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Asset allocation decisions in a world with changing risk
Sheedy, Elizabeth A.; Trevor, Robert G.; Wood, Justin J. - 1996
Persistent link: https://www.econbiz.de/10000960643
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Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.; Trevor, Robert G. - 1996
Persistent link: https://www.econbiz.de/10000960644
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Evaluating the risk of portfolios with options
Sheedy, Elizabeth A.; Trevor, Robert G. - In: Advances in investment analysis and portfolio … 7 (2000), pp. 1-18
Persistent link: https://www.econbiz.de/10001542575
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Equilibrium exchange rates and a popular model of international asset demands : an inconsistency
Trevor, Robert G. - 1986
Persistent link: https://www.econbiz.de/10000708594
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The performance of exchange rate forecasts
Lowe, Philip W.; Trevor, Robert G. - 1986
Persistent link: https://www.econbiz.de/10000713739
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VAR forecasting models of the Australian economy : a preliminary analysis
Trevor, Robert G.; Thorp, Susan - 1988
Persistent link: https://www.econbiz.de/10000751919
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Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.; Trevor, Robert G. - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
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Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978435
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Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978436
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Correlation in currency markets : a risk-adjusted perspective
Sheedy, Elizabeth A. - In: Journal of international financial markets, … 8 (1998) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10001246201