeX]
[DOI]
A. G. Malliaris
,
Mary Malliaris
Proceedings of the International Joint Conference on Neural Networks, 2007

2005
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule.
[BibTeX]
[DOI]
M. D. Hayford
,
A. G. Malliaris
Eur. J. Oper. Res., 2005

1995
Chapter 1 Portfolio theory.
[BibTeX]
[DOI]
George M. Constantinides
,
A. G. Malliaris
Proceedings of the Finance, 1995

1987
Minimizing a Quadratic Payoff with Monotone Controls.
[BibTeX]
[DOI]
Emmanuel Nicholas Barron
,
Robert Jensen
,
A. G. Malliaris
Math. Oper. Res., 1987


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