Merrill Liechty, PhD

Liechty, Merrill, and Saglam, Umit, Revealed Preferences for Portfolio Selection - Does Skewness Matter?. Applied Economic Letters 24 (Year 2017):968-971.

Adenso-Diaz, B., Mena, Carlos H., Garcia, Santiago, and Liechty, Merrill, The Impact of Supply Chain Design Characteristics on Network Reliability. Supply Chain Management: An International Journal 17 (Mar 2012).

Liechty, Merrill, and Tibbits, Matthew, Multivariate Sufficient Statistics Using Kronecker Products. Statistics and Computing 20 (Jul 2010):335-341.

Liechty, Merrill, and Lu, Jingjing, Multivariate Normal Slice Sampling. Journal of Computational and Graphical Statistics 19 (Jun 2010):281-294.

Liechty, Merrill, Liechty, John C., and Harvey, Campbell R., Portfolio Selection with Higher Moments. Quantitative Finance 10 (May 2010):469-485.

Liechty, Merrill, Liechty, John C., and Mueller, Peter, The Shadow Prior. Journal of Computational and Graphical Statistics 18 (Year 2009):368–383.

Liechty, Merrill, Harvey, Campbell R., and Liechty, John C., Bayes vs. Resampling: A Rematch. Journal of Investment Management 6 (Mar 2008):29-45.

Liechty, Merrill, Liechty, John C., and Mueller, Peter, Bayesian Correlation Estimation. Biometrika 91 (Mar 2004):1-14.

Liechty, Merrill, Liechty, John C., and Harvey, Campbell R., “Parameter Uncertainty and Asset Allocation.” The [Oxford] Handbook of Quantitative Asset Management, Ed. Scherer, B., and Winston, K. Oxford: Oxford University Press, (2012): .

Liechty, Merrill, “MCMC for Constrained Parameter and Sample Spaces.” Frontier of Statistical Decision Making and Bayesian Analysis, New York: Springer, (2009): .

Liechty, Merrill, Liechty, John C., Lopes, Hedibert, and Harvey, Campbell R., Bayesian Grouped Factor Models, Decision Sciences Institute 2009: New Orleans, LA,

Liechty, Merrill, Baby Reversible Jump for Model Choice, Sixth IMS-ISBA Joint Meeting Bayes Comp at MCMSKI V: Lenzerheide, Switzerland, (Jan 2016):

Liechty, Merrill, and Liechty, John C., Bayesian Grouped Factor Models, Office of Financial Research, US Treasury: Washington, DC, (Apr 2014):

Liechty, Merrill, Multivariate Sufficient Statistics Using Kronec…, MCMSki IV: Chamonix, France, (Jan 2014):

Liechty, Merrill, Revealed Preferences, ISBA 2012 World Meeting: Kyoto, Japan, (Jun 2012):

Liechty, Merrill, Revealed Preferences: Does Skewness Matter?, MCMSki 3 - Fourth International IMS/ISBA Joint Meeting: Park City, UT, (Jan 2011):

Liechty, Merrill, Harvey, Campbell R., Liechty, John C., and Lopes, Hedibert, Bayesian Grouped Factor Models, Epidemiology and Biostatistics seminar at Drexel University: Philadelphia, PA, (Dec 2010):

Liechty, Merrill, Harvey, Campbell R., Liechty, John C., and Lopes, Hedibert, Bayesian Grouped Factor Models, Statistics Seminar at George Washington University: Washington, DC, (Oct 2010):

Liechty, Merrill, Liechty, John C., Lopes, Hedibert, and Harvey, Campbell R., Bayesian Grouped Factor Models, Frontiers of Statistical Decision Making and Bayesian Analysis: San Antonio, TX, (Mar 2010):

Liechty, Merrill, Liechty, John C., Lopes, Hedibert, and Harvey, Campbell R., Bayesian Grouped Factor Models, Statistics Seminar at Pennsylvania State University: State College, PA, (Mar 2009):

Liechty, Merrill, Liechty, John C., Lopes, Hedibert, and Harvey, Campbell R., Bayesian Grouped Factor Models, Statistics Seminar at University of Chicago: Chicago, IL, (Mar 2009):

Liechty, Merrill, and Lu, Jingjing, Multivariate Normal Slice Sampling, International Society for Bayesian Analysis: 9th World Meeting: Hamilton Island, Queensland, AU, (Jul 2008):

Harvey, Campbell R., Liechty, John C., Liechty, Merrill, and Muller, Peter, Portfolio Selection with Higher Moments: A Bayesian Decision Theoretic Approach, Statistics Seminar at the Fox School of Business, Temple University: Philadelphia, PA, (Nov 2006):

Harvey, Campbell R., Liechty, John C., Liechty, Merrill, and Muller, Peter, Portfolio Selection with Higher Moments, Eighth Annual Financial Econometrics Conference: Waterloo, Onatria, Canada, (Mar 2006):

Liechty, John, Liechty, Merrill, and Muller, Peter, Bayesian Correlation Estimation and Applications - Grouped Factor Models, Joint Statistical Meetings: Minneapolis, MN, (Aug 2005):

Harvey, Campbell, Liechty, John, Liechty, Merrill, and Muller, Peter, Portfolio Selection with Higher Moments: A Bayesian Decision Theoretic Approach, Statistics Seminar at Wharton School of Business: Philadelphia, PA, (Mar 2005):

Liechty, Merrill, and Lu, Jingjing, COMPARISON BETWEEN NONLINEAR PROGRAMMING OPTIMIZATION AND SIMULATED ANNEALING (SA) ALGORITHM UNDER HIGHER MOMENTS BAYESIAN PORTFOLIO SELECTION FRAMEWORK, Winter Simulation Conference Jun 2007. (Dec 2007):