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subject:"Share price"
type_genre:"Article in journal"
~person:"Brooks, Robert"
~person:"Hong, L. Jeff"
~subject:"Portfolio selection"
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Brooks, Robert
Hong, L. Jeff
Maheswaran, S.
9
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8
Tauchen, George Eugene
8
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7
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6
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4
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Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
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1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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1
Kernel smoothing for nested estimation with application to portfolio risk measurement
Hong, L. Jeff
;
Juneja, Sandeep
;
Liu, Guangwu
- In:
Operations research
65
(
2017
)
3
,
pp. 657-673
Persistent link: https://www.econbiz.de/10011691391
Saved in:
2
Estimating sensitivities of portfolio credit risk using Monte Carlo
Hong, L. Jeff
;
Juneja, Sandeep
;
Luo, Jun
- In:
INFORMS journal on computing : JOC
26
(
2014
)
4
,
pp. 848-865
Persistent link: https://www.econbiz.de/10010477690
Saved in:
3
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
Sun, Lihua
;
Hong, L. Jeff
- In:
Operations research letters
38
(
2010
)
4
,
pp. 246-251
Persistent link: https://www.econbiz.de/10003984224
Saved in:
4
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
5
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
6
An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
Saved in:
7
Beta stability and portfolio formation
Brooks, Robert
- In:
Pacific-Basin finance journal
2
(
1994
)
4
,
pp. 463-479
Persistent link: https://www.econbiz.de/10001178922
Saved in:
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