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 1 2 3 51
A comparison of the information in the LIBOR and CMT term structures of interest rates 0 0 0 25 2 7 13 88
A life-cycle view of electricity futures contracts 0 0 0 85 1 4 7 246
A note on the variance of spot interest rates 0 0 0 11 0 5 5 46
AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES 0 0 1 27 0 0 1 74
Active timing decisions of equity mutual funds 0 0 0 11 0 6 9 61
An N-Stage, Fractional Period, Quarterly Dividend Discount Model 0 0 0 0 0 2 4 326
An empirical analysis of term premiums using stochastic dominance 0 0 0 13 0 1 1 35
An enterprise perspective of performance attribution: introducing the keel model 0 0 1 1 0 2 5 5
Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration 0 0 0 2 0 1 1 8
Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing 0 0 0 48 0 2 3 132
Computing yields on enhanced CDs 0 0 0 8 0 5 7 80
Evidence of arbitrage trading activity: The case of Chinese metal futures contracts 1 3 4 17 2 16 56 95
Exploration of the role of expectations in foreign exchange risk management 0 0 0 31 0 2 2 100
Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation 0 0 0 212 1 2 4 883
Information in the U.S. Treasury Term Structure of Interest Rates 1 1 1 12 1 6 7 44
Investment Decision Making with Derivative Securities 0 0 0 0 0 1 2 135
Investment decision making with index futures and index futures options 0 0 0 0 0 3 5 9
Managing college tuition inflation using a surplus framework methodology 0 0 0 43 1 1 5 273
Municipal bonds: a contingent claims perspective 0 0 0 20 0 5 8 88
Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries 0 0 0 0 0 6 13 13
Private Information and the Exercise of Executive Stock Options 0 0 1 14 1 3 5 64
Samuelson hypothesis and carry arbitrage: U.S. and China 0 0 0 6 1 4 9 25
Samuelson hypothesis, arbitrage activity, and futures term premiums 0 0 5 16 2 5 16 43
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets 0 0 2 13 1 4 6 83
THE COUPON EFFECT ON TERM PREMIUMS 0 0 0 0 0 4 5 101
The CFA Charter: Adding Value to the Market 0 0 0 0 0 2 7 8
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 2 4 82
The efficacy of Regulation SHO in resolving naked shorts 0 0 0 16 0 6 12 125
The information in global interest rate futures contracts 0 0 2 8 0 3 11 25
Total Journal Articles 2 4 17 650 14 112 236 3,348

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Statistics updated 2026-04-09