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Acciaio, Beatrice and Larsson, Martin (2017) Semi-static completeness and robust pricing by informed investors. Annals of Applied Probability, 27 (4). pp. 2270-2304. ISSN 1050-5164
Acciaio, Beatrice, Larsson, Martin and Schachermayer, Walter (2017) The space of outcomes of semi-static trading strategies need not be closed. Finance and Stochastics, 21 (3). pp. 741-751. ISSN 0949-2984
Anastasiou, Andreas (2017) Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables. Statistics and Probability Letters, 129. pp. 171-181. ISSN 0167-7152
Atkinson, Anthony and Pedrosa, David (2017) Optimum design and sequential treatment allocation in an experiment in deep brain stimulation with sets of treatment combinations. Statistics in Medicine, 36 (30). pp. 4804-4815. ISSN 0277-6715
Atkinson, Anthony C. and Biswas, Atanu (2017) Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses. Computational Statistics and Data Analysis, 113. pp. 297-310. ISSN 0167-9473
Atkinson, Anthony C., Corbellini, Aldo and Riani, Marco (2017) Robust Bayesian regression with the forward search: theory and data analysis. TEST, 26 (4). pp. 869-886. ISSN 1133-0686
Atkinson, Anthony C., Riani, Marco and Cerioli, Andrea (2017) Cluster detection and clustering with random start forward searches. Journal of Applied Statistics, 45 (5). pp. 777-798. ISSN 0266-4763
Barigozzi, Matteo and Hallin, Marc (2017) Generalized dynamic factor models and volatilities estimation and forecasting. Journal of Econometrics, 201 (2). pp. 307-321. ISSN 0304-4076
Barigozzi, Matteo and Hallin, Marc (2017) A network analysis of the volatility of high-dimensionalfinancial series. Journal of the Royal Statistical Society. Series C: Applied Statistics. ISSN 0035-9254
Callegaro, Giorgia, Campi, Luciano, Giusto, Valeria and Vargiolu, Tiziano (2017) Utility indifference pricing and hedging for structured contracts in energy markets. Mathematical Methods of Operations Research, 85 (2). pp. 265-303. ISSN 1432-2994
Campi, Luciano, Laachir, Ismail and Martini, Claude (2017) Change of numeraire in the two-marginals martingale transport problem. Finance and Stochastics, 21 (2). pp. 471-486. ISSN 0949-2984
Cerioli, Andrea, Riani, Marco, Atkinson, Anthony C. and Corbellini, Aldo (2017) The power of monitoring: how to make the most of a contaminated multivariate sample. Statistical Methods and Applications. ISSN 1618-2510
Cosso, Andrea, Pham, Huyên and Xing, Hao (2017) BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53 (4). pp. 1528-1547. ISSN 0246-0203
Dueñas, Marco, Mastrandrea, Rossana, Barigozzi, Matteo and Fagiolo, Giorgio (2017) Spatio-temporal patterns of the international merger and acquisition network. Scientific Reports, 7 (10789). ISSN 2045-2322
Gaboardi, Marco and Skinner, Chris J. (2017) Special issue on the theory and practice of differential privacy. Journal of Privacy and Confidentiality, 7 (2). ISSN 2575-8527
Guasoni, Paolo, Muhle-Karbe, Johannes and Xing, Hao (2017) Robust portfolios and weak incentives in long-run investments. Mathematical Finance, 27 (1). pp. 3-37. ISSN 0960-1627
Idowu, Victory (2017) The model validator’s manifesto. Actuaries Digital.
Lawson, Nuanpan and Skinner, Chris (2017) Estimation of a cluster-level regression model under nonresponse within clusters. Metron, 75 (3). pp. 319-331. ISSN 0026-1424
Oomen, Roel (2017) Execution in an aggregator. Quantitative Finance, 17 (3). pp. 383-404. ISSN 1469-7688
Oomen, Roel (2017) Last look. Quantitative Finance, 17 (7). pp. 1057-1070. ISSN 1469-7688
Robertson, Scott and Xing, Hao (2017) Long term optimal investment in matrix valued factor models. SIAM Journal on Financial Mathematics, 8 (1). pp. 400-434. ISSN 1945-497X
Skinner, Chris J. (2017) Comments on the Rao and Fuller (2017) paper. Survey Methodology, 43. pp. 179-181. ISSN 0714-0045
Skinner, Chris J. and Wakefield, Jon (2017) Introduction to the design and analysis of complex survey data. Statistical Science, 32 (2). pp. 165-175. ISSN 0883-4237
Tzougas, George, Karlis, Dimitris and Frangos, Nicholas (2017) Confidence intervals of the premiums of optimal Bonus Malus Systems. Scandinavian Actuarial Journal, 2018 (2). pp. 129-144. ISSN 0346-1238
Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen and Lu, Zudi (2017) A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38 (2). pp. 243-265. ISSN 0143-9782
Xing, Hao (2017) Consumption investment optimization with Epstein-Zin utility in incomplete markets. Finance and Stochastics, 21 (1). pp. 227-262. ISSN 0949-2984
Xing, Hao (2017) Stability of the exponential utility maximization problem with respect to preferences. Mathematical Finance, 27 (1). pp. 38-67. ISSN 0960-1627
Carvalho, Maria and Fankhauser, Samuel 
ORCID: 0000-0003-2100-7888
(2017)
With or without you? Why the European Union’s climate targets will be harder to meet post-Brexit.
LSE Brexit
(16 Jan 2017).
Website.
Nakatudde, Nambassa (2017) Unsourced and incomplete: how referendum campaign leaflets misused statistics. LSE Brexit (18 Jan 2017). Website.
Thomas, Will (2017) 1984: the year when young Britons started to become more Europhile than their elders. LSE Brexit (12 Jan 2017). Website.
