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Does weather, or energy prices, affect carbon prices?

Batten, Jonathan A.; Maddox, Grace E.; Young, Martin R. - In: Energy economics 96 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012818725

Pricing convertible bonds

Batten, Jonathan A.; Khaw, Karren Lee-Hwei; Young, Martin R. - In: Journal of banking & finance 92 (2018), pp. 216-236

Persistent link: https://www.econbiz.de/10011964571

Investor sentiment and mean-variance relation : evidence from emerging futures markets

Pok, Wei Fong; Kabir, M. Humayun; Young, Martin R. - In: Finance research letters 46 (2022) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10013341767

A Minimax Portfolio Selection Rule with Linear Programming Solution

Young, Martin R. - In: Management Science 44 (1998) 5, pp. 673-683

A new principle for choosing portfolios based on historical returns data is introduced; the optimal portfolio based on this principle is the solution to a simple linear programming problem. This principle uses minimum return rather than variance as a measure of risk. In particular, the portfolio is...

Persistent link: https://www.econbiz.de/10009191930

Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices

Buhr, Klaus E.; Li, Xiaoming; Rose, Lawrence Craig - 2005

Persistent link: https://www.econbiz.de/10003332229

Asymmetric information impacts : evidence from the Australian treasury-bond futures market

Zou, Liping; Rose, Lawrence Craig; Pinfold, John F. - In: Pacific economic review 12 (2007) 5, pp. 665-681

Persistent link: https://www.econbiz.de/10003597880

Pricing efficiency on the New Zealand futures and options exchange

Smith, Paul; Gronewoller, Paul; Rose, Lawrence Craig - In: Journal of multinational financial management 8 (1998) 1, pp. 49-62

Persistent link: https://www.econbiz.de/10001256166