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Volatility
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Chan, Felix
129
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113
Durand, Robert B.
86
McAleer, Michael
51
Limkriangkrai, Manapon
15
Manzur, Meher
14
Koh, SzeKee
13
Hoque, Ariful
11
Harris, Mark N.
10
Marinova, Dora
10
Hoti, Suhejla
9
Oxley, Les
9
Pauwels, Laurent L.
9
Baur, Dirk G.
8
Mcaleer, Michael
8
Medeiros, Marcelo C.
8
Maller, Ross A.
7
Gould, John
5
Lim, Christine
5
Lim, Dominic
5
Mancini Griffoli, Tommaso
5
Mátyás, László
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Peiris, Shelton
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Watson, Iain
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Khuu, Joyce
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Pacific-Basin finance journal
17
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8
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
8
Mathematics and Computers in Simulation (MATCOM)
8
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
7
International review of financial analysis
7
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7
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6
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5
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4
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4
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4
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4
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4
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4
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4
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3
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3
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3
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3
International review of finance
3
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3
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3
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2
Econometrics with Machine Learning
2
Economics letters
2
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2
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ISER Discussion Paper
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International Review of Financial Analysis
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International journal of revenue management : IJRM
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Journal of Econometrics
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Journal of applied econometrics
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ECONIS (ZBW)
201
RePEc
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OLC EcoSci
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EconStor
6
Other ZBW resources
5
BASE
3
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91
Maximize the sharpe ratio and minimize a VaR
Durand, Robert B.
;
Jafarpour, Hedieh
;
Klüüelberg, Claudia
- In:
The journal of wealth management
13
(
2010
)
1
,
pp. 91-102
Persistent link: https://www.econbiz.de/10009886630
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92
A best choice among asset pricing models? The Conditional Capital Asset Pricing Model in Australia
Durack, Nick
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Accounting and finance : journal of the Accounting …
44
(
2004
)
2
,
pp. 139-162
Persistent link: https://www.econbiz.de/10006247050
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93
iShares Australia: a clinical study in international behavioral finance
Durand, Robert B.
;
Scott, Douglas
- In:
International review of financial analysis
12
(
2003
)
3
,
pp. 223-240
Persistent link: https://www.econbiz.de/10007160277
Saved in:
94
From gold to silicon
Durand, Robert B.
;
Koh, Shern-Wei
;
Ng, Hock Guan
- In:
Journal of multinational financial management
13
(
2003
)
3
,
pp. 273
Persistent link: https://www.econbiz.de/10007106360
Saved in:
95
Papers - 3 Who Moved Asian-Pacific Stock Markets? A Further Consideration Of The Impact of the US and Japan
Durand, Robert B.
;
Kee, Koh Sze
;
Watson, Iain
- In:
Australian journal of management
26
(
2001
)
2
,
pp. 125-146
Persistent link: https://www.econbiz.de/10006975933
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96
On the performance of the minimum VaR portfolio
Durand, Robert B.
;
Gould, John
;
Maller, Ross
- In:
The European journal of finance
17
(
2011
)
7
,
pp. 553-577
Persistent link: https://www.econbiz.de/10009265646
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97
Seize the moment: Opportunism in Australian capital markets
Koh, SzeKee
;
Durand, Robert B.
;
Watson, Iain
- In:
Pacific-Basin finance journal
19
(
2011
)
4
,
pp. 374-390
Persistent link: https://www.econbiz.de/10009030554
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98
The risk–return tradeoff: A COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-321
Persistent link: https://www.econbiz.de/10008849036
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99
Fear and the Fama‐French Factors
Durand, Robert B.
;
Lim, Dominic
;
Zumwalt, J. Kenton
- In:
Financial management
40
(
2011
)
2
,
pp. 409-427
Persistent link: https://www.econbiz.de/10009167141
Saved in:
100
Conditional beta: Evidence from Asian emerging markets
Durand, Robert B.
;
Lan, Yihui
;
Ng, Andrew
- In:
Global finance journal
22
(
2011
)
2
,
pp. 130-154
Persistent link: https://www.econbiz.de/10009804457
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