19972019
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Research Output 1997 2019

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Chapter (Book)
2017

Hedge fund replication

Tupitsyn, M. & Lajbcygier, P., 2017, Hedge Funds: Structure, Strategies, and Performance. Baker, H. K. & Filbeck, G. (eds.). 1st ed. Oxford UK: Oxford University Press, p. 460-490 31 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2013

Hedge funds: Replication and nonlinearities

Tupitsyn, M. & Lajbcygier, P. R., 2013, Alternative Investments: Instruments, Performance, Benchmarks, and Strategies. Baker, H. K. & Filbeck, G. (eds.). Hoboken NJ USA: John Wiley & Sons, p. 541 - 566 26 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2009

Identifying latent classes and differential item functioning in a cohort of e-learning students

Sanford, A. D., Lajbcygier, P. R. & Spratt, C. F., 2009, E-Learning Technologies and Evidence -Based Assessment Approaches. Spratt, C. & Lajbcygier, P. (eds.). Hershey PA USA: Information Science Publishing, p. 195 - 217 23 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

The validity of group marks as a proxy for individual learning in e-learning settings

Lajbcygier, P. R. & Spratt, C. F., 2009, E-Learning Technologies and Evidence -Based Assessment Approaches. Spratt, C. & Lajbcygier, P. (eds.). Hershey PA USA: Information Science Publishing, p. 136 - 150 15 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2007

Effect of negative book equity on the Fama French HML

Li, B. & Lajbcygier, P. R., 2007, Advances in Business and Finance Studies 2006: Capital Markets. Narender, V. & Malhotra, D. K. (eds.). 1 ed. Hyderabad India: Icfai University Press, p. 213 - 226 14 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Using "blended learning" to develop tertiary students' skills of critique

Lajbcygier, P. R. & Spratt, C. F., 2007, Integrating Information and Communications Technologies into the Classroom. Tomei, L. (ed.). Hershey PA USA: Information Science Publishing, p. 1 - 18 18 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2005

How valid are group marks as a proxy for the individual learning that comes from group assignment and project work?

Eley, M. G., Lajbcygier, P. R. & Spratt, C., 2005, Improving Student Learning: Diversity and Inclusivity. Rust, C. (ed.). 1 ed. UK: Oxford Centre for Staff & Learning Development, p. 137 - 148 12 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

2002

Comparing conventional and artificial neural network models for the pricing of options

Lajbcygier, P. R., 2002, Neural Networks in Business: Techniques and Applications. Smith, K. A. & Gupta, J. N. D. (eds.). 1 ed. Hershey USA: Idea Group Publishing, p. 220 - 235 16 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Optimizing Technical Trading Strategies with Split Search Genetic Algorithms

Tsang, R. & Lajbcygier, P. R., 2002, Studies in Fuzziness and Soft Computing. Chen, S. (ed.). Physica Verlag, p. -

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

2000

Hybrid Option Pricing with an Optimal Weighted Implied Standard Deviation

Lajbcygier, P. R., Flitman, A. M. & Palaniswami, M., 2000, Commerce Complexity and Evolution. New York NY USA: Cambridge University Press, p. 191 - 211 21 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Optimization of a Technical Trading Strategy using split search genetic algorithms

Tsang, R. & Lajbcygier, P. R., 2000, Computational Finance. Abu-Mostafa, Y., LeBaron, B. & Lo, A. (eds.). The MIT Press, p. 369 - 386 18 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

1997

Booting: A Method for Improving Option Pricing Using Bookstrap

Lajbcygier, P. R. & Connor, J. T., 1997, Business Systems Research, Vol 2. Clayton Vic Australia: Department of Business Systems, p. 695 - 718 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

Component Analysis of the Term Structures of Interest Rates

Tjangdjaja, J. C. & Lajbcygier, P. R., 1997, Business Systems Research, Vol 2. Clayton Vic Australia: Department of Business Systems, p. 657 - 669 13 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

Genetic Algorithms and Simulated Annealing: A Baseline Comparison

Tsang, R. & Lajbcygier, P. R., 1997, Business Systems Research, Vol 2. Clayton Vic Australia: Department of Business Systems, p. 509 - 528 20 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

Hybrid Option Pricing with a Vega-Weighted Implied Standard Deviation

Lajbcygier, P. R., Flitman, A. M. & Palaniswami, M., 1997, Business Systems Research, Vol 2. Clayton Vic Australia: Department of Business Systems, p. 599 - 618 20 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other