IDEAS home Printed from https://ideas.repec.org/e/psh169.html
   My authors  Follow this author

Jamsheed Shorish

Personal Details

First Name:Jamsheed
Middle Name:
Last Name:Shorish
Suffix:
RePEc Short-ID:psh169
[This author has chosen not to make the email address public]
https://shorishresearch.com
Terminal Degree: Department of Economics; Tepper School of Business Administration; Carnegie Mellon University (from RePEc Genealogy)

Affiliation

(80%) Shorish Research

http://shorishresearch.com
Belgium, Leuven

(20%) WU Wirtschaftsuniversität Wien

Wien, Austria
http://www.wu.ac.at/
RePEc:edi:wiwieat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Shorish, Jamsheed & Stephenson, Matt & Zargham, Michael, 2101. "A Practical Theory Of Fungibility," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 8137, WU Vienna University of Economics and Business.
  2. Zargham, Michael & Shorish, Jamsheed, 2022. "Generalized Dynamical Systems Part I: Foundations," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 8671, WU Vienna University of Economics and Business.
  3. Zargham, Michael & Paruch, Krzysztof & Shorish, Jamsheed, 2020. "Economic Games as Estimators," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 7433, WU Vienna University of Economics and Business.
  4. Zargham, Michael & Shorish, Jamsheed & Paruch, Krzysztof, 2019. "From Curved Bonding to Configuration Spaces," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 7381, WU Vienna University of Economics and Business.
  5. Shorish, Jamsheed, 2018. "Hedonic Pricing of Cryptocurrency Tokens," SocArXiv wdg2v, Center for Open Science.
  6. Shorish, Jamsheed, 2018. "Blockchain State Machine Representation," SocArXiv eusxg, Center for Open Science.
  7. Ackland, Robert & Shorish, Jamsheed, 2007. "Network Formation in the Political Blogosphere. An Application of Agent Based Simulation and e-Research Tools," Economics Series 218, Institute for Advanced Studies.
  8. Shorish, Jamsheed, 2007. "Welfare Analysis of HIV/AIDS: Formulating and Computing a Continuous Time Overlapping Generations Policy Model," Economics Series 211, Institute for Advanced Studies.
  9. Shorish, Jamsheed, 2006. "Functional Rational Expectations Equilibria in Market Games," Economics Series 186, Institute for Advanced Studies.
  10. Dorofeenko, Victor & Shorish, Jamsheed, 2006. "Finite Memory Distributed Systems," Economics Series 190, Institute for Advanced Studies.
  11. Rashid, Salim & Shorish, Jamsheed & Sobh, Nahil, 2006. "Dynamic Contracting for Development Aid Projects. Mechanism Design and High Performance Computation," Economics Series 196, Institute for Advanced Studies.
  12. Jamsheed Shorish & Victor Dorofeenko, 2004. "On the Dynamics of Finite Memory Distributed Systems," Computing in Economics and Finance 2004 298, Society for Computational Economics.
  13. Ritzberger, Klaus & Shorish, Jamsheed, 2002. "Cross-Ownership Among Firms: Some Determinants of the Separation of Ownership from Control," Economics Series 113, Institute for Advanced Studies.
  14. Dorofeenko, Victor & Shorish, Jamsheed, 2002. "Dynamical Modeling of the Demographic Prisoner's Dilemma," Economics Series 124, Institute for Advanced Studies.
  15. David Kelly & Jamsheed Shorish, 1994. "Valuing and Hedging American Put Options Using Neural Networks," GSIA Working Papers 8, Carnegie Mellon University, Tepper School of Business.
  16. Jamsheed Shorish, "undated". "Quasi-Static Macroeconomic Systems," Economics Working Papers 2000-3, Department of Economics and Business Economics, Aarhus University.
  17. Jamsheed Shorish & Stephen Spear, "undated". "Shaking the Tree: An Agency Theoretic Model of Asset Pricing," GSIA Working Papers 2003-E19, Carnegie Mellon University, Tepper School of Business.
  18. David Kelly & Jamsheed Shorish, "undated". "Learning to be Rational Using Neural Networks," GSIA Working Papers 6, Carnegie Mellon University, Tepper School of Business.

Articles

  1. Jamsheed Shorish, 2019. "Hedonic pricing of cryptocurrency tokens," Digital Finance, Springer, vol. 1(1), pages 163-189, November.
  2. Jamsheed Shorish, 2010. "Functional rational expectations equilibria in market games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(3), pages 351-376, June.
  3. Robert Ackland & Jamsheed Shorish, 2009. "Network Formation in the Political Blogosphere: An Application of Agent Based Simulation and e-Research Tools," Computational Economics, Springer;Society for Computational Economics, vol. 34(4), pages 383-398, November.
  4. Victor Dorofeenko & Larry Lang & Klaus Ritzberger & Jamsheed Shorish, 2008. "Who controls Allianz?," Annals of Finance, Springer, vol. 4(1), pages 75-103, January.
  5. Dorofeenko Victor & Shorish Jamsheed, 2006. "Finite Memory Distributed Systems," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-29, December.
  6. Dorofeenko, Victor & Shorish, Jamsheed, 2005. "Partial differential equation modelling for stochastic fixed strategy distributed systems," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 335-367, January.
  7. Jamsheed Shorish & Stephen E. Spear, 2005. "Shaking the tree: an agency-theoretic model of asset pricing," Annals of Finance, Springer, vol. 1(1), pages 51-72, January.
  8. Kelly, David L. & Shorish, Jamsheed, 2000. "Stability of Functional Rational Expectations Equilibria," Journal of Economic Theory, Elsevier, vol. 95(2), pages 215-250, December.

Chapters

  1. Michael Zargham & Krzysztof Paruch & Jamsheed Shorish, 2020. "Economic Games as Estimators," Springer Proceedings in Business and Economics, in: Panos Pardalos & Ilias Kotsireas & Yike Guo & William Knottenbelt (ed.), Mathematical Research for Blockchain Economy, pages 125-142, Springer.
  2. Jamsheed Shorish & Stephen E. Spear, 2005. "Shaking the Tree: An Agency-Theoretic Model of Asset Pricing," Studies in Economic Theory, in: Alessandro Citanna & John Donaldson & Herakles Polemarchakis & Paolo Siconolfi & Stephan E. Spear (ed.), Essays in Dynamic General Equilibrium Theory, pages 243-265, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Zargham, Michael & Paruch, Krzysztof & Shorish, Jamsheed, 2020. "Economic Games as Estimators," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 7433, WU Vienna University of Economics and Business.

    Cited by:

    1. Andrew Clark & Alexander Mihailov & Michael Zargham, 2024. "Complex Systems Modeling of Community Inclusion Currencies," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 1259-1294, August.

  2. Zargham, Michael & Shorish, Jamsheed & Paruch, Krzysztof, 2019. "From Curved Bonding to Configuration Spaces," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 7381, WU Vienna University of Economics and Business.

    Cited by:

    1. Andrew Clark & Alexander Mihailov & Michael Zargham, 2024. "Complex Systems Modeling of Community Inclusion Currencies," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 1259-1294, August.
    2. Cyprien Grau, 2020. "Stochastic Valuation of Revenue-Collecting Tokens in Cryptoeconomic Organizations," Working Papers hal-02894497, HAL.

  3. Shorish, Jamsheed, 2018. "Hedonic Pricing of Cryptocurrency Tokens," SocArXiv wdg2v, Center for Open Science.

    Cited by:

    1. Steven B. Caudill & Franklin G. Mixon, 2020. "Estimating Bargaining Power in Real Estate Pricing Models: Conceptual and Empirical Issues," JRFM, MDPI, vol. 13(5), pages 1-8, May.
    2. Jörg Osterrieder & Andrea Barletta, 2019. "Editorial on the Special Issue on Cryptocurrencies," Digital Finance, Springer, vol. 1(1), pages 1-4, November.
    3. Kamilla Marchewka-Bartkowiak & Karolina Anna Nowak & Michał Litwiński, 2022. "Digital valuation of personality using personal tokens," Electronic Markets, Springer;IIM University of St. Gallen, vol. 32(3), pages 1555-1576, September.
    4. Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2019. "A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series," Papers 1909.10957, arXiv.org, revised Jul 2021.

  4. Shorish, Jamsheed, 2018. "Blockchain State Machine Representation," SocArXiv eusxg, Center for Open Science.

    Cited by:

    1. Federico Fioravanti & Fernando Tohmé, 2020. "Asking Infinite Voters ‘Who is a J?’: Group Identification Problems in ℕ$\mathbb {N}$," Journal of Classification, Springer;The Classification Society, vol. 37(1), pages 58-65, April.

  5. Shorish, Jamsheed, 2006. "Functional Rational Expectations Equilibria in Market Games," Economics Series 186, Institute for Advanced Studies.

    Cited by:

    1. Anna Bayona, 2018. "The social value of information with an endogenous public signal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(4), pages 1059-1087, December.

  6. Ritzberger, Klaus & Shorish, Jamsheed, 2002. "Cross-Ownership Among Firms: Some Determinants of the Separation of Ownership from Control," Economics Series 113, Institute for Advanced Studies.

    Cited by:

    1. Tom Fischer, 2014. "No-Arbitrage Pricing Under Systemic Risk: Accounting For Cross-Ownership," Mathematical Finance, Wiley Blackwell, vol. 24(1), pages 97-124, January.
    2. Marc Levy & Ariane Szafarz, 2017. "Cross-Ownership: A Device for Management Entrenchment?," ULB Institutional Repository 2013/239878, ULB -- Universite Libre de Bruxelles.
    3. Tom Fischer, 2010. "No-arbitrage pricing under cross-ownership," Papers 1005.0768, arXiv.org.

  7. David Kelly & Jamsheed Shorish, 1994. "Valuing and Hedging American Put Options Using Neural Networks," GSIA Working Papers 8, Carnegie Mellon University, Tepper School of Business.

    Cited by:

    1. Lei Fan & Justin Sirignano, 2024. "Machine Learning Methods for Pricing Financial Derivatives," Papers 2406.00459, arXiv.org.
    2. Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira, 2020. "Neural Network pricing of American put options," Working Papers REM 2020/0122, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Yanhui Shen, 2023. "American Option Pricing using Self-Attention GRU and Shapley Value Interpretation," Papers 2310.12500, arXiv.org.
    4. Fei Chen & Charles Sutcliffe, 2012. "Pricing And Hedging Short Sterling Options Using Neural Networks," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(2), pages 128-149, April.
    5. Julia Bennell & Charles Sutcliffe, 2004. "Black–Scholes versus artificial neural networks in pricing FTSE 100 options," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 12(4), pages 243-260, October.

  8. Jamsheed Shorish, "undated". "Quasi-Static Macroeconomic Systems," Economics Working Papers 2000-3, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Effrosyni Diamantoudi, 2003. "Equilibrium binding agreements under diverse behavioral assumptions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(2), pages 431-446, September.
    2. Bo Sandemann Rasmussen, "undated". "Government Debt and Capital Accumulation in the Blanchard-Cass-Yaari OLG Model," Economics Working Papers 2000-14, Department of Economics and Business Economics, Aarhus University.
    3. Boriss Siliverstovs, "undated". "The Bi-parameter Smooth Transition AutoRegressive model," Economics Working Papers 2000-16, Department of Economics and Business Economics, Aarhus University.
    4. Nikolaj Malchow-Moeller & Bo Jellesmark Thorsen, "undated". "A Dynamic Agricultural Household Model with Uncertain Income and Irreversible and Indivisible Investments under Credit Constraints," Economics Working Papers 2000-7, Department of Economics and Business Economics, Aarhus University.
    5. Nikolaj Malchow-Moeller & Bo Jellesmark Thorsen, "undated". "Investment under Uncertainty - the Case of Repeated Investment Options," Economics Working Papers 2000-15, Department of Economics and Business Economics, Aarhus University.

  9. Jamsheed Shorish & Stephen Spear, "undated". "Shaking the Tree: An Agency Theoretic Model of Asset Pricing," GSIA Working Papers 2003-E19, Carnegie Mellon University, Tepper School of Business.

    Cited by:

    1. Bo Sun, 2009. "Asset returns with earnings management," International Finance Discussion Papers 988, Board of Governors of the Federal Reserve System (U.S.).
    2. Bo Sun, 2014. "Asset Returns Under Periodic Revelations Of Earnings Management," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 255-282, February.
    3. Jean-Pierre Danthine & John Donaldson, 2015. "Executive Compensation: A General Equilibrium Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 269-286, April.
    4. Kelly, David L. & Steigerwald, Douglas G, 2003. "Private Information and High-Frequency Stochastic Volatility," University of California at Santa Barbara, Economics Working Paper Series qt00n4h4mw, Department of Economics, UC Santa Barbara.
    5. Francisco Azeredo, 2014. "The equity premium: a deeper puzzle," Annals of Finance, Springer, vol. 10(3), pages 347-373, August.
    6. Wagner, W.B., 2000. "Decentralized International Risk Sharing and Governmental Moral Hazard," Other publications TiSEM e1835d1b-f90b-4907-be6c-1, Tilburg University, School of Economics and Management.
    7. Wagner, W.B., 2000. "Decentralized International Risk Sharing and Governmental Moral Hazard," Discussion Paper 2000-92, Tilburg University, Center for Economic Research.

  10. David Kelly & Jamsheed Shorish, "undated". "Learning to be Rational Using Neural Networks," GSIA Working Papers 6, Carnegie Mellon University, Tepper School of Business.

    Cited by:

    1. Heinemann, Maik, 2000. "Adaptive learning of rational expectations using neural networks," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 1007-1026, June.

Articles

  1. Jamsheed Shorish, 2019. "Hedonic pricing of cryptocurrency tokens," Digital Finance, Springer, vol. 1(1), pages 163-189, November.
    See citations under working paper version above.
  2. Jamsheed Shorish, 2010. "Functional rational expectations equilibria in market games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(3), pages 351-376, June.
    See citations under working paper version above.
  3. Victor Dorofeenko & Larry Lang & Klaus Ritzberger & Jamsheed Shorish, 2008. "Who controls Allianz?," Annals of Finance, Springer, vol. 4(1), pages 75-103, January.

    Cited by:

    1. Vasconcelos, Helder & Brito, Duarte & Ribeiro, Ricardo, 2013. "Quantifying the Coordinated Effects of Partial Horizontal Acquisitions," CEPR Discussion Papers 9536, C.E.P.R. Discussion Papers.
    2. Bortolotti, Bernardo & Cambini, Carlo & Rondi, Laura & Spiegel, Yossi, 2007. "Capital Structure and Regulation: Does Ownership Matter?," Privatisation Regulation Corporate Governance Working Papers 7449, Fondazione Eni Enrico Mattei (FEEM).
    3. Heiko Karle & Tobias J. Klein & Konrad O. Stahl, 2011. "Ownership and Control in a Competitive Industry," CESifo Working Paper Series 3380, CESifo.
    4. Duarte Brito & António Osório & Ricardo Ribeiro & Hélder Vasconcelos, 2015. "Unilateral Effects Screens for Partial Horizontal Acquisitions: The Generalized HHI and GUPPI," Working Papers de Economia (Economics Working Papers) 02, Católica Porto Business School, Universidade Católica Portuguesa.
    5. Rabah Amir & Michael Troege, 2011. "On the effects of banks’ equity ownership on credit markets," Annals of Finance, Springer, vol. 7(1), pages 31-52, February.
    6. Marc Levy & Ariane Szafarz, 2017. "Cross-Ownership: A Device for Management Entrenchment?," ULB Institutional Repository 2013/239878, ULB -- Universite Libre de Bruxelles.
    7. Stefano Demichelis & Klaus Ritzberger, 2011. "A general equilibrium analysis of corporate control and the stock market," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 221-254, February.
    8. Stefano Demichelis & Klaus Ritzberger, 2007. "Corporate Control and the Stock Market," Carlo Alberto Notebooks 60, Collegio Carlo Alberto.
    9. Marc Levy & Ariane Szafarz, 2011. "Corporate Control with Cross-Ownership," Working Papers CEB 11-053, ULB -- Universite Libre de Bruxelles.
    10. Tom Fischer, 2010. "No-arbitrage pricing under cross-ownership," Papers 1005.0768, arXiv.org.
    11. Erik Dietzenbacher & Umed Temurshoev, 2008. "Ownership relations in the presence of cross-shareholding," Journal of Economics, Springer, vol. 95(3), pages 189-212, December.

  4. Dorofeenko, Victor & Shorish, Jamsheed, 2005. "Partial differential equation modelling for stochastic fixed strategy distributed systems," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 335-367, January.

    Cited by:

    1. Dorofeenko Victor & Shorish Jamsheed, 2006. "Finite Memory Distributed Systems," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-29, December.

  5. Jamsheed Shorish & Stephen E. Spear, 2005. "Shaking the tree: an agency-theoretic model of asset pricing," Annals of Finance, Springer, vol. 1(1), pages 51-72, January.
    See citations under working paper version above.
  6. Kelly, David L. & Shorish, Jamsheed, 2000. "Stability of Functional Rational Expectations Equilibria," Journal of Economic Theory, Elsevier, vol. 95(2), pages 215-250, December.

    Cited by:

    1. Shorish, Jamsheed, 2006. "Functional Rational Expectations Equilibria in Market Games," Economics Series 186, Institute for Advanced Studies.
    2. Eungsik Kim & Stephen E. Spear, 2021. "Determinate perfect foresight forecasting in overlapping generations models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 505-531, March.

Chapters

  1. Michael Zargham & Krzysztof Paruch & Jamsheed Shorish, 2020. "Economic Games as Estimators," Springer Proceedings in Business and Economics, in: Panos Pardalos & Ilias Kotsireas & Yike Guo & William Knottenbelt (ed.), Mathematical Research for Blockchain Economy, pages 125-142, Springer.
    See citations under working paper version above.
  2. Jamsheed Shorish & Stephen E. Spear, 2005. "Shaking the Tree: An Agency-Theoretic Model of Asset Pricing," Studies in Economic Theory, in: Alessandro Citanna & John Donaldson & Herakles Polemarchakis & Paolo Siconolfi & Stephan E. Spear (ed.), Essays in Dynamic General Equilibrium Theory, pages 243-265, Springer.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AFR: Africa (3) 2006-11-12 2007-05-19 2008-02-09
  2. NEP-GTH: Game Theory (3) 2006-02-26 2020-02-03 2020-11-02
  3. NEP-PAY: Payment Systems and Financial Technology (3) 2020-01-27 2020-02-03 2021-06-14
  4. NEP-CMP: Computational Economics (2) 2004-12-12 2007-10-27
  5. NEP-DGE: Dynamic General Equilibrium (2) 2007-05-19 2008-02-09
  6. NEP-EVO: Evolutionary Economics (2) 2000-09-05 2006-06-17
  7. NEP-FIN: Finance (2) 2004-12-02 2006-02-26
  8. NEP-HEA: Health Economics (2) 2007-05-19 2008-02-09
  9. NEP-DES: Economic Design (1) 2020-11-02
  10. NEP-DEV: Development (1) 2008-02-09
  11. NEP-ETS: Econometric Time Series (1) 2000-09-05
  12. NEP-NET: Network Economics (1) 2007-10-27
  13. NEP-PPM: Project, Program and Portfolio Management (1) 2006-11-12
  14. NEP-SOC: Social Norms and Social Capital (1) 2007-10-27

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jamsheed Shorish should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.