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Articles by Thomas O’Callaghan
Modifying Sequential Monte Carlo Optimisation for Index Tracking to Allow for Transaction Costs
1. Introduction Index tracking, also known as index replication, is a passive investment strategy that has gained popularity due to the higher costs associated with active investing and scepticism regarding the ability of active funds to outperform the market (see e.g., Rompotis (2013), Barber and Odean (2000)). Financial indices track the performance of a collection of financial assets or an overall market.
Sequential Monte Carlo Optimization for Index Tracking with Transaction Costs
Preprint Article Version 1 This version is not peer-reviewed Version 1 : Received: 14 March 2024 / Approved: 14 March 2024 / Online: 14 March 2024 (15:15:15 CET) Hamilton-Russell, L.; O’Callaghan, T.M.; Savin, D.; Schlögl, E. Sequential Monte Carlo Optimization for Index Tracking with Transaction Costs. Preprints 2024, 2024030859. https://doi.org/10.20944/preprints202403.0859.v1 Hamilton-Russell, L.; O’Callaghan, T.M.; Savin, D.; Schlögl, E.
Win A Copy Of The Book 'No One Will Hear Your Screams: A Novel' By Thomas O'Callaghan
Home > Free Books > Free Giveways > Win A Copy Of The Book ‘No One Will Hear Your Screams: A Novel’ By Thomas O’Callaghan RedCarpetCrash July 9, 20202020-07-09T03:46:19-05:002020-07-09T14:46:46-05:00 Is there a sociopathic killer on the loose and murdering prostitutes in New York City? NYPD’s top cop, Homicide Commander Lieutenant John Driscoll, believes there is. Someone who calls himself “Tilden” and claims to have been sexually abused as a child by his mother’s john.
Book Review: 'No One Will Hear Your Screams: A Novel' By Thomas O'Callaghan
Home > Books > Book Review: ‘No One Will Hear Your Screams: A Novel’ By Thomas O’Callaghan RedCarpetCrash June 9, 20202020-06-09T07:03:40-05:002020-06-09T07:03:40-05:00 Someone is killing prositutes in New York City and Homicide Commander John Driscoll is on the case. He learns that it is someone named Tilden who may be responsible. Tilden was abuses as a kid and is now taking it out against these women and his past. Tilden doesn’t just kill these women he embalms them and burns them.
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