Anand, A., Li, T., Kurosaki, T., and Kim, Y. S. (2016) Foster-Hart Optimal Portfolios, Journal of Banking and Finance , Vol: 68, p.117 - 130 Open Access Link Here  
Anand, A., Li, T., Kurosaki, T., and Kim, Y. S. (2016) The equity risk posed by the too-big-to-fail banks: a Foster–Hart estimation, Annals of Operations Research , p.1-21 Open Access Link Here  
Botshekan, M., & Lucas, A. (2016) Long-Term Versus Short-Term Contingencies in Asset Allocation, Long-Term versus Short-Term Contingencies in Asset Allocation  
Brabazon, A., Cui, W. and O'Neill, M. (2016) The raven roosting optimisation algorithm, Soft Computing , Vol: 20, Issue no.2, p.525-545 Open Access Link Here  
Brabazon, A., Lipinski, P. and Hamill, P. (2016) Characterising Order Book Evolution Using Self-Organising Maps, Evolutionary Intelligence , Vol: 9, Issue no.4, p.167-179 Open Access Link Here  
Fenton, M., McNally, C., Byrne, J., Hemberg, E., McDermott, J., and O'Neill, M. (2016) Discrete planar truss optimization by node position variation using grammatical evolution, IEEE Transactions on Evolutionary Computation , Vol: 20, Issue no.4, p.577-589 Open Access Link Here  
Kattan, A., Agapitos, A., Ong, Y. S., Alghamedi, A. A., and O’Neill, M. (2016) GP made faster with semantic surrogate modelling, Information Sciences , Vol: 355, p.169-185 Open Access Link Here  
Nicolau, M., Perez-Liebana, D., O'Neill, M., and Brabazon, A. (2016) Evolutionary behavior tree approaches for navigating platform games., IEEE Transactions on Computational Intelligence and AI in Games Open Access Link Here  
O'neill, Michael (2016) Semantic methods in genetic programming, Genetic Programming and Evolvable Machines , Vol: 17, Issue no.1, p.3-4 Open Access Link Here  
O’Sullivan, P. and Edelman, D. (2016) Optimal Derivatives - Portfolios, Payoffs, and Preferences, European Journal of Finance , p.1-13 Open Access Link Here  
Yin, Z., O'Sullivan, C. and Brabazon, A. (2016) An Analysis of the Performance of Genetic Programming for Realised Volatility Forecasting, Journal of Artificial Intelligence and Soft Computing Research , Vol: 6, Issue no.3, p.155-172 Open Access Link Here  
Avino, D., Lazar, E., Varotto, S. (2015) Time varying price discovery, Economics Letters , Vol: 126, p.18-21 Open Access Link Here  
Connor, G. and Flavin, T. (2015) Strategic, Unaffordability, and Dual-Trigger Defaults in the Irish Mortgage Market, Journal of Housing Economics , Vol: 28, p.59-75 Open Access Link Here  
Cotter, J., O' Sullivan, N. and Rossi, F. (2015) Idiosyncratic Risk and UK Equities, International Review of Financial Analysis , Vol: 37, p.184-193 Open Access Link Here  
Cotter, John and Richard Roll (2015) A Comparative Anatomy of Residential REITs and Private Real Estate markets: Returns, Risks and Distributional Characteristics, Real Estate Economics , Vol: 43, p.209–240. Open Access Link Here  
Cotter, John, and James Hanly (2015) Performance of Utility Based Hedges, Energy Economics , Vol: 49, p.718-726 Open Access Link Here  
Cotter, John, Stuart Gabriel and Richard Roll (2015) Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust, Review of Financial Studies , Vol: 28, p.913-936. Open Access Link Here  
Cui, W., Brabazon, A. and Agapitos, A. (2015) 'Extending the Bat Foraging Metaphor for Optimisation Algorithm Design, International Journal of Metaheuristics , Vol: 4, Issue no.1, p.1-26 Open Access Link Here  
Guasoni, P. and Robertson, S. (2015) Static Fund Separation of Long Term Investments, Mathematical Finance , Vol: 25, Issue no.4, p.789-826 Open Access Link Here  
Guasoni, P., Muhle-Karbe, J. (2015) Long Horizons, High Risk-Aversion, and Endogenous Spreads, Mathematical Finance , Vol: 25, Issue no.4, p.724-753 Open Access Link Here  
Guasoni, P., Muhle-Karbe, J., Xing, H. (2015) Robust Portfolios and weak incentives in long run investments, Mathematical Finance Open Access Link Here  
Guasoni, P., Obloj, J. (2015) The Incentives of Hedge Fund Fees and High-Water Marks, Mathematical Finance Open Access Link Here  
Guasoni, P., Rasonyi, M. (2015) Hedging, Arbitrage, and Optimality with Superlinear Frictions, Annals of Applied Probability , Vol: 25, Issue no.4, p.2066-2095 Open Access Link Here  
Guasoni, P., Rasonyi, M. (2015) Fragility of arbitrage and bubbles in local martingale diffusion models, Finance and Stochastics , Vol: 19, Issue no.2, p.215-231 Open Access Link Here  
Guasoni, P., Wang, G. (2015) Hedge and Mutual Funds' Fees and the Separation of Private Investments, Finance and Stochastics Open Access Link Here  
Guasoni, P., Weber, M. (2015) Dynamic Trading Volume, Mathematical Finance Open Access Link Here  
Mayerhofer, E. and Keller-Ressel, M. (2015) Exponential Moments of Affine Processes, Annals of Applied Probability  
Wilinski. M., Cui, W., Brabazon, A. and Hamill, P. (2015) An Analysis of Price Impact Functions of Individual Trades on the London Stock Exchange, Quantitative Finance , Vol: 15, Issue no.10, p.1727-1735  
Avino, D. and Cotter, J. (2014) Sovereign and bank CDS spreads: Two sides of the same coin?, Journal of International Financial Markets, Institutions & Money , Vol: 32, p.72-85 Open Access Link Here  
Bichuch, M. and Guasoni, P. (2014) Investing with Liquid and Illiquid Assets, Open Access Link Here  
Conlon, T, and Cotter, J. (2014) Anatomy of a Bail-In, Journal of Financial Stability Open Access Link Here  
Conlon, T., Cotter, J and Gencay, R. (2014) Commodity Futures Hedging, Risk Aversion and the Hedging Horizon, European Journal of Finance Open Access Link Here  
Conlon, Tom and Cotter, John (2014) Anatomy of a Bail-In, Journal of Financial Stability , Vol: 15, p.257-263 Open Access Link Here  
Cotter, J. and Roll, R. (2014) A Comparative Anatomy of Residential REITs and Private Real Estate markets: Returns, Risks and Distributional Characteristics, A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics , Vol: 43, Issue no.1, p.209-240 Open Access Link Here  
Cotter, J., Gabriel, S. and Roll, R. (2014) Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust, Review of Financial Studies Open Access Link Here  
Gnaboa, J, Hvozdykc, L, and Lahayee, J (2014) System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies, Journal of International Money and Finance , Vol: 48, Part A, p.147-174  
Green, E., Hanen, W. and Heffernan, D. (2014) The origins of multifractality in financial time series and the effect of extreme events, European Physical Journal B Open Access Link Here  
Guasoni, P. and Rasonyi, M. (2014) Fragility of arbitrage and bubbles in local martingale diffusion models, Finance and Stochastics  
Guasoni, P. and Wang, G. (2014) Hedge and Mutual Funds' Fees and the Separation of Private Investments, Finance and Stochastics  
Guasoni, P., Gerhold, S., Muhle-Karbe, J., Schachermayer, W. (2014) Transaction Costs, Trading Volume, and the Liquidity Premium, Finance and Stochastics , Vol: 18, Issue no.1, p.1-37 Open Access Link Here  
Guasoni, P., Kardaras, C., Robertson, S., Xing, H. (2014) Abstract, Classic, and Explicit Turnpikes, Finance and Stochastics , Vol: 18, Issue no.1, p.75-114 Open Access Link Here  
Guasoni, P., Muhle-Karbe, P. and Xing, H. (2014) Robust Portfolios and Weak Incentives in Long Run Investments, Mathematical Finance  
Mayerhofer, E., Cuchiero, C., Keller-Ressel, M. and Teichmann, J. (2014) Affine Processes on Symmetric Cones, Journal of Theoretic Probability  
Salvador, E., Floros, C. and Arago, V. (2014) Re-examining the risk-return relationship in Europe: linear or non-linear trade-off?, Journal of Empirical Finance , Vol: 28, p.60-77  
Avino, D., Lazar, E., Varotto, S. (2013) Price Discovery of Credit Spreads in Tranquil and Crisis Periods, International Review of Financial Analysis , Vol: 30, p.242-253 Open Access Link Here  
Brabazon, A., Cui, W. and O'Neill, M. (2013) Examining the Role of Perception, Social and Private Information in Honey Bee Foraging Algorithms, International Journal of Innovative Computing and Applications , Vol: 5, Issue no.4, p.240-261 Open Access Link Here  
Byrne, J. ( (2013) A Methodolgy for User Directed Search in Evolutionary Design,, Genetic Programming and Evolvable Machines , Vol: Volume 14, Issue no.3, p.287-314  
Conlon, Tom and Cotter, John (2013) Downside Risk and the Energy Hedger's Horizon, Energy Economics , Vol: 36, p.371-379 Open Access Link Here  
Connor, G., Suurlaht, A. (2013) Dynamic Stock Market Covariances in the Eurozone, Journal of International Money and Finance  
Connor, G., Suurlaht, A., (2013) Dynamic stock market covariances in the Eurozone, Journal of International Money and Finance , Vol: 37, p.353-370 Open Access Link Here  
Guasoni, P. and Muhle-Karbe, J. (2013) Long Horizons, High Risk-Aversion, and Endogenous Spreads, Mathematical Finance,  
Guasoni, P., Gerhold, S., Muhle-Karbe, J. and Schachermayer, W. (2013) Transaction Costs, Trading Volume, and the Liquidity Premium, Finance and Stochastics  
Guasoni, P., Kardaras, C. and Xing, H. (2013) Abstract, Classic, and Explicit Turnpikes, Finance and Stochastics,  
Guasoni, P., Lepinette, E. and Rasonyi, M. (2013) The Fundamental Theorem of Asset Pricing under Transaction Costs, Finance and Stochastics , Vol: Volume 16, Issue no.4, p.741-777  
Nguyen Q.U., Nguyen X.H., O'Neill M., McKay R.I., Dao N.P. (2013) On the Roles of Semantic Locality of Crossover in Genetic Programming, Information Sciences , Vol: 235, p.195-213 Open Access Link Here  
O'Sullivan, P and Edelman, D. (2013) Adaptive Universal Portfolios, European Journal of Finance,  
Salvador, E., Floros, C. (2013) Calendar Anomalies in Cash and Stock Index Futures: International Evidence, Economic Modelling , Vol: 37, p.216-223 Open Access Link Here  
Conlon, T. and Cotter, J. (2012) Downside Risk and the Energy Hedger's Horizon, Energy Economics  
Guason, P. and Robertson, S. (2012) Portfolios and Risk Premia for the Long Run, Annals of Applied Probability , Vol: 22, Issue no.1, p.239-284 Open Access Link Here  
Guasoni, P. and Robertson, S. (2012) Static Fund Separation of Long Term Investments,, Mathematical Finance  
Guasoni, P. and Robertson, S. (2012) Portfolios and Risk Premia for the Long Run, Annals of Applied Probability , Vol: Volume 22, Issue no.1, p.239-284  
Guasoni, P., Lepinette, E., Rasonyi, M. (2012) The Fundamental Theorem of Asset Pricing under Transaction Costs, Finance and Stochastics , Vol: 16, Issue no.4, p.741-777 Open Access Link Here  
Tom Conlon and John Cotter (2012) An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition, Journal of Futures Markets , Vol: 32, p.272 - 299. Open Access Link Here  
Conlon, T., and Cotter, J., (2011) An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition, The Journal of Futures Markets , Vol: Volume 32, Issue no.3, p.272-299  
Connor, G., Hagmann, M., Linton, O. (2011) Efficient Semiparametric Estimation of the Fama French Model and Extensions, Econometrica , Vol: Volume 63, Issue no.2, p.713-754  
Connor, G., T. Flavin and B. O (2011) The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features, Journal of International Money and Finance  
Cotter, J. and Hanly (2011) A Utility Based Approach to Energy Hedging,, Energy Economics, , Vol: Volume 34, Issue no.2, p.817-827  
Cotter, J., and Hanly, J., (2011) Futures Hedging Effectiveness under Conditions of Asymmetry,, European Journal of Finance, , Vol: Volume 18, Issue no.2, p.135-147  
Cotter, J., Case, K. and Gabriel, S. (2011) Risk Housing Investment, Risk and Return: New Evidence from a housing asset-pricing model,, Journal of Portfolio Management, , Vol: Volume 35, p.89-109  
Cotter, J., Dowd, K. and Morgan, W. (2011) Extreme Measures of Agricultural Financial Risk, Journal of Agricultural Economics, , Vol: Volume 631, Issue no.65-82  
Cotter, K., Dowd, K., Loh, L (2011) US Core Inflation: A Wavelet Analysis,, Macroeconomic Dynamics  
Cui, W., Brabazon, A. and O' Neill, M. (2011) Dynamic Trade Execution: A Grammatical Evolution Approach, International Journal of Financial Markets and Derivatives , Vol: Volume 2,1/2, p.4-31  
Edelman, D. (2011) Sustainability of Tote Betting Markets in the Presence of Sophisticated Play,  
Guasoni, P. and Obloj, J. (2011) The Incentives of Hedge Fund Fees and High Water Marks, Mathematical Finance  
Guasoni, P., Huberman, G. and Wang, Z., (2011) Performance Maximization of Actively Managed Funds, Performance Maximization of Actively Managed Funds , Vol: Volume 101, Issue no.3, p.574-595  
Guasoni, Paolo Huberman, Gur Zhenyu Wang (2011) Performance Maximization of Actively Managed Funds , Journal of Financial Economics , Vol: 101, Issue no.3, p.574-595  
Cotter, J. and Dowd, K. (2010) Intra-Day Seasonality in Foreign Exchange Market Transactions, International Review of Economics and Finance , Vol: 19, p.287-294 Open Access Link Here  
Cotter, J. and Hanly, J. (2010) Time Varying Risk Aversion: An Application to Energy Hedging, Energy Economics, , Issue no.32, p.432-441  
Cotter, J., and Dowd, K., (2010) Extreme Global Equity Market Risk, Journal of Derivatives and Hedge Funds , Vol: Volume 17, Issue no.4, p.313-325  
Cotter, J., Dowd, K. (2010) Estimating Financial Risk Measures for Futures Positions: A Nonparametric Approach, Journal of Futures Markets , Vol: 30, p.689-703 Open Access Link Here  
Cotter, J., Dowd, K. and Loh, L. (2010) U.S. Core Inflation: A Wavelet Analysis,, Macroeconomic Dynamics, forthcoming  
Edelman, D. (2010) Editor's introduction, Editor's introduction , Vol: 13, Issue no.3  
Cotter, J. and Hanly, J. (2009) Hedging: Scaling and the Investor Horizon, Journal of Risk , Vol: 12, p.49-77