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Andrew F. Siegel

Researcher at University of Washington

Publications -  120
Citations -  9264

Andrew F. Siegel is an academic researcher from University of Washington. The author has contributed to research in topics: Capital asset pricing model & Yield curve. The author has an hindex of 40, co-authored 102 publications receiving 8908 citations. Previous affiliations of Andrew F. Siegel include Princeton University & Institute for Systems Biology.

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Stochastic Discount Factor Bounds with Conditioning Information

TL;DR: This paper compares the sampling properties of different versions of HJ bounds that use conditioning information in the form of a given set of lagged instruments and document finite-sample biases in the HJ limits, where the biased bounds reject asset-pricing models too often.
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Stochastic Discount Factor Bounds with Conditioning Information

TL;DR: In this article, the sampling properties of HJ bounds with conditioning information were studied and a useful bias correction was provided. But the bias was not considered in this paper, since the bounds reject asset-pricing models too often.
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On The Measurement of Morphology and its Change

TL;DR: This review is concerned with quantitative comparisons of biological shape wherein some parts of specimens obviously have changed and others parts have not.
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Covering the Circle with Random Arcs of Random Sizes.

TL;DR: In this paper, the authors considered the random uniform placement of a finite number of arcs on the circle, where the arc lengths are sampled from a distribution on (0, 1) and provided exact formulae for the probability that the circle is completely covered and for the distribution of uncovered gaps.