Access Statistics for Robert E Brooks

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Surplus Optimization Approach to Managing Municipal Debt 0 0 0 11 0 0 0 48
A comparison of the information in the LIBOR and CMT term structures of interest rates 0 0 2 25 0 0 2 75
A life-cycle view of electricity futures contracts 0 0 0 85 0 0 0 239
A note on the variance of spot interest rates 0 0 0 11 1 1 1 41
AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES 0 0 1 26 0 1 4 73
Active timing decisions of equity mutual funds 0 0 0 11 0 0 0 52
An N-Stage, Fractional Period, Quarterly Dividend Discount Model 0 0 0 0 1 1 4 322
An empirical analysis of term premiums using stochastic dominance 0 0 0 13 0 1 1 34
Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration 0 0 0 2 0 0 0 7
Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing 0 0 1 48 1 1 2 129
Computing yields on enhanced CDs 0 0 0 8 0 0 1 73
Evidence of arbitrage trading activity: The case of Chinese metal futures contracts 0 0 2 12 1 2 10 38
Exploration of the role of expectations in foreign exchange risk management 0 0 0 31 0 0 3 98
Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation 0 0 0 212 1 1 2 879
Information in the U.S. Treasury Term Structure of Interest Rates 0 0 0 11 2 3 4 37
Investment Decision Making with Derivative Securities 0 0 0 0 1 1 2 133
Investment decision making with index futures and index futures options 0 0 0 0 1 1 1 4
Managing college tuition inflation using a surplus framework methodology 0 0 0 43 0 1 2 268
Municipal bonds: a contingent claims perspective 0 0 0 20 1 1 2 80
Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries 0 0 0 0 0 0 0 0
Private Information and the Exercise of Executive Stock Options 0 0 1 13 1 1 2 59
Samuelson hypothesis and carry arbitrage: U.S. and China 0 0 2 6 1 1 5 15
Samuelson hypothesis, arbitrage activity, and futures term premiums 0 0 2 10 0 0 5 25
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets 0 0 0 11 0 0 1 77
THE COUPON EFFECT ON TERM PREMIUMS 0 0 0 0 0 0 0 96
The CFA Charter: Adding Value to the Market 0 0 0 0 0 0 1 1
The Impact of Sampling Errors on the Choice of Portfolio Efficiency Analysis Rules with Borrowing and Lending of a Riskless Asset 0 0 0 0 0 0 0 78
The efficacy of Regulation SHO in resolving naked shorts 0 0 2 16 0 1 5 113
The information in global interest rate futures contracts 0 0 0 6 0 0 1 14
Total Journal Articles 0 0 13 631 12 18 61 3,108

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Statistics updated 2025-03-03