Professor Culumovic’s research interests include:
- quantum theory modelling of fluctuations in financial markets
- development and use of complex applied mathematical tools for analysis of financial markets
- mobilization of extensive computer resources and development of complex software required to implement mathematical tools needed in analysis of financial markets
- applications to stock market returns and capital market fluctuations
Journal Articles
Mayberry, J.P. and Culumovic, L.. Influence of Unresolved Commitments on Investment Decisions, Advances in Quantitative Analysis of Finance and Accounting, Volume 7, 1999.
Welch, R.L., Hadjiyannakis, S. and Culumovic, L.. The Relative Mispricing of the Constant Variance American Put Model, International Review of Economics and Finance, Volume 7, Number 2, 1998.
Welch, R. and Culumovic, L.. A Profitable Call Spreading Strategy on the Cboe, Journal of Derivatives, Volume 2, Number 1, 1995.
Welch, R. and Culumovic, L.. A Re- examination of Constant Variance Call Miapricing, Advances in Futures and Options Research, Volume 7, Number 1, 1994.
Culumovic, L., McKeon, D.G.C. and Sherry, T.N.. Operator Regularization and Massive Yang-Mills Theory, Canadian Journal of Physics, Volume 68, Number 68, 1990.
Culumovic, L. and McKeon, D.G.C.. Operator Regularization and the Chiral Anomaly, Canadian Journal of Physics, Volume 68, Number 68, 1990.
Culumovic, L., McKeon, D.G.C. and Sherry, T.N.. Operator Regularization and the Renormalization Group to Two-Loop Order in Phi Cubed in Six Dimensions, Annals of Physics, Volume 197, Number 197, 1990.
Culumovic, L., Leblanc, M., Mann, R.B., McKeon, D.G.C. and Sherry, T.N.. Operator Rugularization and Multiloop Green Functions, Physical Review D, Volume 41, Number 41, 1990.
Culumovic, L. and McKeon, D.G.C.. Calculation of Off-Diagonal Elements of the Heat Kernel, Physical Review D, Volume 38, Number 38, 1988.
Conference Proceedings and Presentations
Culumovic, L.. An Explanation of the Distribution of Stock Returns and Market Fluctuations - Optimization Days Conference, GERAD HEC, Montreal, Quebec, May, 2005.
Culumovic, L.. Attributes Sampling within an Audit Decision Framework - American Accounting Association, Chicago, Illinois, August, 1996.
Culumovic, L.. Attributes Sampling within an Audit Decision Framework - Canadian Academic Accounting Association, Montreal, Quebec, May, 1996.
Richardson, A. William and Culumovic, L.. Factors Influencing the Choice of Method of Translating Foreign Subsidiary Financial Statements by Candian Parents - British Accounting Associaltion National Conference, Glasgow, Scotland, April, 1993.
Roubi, R. and Culumovic, L.. Leverage and Intertemporal Income Smoothing in Canada: An Empirical Study - Canadian Academic Accounting Association, Charlottetown, Prince Edward Island, June, 1992.