Primordial power spectra from anisotropic inflation

TR Dulaney, MI Gresham - Physical Review D, 2010 - APS
We examine cosmological perturbations in a dynamical theory of inflation in which an
Abelian gauge field couples directly to the inflaton, breaking conformal invariance. When the …

Dark matter, baryon asymmetry, and spontaneous and breaking

TR Dulaney, PF Pérez, MB Wise - Physical Review D, 2011 - APS
We investigate the dark matter and the cosmological baryon asymmetry in a simple theory
where baryon (B) and lepton (L) number are local gauge symmetries that are spontaneously …

Instabilities in the Aether

SM Carroll, TR Dulaney, MI Gresham, H Tam - Physical Review D, 2009 - APS
We investigate the stability of theories in which Lorentz invariance is spontaneously broken
by fixed-norm vector “aether” fields. Models with generic kinetic terms are plagued either by …

Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios

G Deng, T Dulaney, C McCann, O Wang - Journal of Asset Management, 2013 - Springer
We propose a robust portfolio optimization approach based on Value-at-Risk (VaR)-adjusted
Sharpe ratios. Traditional Sharpe ratio estimates using a limited series of historical returns …

[HTML][HTML] Flavor changing neutral currents in the Lee–Wick Standard Model

TR Dulaney, MB Wise - Physics Letters B, 2008 - Elsevier
Recently an extension of the Standard Model (the Lee–Wick Standard Model) based on
ideas of Lee and Wick (LW) was introduced. It does not contain quadratic divergences in the …

Sigma-model aether

SM Carroll, TR Dulaney, MI Gresham, H Tam - Physical Review D, 2009 - APS
Theories of low-energy Lorentz violation by a fixed-norm “aether” vector field with two-derivative
kinetic terms have a globally bounded Hamiltonian and are perturbatively stable only if …

Ex-post structured product returns: Index methodology and analysis

G Deng, T Dulaney, T Husson, CJ McCann… - Journal of …, 2015 - papers.ssrn.com
The academic and practitioner literature now includes numerous studies of the substantial
issue date mispricing of structured products but there is no large scale study of the ex-post …

[HTML][HTML] Crooked volatility smiles: Evidence from leveraged and inverse ETF options

G Deng, T Dulaney, C McCann, M Yan - Journal of Derivatives & Hedge …, 2013 - Springer
We find that leverage in exchange traded funds (ETFs) can affect the ‘crookedness’ of volatility
smiles. This observation is consistent with the intuition that return shocks are inversely …

Classical stability of a homogeneous, anisotropic inflating space-time

TR Dulaney, MI Gresham, MB Wise - Physical Review D, 2008 - APS
We study the classical stability of an anisotropic space-time seeded by a spacelike, fixed-norm,
dynamical vector field in a vacuum-energy-dominated inflationary era. It serves as a …

Efficient valuation of equity-indexed annuities under Lévy processes using Fourier-cosine series

G Deng, T Dulaney, CJ McCann… - Journal of Computational …, 2017 - papers.ssrn.com
Equity-Indexed Annuities (EIAs) are deferred annuities which accumulate value over time
according to crediting formulas and realized equity index returns. We propose an efficient …