Faculty in the Orfalea College of Business conduct research that advances theory, informs practice, and improves our understanding of the complex interface between technology, human behavior, organizations and markets. Their research addresses real-world problems, involves students when appropriate, influences public and regulatory policies, and contributes to experiential-based learning. The departmental areas promote and maintain a multitude of opportunities for industry to advise and further the interests of students and faculty.
Modified from cob.calpoly.edu
Submissions from 2015
A Comment on Christofferson, Jacobs, and Ornthanalia (2012), "Dynamic jump intensities and risk premiums: Evidence from S&P 500 returns and options", Garland Durham, John Geweke, and Pulak Ghosh
Submissions from 2014
Improving Asset Price Prediction When All Models are False, Garland Durham and John Geweke
Submissions from 2013
Risk-neutral Modeling with Affine and Nonaffine Models, Garland Bennett Durham
Submissions from 2012
Return, purchase, or skip? Outcome, duration, and consumer behavior in the rent-to-own market, Michael H. Anderson and Sanjiv Jaggia
Beyond Stochastic Volatility and Jumps in Returns and Volatility, Garland Durham and Yang-Ho Park
Submissions from 2009
Rent-to-own agreements: Customer characteristics and contract outcomes, Michael H. Anderson and Sanjiv Jaggia
Alasdair Macintyre’s Aristotelian Business Ethics: A Critique, John Dobson
Submissions from 2008
Introducing Ethics Into the Finance Curriculum: A Simple Three Level Guide, John Dobson
Utopia Reconsidered: The Modern Firm as Institutional Ideal, John Dobson
Submissions from 2007
Aesthetics as a Foundation for Business Activity, John Dobson
Applying Virtue Ethics to Business: The Agent-Based Approach, John Dobson
SV mixture models with application to S&P 500 index returns, Garland B. Durham
Submissions from 2006
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models, Garland B. Durham
Submissions from 2005
Momentum Investing: The Case of High-Tech IPOs, Sanjiv Jaggia and Satish Thosar
Survival Analysis with Artificially Constructed Events, Sanjiv Jaggia and Satish Thosar
Submissions from 2004
Size Matters: Why Managers Should Pursue Corporate Growth, Even at the Expense of Shareholder Value, John Dobson
The Medium-Term Aftermarket in High-Tech IPOs: Patterns and Implications, Sanjiv Jaggia and Satish Thosar
Submissions from 2003
Method to Their Madness: Dispelling the Myth of Economic Rationality as a Behavioral Ideal, John Dobson
Likelihood-based specification analysis of continuous-time models of the short-term interest rate, Garland B. Durham
Comment on "Iterative and Recursive Estimation in Structural Nonadaptive Models Iterative and Recursive Estimation in Structural Nonadaptive Models" by S. Pastorello, V. Patilea, and E. Renault, Garland Durham and John Geweke
Submissions from 2002
Method to Their Madness: Dispelling the Myth of Economic Rationality as a Behavioral Ideal, John Dobson
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes, Garland B. Durham and A. Ronald Gallant
Submissions from 2001
An analysis of second time around bankruptcies using a split-population duration model, Arindam Bandopadhyaya and Sanjiv Jaggia
Submissions from 1999
An Analysis of the Factors that Influence Student Performance: A Fresh Approach to an Old Debate, Sanjiv Jaggia and Alison Kelly-Hawke