Search Results - person:"Clarke, Roger"

Narrow search

Nonlinear factor returns in the US equity market

Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - 2024

Persistent link: https://www.econbiz.de/10015050473

Price informativeness with equity market factors

Clarke, Roger; DeSilva, Harindra; Thorley, Steven - 2022

Persistent link: https://www.econbiz.de/10012802479

Show one more version 1

Price Informativeness with Equity Market Factors

Clarke, Roger G; DeSilva, Harindra; Thorley, Steven - 2021

Book / Working Paper

Is Your Television Spying on You? The Internet of Things Needs More than Self-Regulation

Manwaring, Kayleen; Clarke, Roger - 2021

Security flaws in Internet of Things1 (‘IoT’) devices are acknowledged to be common. Hackers can use these vulnerabilities to take remote control of devices, steal or change data, or spy on users. These activities can cause physical, psychological and economic harm, not just to the consumers...

Persistent link: https://www.econbiz.de/10013239286

Risk management and the optimal combination of equity market factors

Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - 2020

Persistent link: https://www.econbiz.de/10012261161

Show one more version 1

Risk Management and the Optimal Combination of Equity Market Factors

Clarke, Roger G. - 2020

Book / Working Paper

Regulation of Digital Platforms as Part of Economy-Wide Reforms to Australia's Failed Privacy Laws (Australian Privacy Foundation Submission to the Australian Government on Implementation of the ACCC's Digital Platforms Inquiry—Final Report)

Greenleaf, Graham - 2019

Persistent link: https://www.econbiz.de/10012864084

The Not-So-Well-Known Three-and-One-Half Factor Model

Clarke, Roger G. - 2014

Equity analysts conceptualize the Fama-French framework as a tool for studying the size and value characteristics of equity portfolios along with the market return. But the market return is not the return to market beta. In fact, commercial providers of equity risk models typically include both...

Persistent link: https://www.econbiz.de/10013063053

Pure factor portfolios and multivariate regression analysis

Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - 2017

Persistent link: https://www.econbiz.de/10011686841

Show one more version 1

Pure Factor Portfolios and Multivariate Regression Analysis

Clarke, Roger G. - 2019

Book / Working Paper

Research opportunities in the regulatory aspects of electronic markets

Clarke, Roger - 2022

Persistent link: https://www.econbiz.de/10013271667

Primer on Factor Exposures and Payoffs

Clarke, Roger G - 2017

Given the popularity of factor investing, also known as rules-based, “smart beta”, or simply quantitative portfolio management, a number of students and traditional equity analysts have asked for a primer to introduce basic terms, concepts, and calculation procedures. This guide to factor...

Persistent link: https://www.econbiz.de/10012946619

Fundamentals of efficient factor investing

Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - 2016

Persistent link: https://www.econbiz.de/10011574780

Show one more version 1

Fundamentals of Efficient Factor Investing

Clarke, Roger G. - 2016

Book / Working Paper

A service of the

zbw

FAQ-Assistent (beta)