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Risk analysis of pension fund investment choices

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: Abacus : a journal of accounting, finance and business … 59 (2023) 3, pp. 872-898

Persistent link: https://www.econbiz.de/10014443578

The nexus between oil and airline stock returns : does time frequency matter?

Asadi, Mehrad; Pham, Son Duy; Nguyen, Thao Thac Thanh; … - In: Energy economics 117 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014437120

Beta stability and portfolio formation

Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1993

Persistent link: https://www.econbiz.de/10000869915

Underpricing, risk management, hot issue and crowding out effects : evidence from the Australian resources sector initital public offerings

Nguyen, Hoa (contributor); Dimovski, William (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003794219

Underpricing, risk management, hot issue and crowding out effects : evidence from the Australian resources sector initial public offerings

Nguyen, Hoa; Dimovski, William; Brooks, Robert - In: Review of Pacific Basin financial markets and policies 13 (2010) 3, pp. 333-361

Persistent link: https://www.econbiz.de/10008857855

The use of domestic and world market indexes in the estimation of time-varying betas

McKenzie, Michael D.; Brooks, Robert; Faff, Robert W. - In: Journal of multinational financial management 10 (2000) 1, pp. 91-106

Persistent link: https://www.econbiz.de/10001481105

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

A further examination of the effect of diversification on the stability of portfolio betas

Brooks, Robert (contributor) - In: Applied financial economics 7 (1997) 1, pp. 9-14

Persistent link: https://www.econbiz.de/10001219247

Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques

Brooks, Robert - In: Australian journal of management 23 (1998) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001256324

A new measure for idiosyncratic risk based on decomposition method

Lee, Meng-Horng; Hooy, Chee Wooi; Brooks, Robert - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-8

This paper introduces an alternate measure of idiosyncratic risk leveraged from the decomposition method to further eliminate the residual systematic risk inherent in the factor asset pricing model. Combining both complementary techniques contributes to a more comprehensive firm-level...

Persistent link: https://www.econbiz.de/10014289732