William Nelson portrait

William Nelson

Associate Dean & Professor

Dunes Medical/Professional Building, Room 1124


“The Role of Jump Dynamics in the Risk-Return Relationship,” (with B. Arshanapalli & F. Fabozzi) International Review of Financial Analysis, Forthcoming

“Asset Allocation Options for Wealth Accumulation,” (with B. Arshanapalli) Journal of Wealth Management, Vol. 14, (4), pp. 22-24, Spring 2012

“Applying Cointegration to Problems in Finance,” (with B. Arshanapalli) in Encyclopedia of Financial Models, John Wiley and Sons, 2012

“The Effects of Macroeconomic Announcements on Equity Returns and Their Connection to Fama-French Factors” (with B. Arshanapalli) Applied Financial Economics Vol. 20, 2010

“Yes Virginia Diversification is Still a Free Lunch,” (with B. Arshanapalli) Journal of Wealth Management, Vol. 13, Fall 2010

“Cointegration and Its Application in Finance,” (with B. Arshanapalli) in Handbook of Finance, Vol. 3, John Wiley and Sons, 2009

“An Application of a Cointegration Test to Verify the Housing Bubble,” (with B. Arshanapalli) International Journal of Business and Finance Research, Vol. 2, 2008

Selected Past Publications
“Is Fixed-Weight Asset Allocation Really Better?”,  (With B. Arshanapalli and T. D. Coggin), The Journal of Portfolio Management, Vol. 27, no. 3, Spring, 2001, pp.27-38.

“Self Motivated Bargaining and Rational Strikes:  A Multiparty Model and Its Implications for Industrial Strike Activity,” (with J. Swint), The Southern Economic Journal, Vol. 47, no. 2, October, 1980, pp 317-31.

“The Role of Self-Interest in Collective Bargaining and its Implications for the Duration of Strikes,” (with J. Swint), Industrial Labor & Relations Review, Vol. 32, October, 1978.

“The Application of Economic Analysis to the Evaluation of Alcohol Rehabilitation,” (with J. Swint), Inquiry, Vol. XIV, March 1977.  Reprinted in Weeks and Berman, Economics in Health Care, Aspen Systems Corporation, 1977.

“The Erroneous MEC Function:  Comment,” (with Y. Imai), Journal of Finance, Vol. XXVII, no. 1, March, 1972.