| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Applying Operations Research Techniques to Financial Markets |
1 |
1 |
4 |
25 |
1 |
1 |
24 |
97 |
| Asset–liability modelling and pension schemes: the application of robust optimization to USS |
0 |
0 |
0 |
2 |
0 |
1 |
13 |
30 |
| Asset–liability models and the Chinese basic pension fund |
0 |
0 |
0 |
4 |
1 |
1 |
4 |
18 |
| Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures |
0 |
0 |
0 |
9 |
0 |
0 |
7 |
109 |
| Black–Scholes versus artificial neural networks in pricing FTSE 100 options |
0 |
0 |
1 |
11 |
0 |
0 |
10 |
46 |
| Book Reviews |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
20 |
| Designing Secondary School Catchment Areas Using Goal Programming |
0 |
0 |
0 |
23 |
0 |
1 |
7 |
88 |
| Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence |
0 |
0 |
0 |
16 |
0 |
0 |
17 |
69 |
| Harmful diversification: Evidence from alternative investments |
1 |
2 |
5 |
28 |
6 |
13 |
46 |
170 |
| Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach |
0 |
1 |
3 |
11 |
2 |
7 |
31 |
58 |
| Horses for courses: Mean-variance for asset allocation and 1/N for stock selection |
0 |
1 |
2 |
10 |
2 |
3 |
32 |
69 |
| Inflation and Prisoner's Dilemmas |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
21 |
| Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
177 |
| Inventory‐based stock market transparency rules |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
12 |
| Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate |
0 |
0 |
0 |
9 |
0 |
1 |
11 |
50 |
| Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure |
0 |
0 |
0 |
0 |
1 |
3 |
17 |
656 |
| MATHEMATICAL MODELLING AND STOCHASTIC SIMULATION OF ACCOUNTING ALTERNATIVES |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| Market Maker Performance: The Search for Fair Weather Market Makers |
0 |
0 |
0 |
33 |
1 |
1 |
3 |
131 |
| Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria |
0 |
0 |
0 |
2 |
0 |
0 |
7 |
19 |
| Optimal vs naïve diversification in cryptocurrencies |
0 |
0 |
4 |
20 |
1 |
4 |
26 |
105 |
| Options trading when the underlying market is not transparent |
0 |
0 |
0 |
0 |
3 |
3 |
7 |
10 |
| Over the moon or sick as a parrot? The effects of football results on a club's share price |
0 |
0 |
0 |
38 |
0 |
7 |
23 |
213 |
| PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS |
0 |
0 |
2 |
9 |
0 |
4 |
20 |
91 |
| Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
13 |
| Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011 |
0 |
0 |
0 |
2 |
0 |
4 |
15 |
50 |
| QUANTITATIVE NON‐FINANCIAL INFORMATION AND INCOME MEASURES: THE CASE OF LONG TERM CONTRACTS |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options |
0 |
0 |
0 |
1 |
1 |
1 |
11 |
21 |
| Single-stage portfolio optimization with automated machine learning for M6 |
0 |
1 |
3 |
3 |
0 |
1 |
24 |
24 |
| Socially responsible investment portfolios: Does the optimization process matter? |
0 |
0 |
1 |
26 |
0 |
4 |
25 |
114 |
| THE RELATIVE VOLATILITY OF THE MARKETS IN EQUITIES AND INDEX FUTURES |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| The Effect of Futures Market Volume on Spot Market Volatility |
0 |
0 |
0 |
11 |
0 |
1 |
6 |
30 |
| The First Round of the Keynesian Regional Income Multiplier |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
244 |
| The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
11 |
| The Weekend Effect In Uk Stock Market Returns |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
| The cult of the equity for pension funds: should it get the boot? |
0 |
0 |
0 |
34 |
0 |
0 |
11 |
128 |
| The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 |
0 |
0 |
2 |
9 |
0 |
0 |
20 |
40 |
| The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk |
0 |
0 |
0 |
13 |
1 |
2 |
6 |
68 |
| The performance of covered calls |
1 |
1 |
8 |
448 |
4 |
6 |
37 |
1,536 |
| The role of customer awareness in promoting firm sustainability and sustainable supply chain management |
0 |
1 |
4 |
17 |
0 |
4 |
27 |
150 |
| The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models |
0 |
0 |
0 |
2 |
1 |
1 |
7 |
14 |
| Trade Transparency and the London Stock Exchange |
0 |
0 |
0 |
37 |
0 |
1 |
9 |
135 |
| Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios |
0 |
0 |
0 |
7 |
1 |
1 |
13 |
58 |
| Valuing medieval annuities: Were corrodies underpriced? |
0 |
0 |
0 |
14 |
0 |
1 |
16 |
132 |
| What determines the asset allocation of defined benefit pension funds? |
0 |
0 |
1 |
6 |
1 |
1 |
17 |
31 |
| Why are pension schemes frozen, and how does a freeze affect the Employer's risk? |
0 |
0 |
2 |
2 |
0 |
1 |
26 |
29 |
| Total Journal Articles |
3 |
8 |
42 |
884 |
29 |
83 |
626 |
5,095 |
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