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 2 2 4 77
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 0 0 1 41
AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES 1 1 1 27 1 1 2 74
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 0 0 1 322
An empirical analysis of term premiums using stochastic dominance 0 0 0 13 0 0 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 0 1 3 130
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 1 13 0 1 9 40
Exploration of the role of expectations in foreign exchange risk management 0 0 0 31 0 0 2 98
Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation 0 0 0 212 1 1 3 880
Information in the U.S. Treasury Term Structure of Interest Rates 0 0 0 11 0 0 4 37
Investment Decision Making with Derivative Securities 0 0 0 0 0 0 2 133
Investment decision making with index futures and index futures options 0 0 0 0 1 1 2 5
Managing college tuition inflation using a surplus framework methodology 0 0 0 43 0 0 2 268
Municipal bonds: a contingent claims perspective 0 0 0 20 0 0 1 80
Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries 0 0 0 0 0 0 2 2
Private Information and the Exercise of Executive Stock Options 0 0 1 14 0 0 2 60
Samuelson hypothesis and carry arbitrage: U.S. and China 0 0 1 6 0 0 4 16
Samuelson hypothesis, arbitrage activity, and futures term premiums 0 1 4 13 0 2 7 30
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 1 1 3 3
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 1 16 0 0 5 115
The information in global interest rate futures contracts 0 0 0 6 0 0 0 14
Total Journal Articles 1 2 12 637 6 10 62 3,129

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05