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 5 7 55
A comparison of the information in the LIBOR and CMT term structures of interest rates 0 0 0 25 0 6 17 92
A life-cycle view of electricity futures contracts 0 0 0 85 0 1 7 246
A note on the variance of spot interest rates 0 0 0 11 0 0 5 46
AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES 0 0 1 27 0 5 6 79
Active timing decisions of equity mutual funds 0 0 0 11 0 0 9 61
An N-Stage, Fractional Period, Quarterly Dividend Discount Model 0 0 0 0 0 0 4 326
An empirical analysis of term premiums using stochastic dominance 0 0 0 13 1 1 2 36
An enterprise perspective of performance attribution: introducing the keel model 0 0 0 1 0 1 5 6
Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration 0 0 0 2 1 2 3 10
Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing 0 0 0 48 0 0 2 132
Computing yields on enhanced CDs 0 0 0 8 0 3 10 83
Evidence of arbitrage trading activity: The case of Chinese metal futures contracts 0 1 4 17 0 5 58 98
Exploration of the role of expectations in foreign exchange risk management 0 0 0 31 0 0 2 100
Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation 0 0 0 212 0 3 6 885
Information in the U.S. Treasury Term Structure of Interest Rates 0 1 1 12 0 3 9 46
Investment Decision Making with Derivative Securities 0 0 0 0 1 2 4 137
Investment decision making with index futures and index futures options 0 0 0 0 0 3 8 12
Managing college tuition inflation using a surplus framework methodology 0 0 0 43 0 3 7 275
Municipal bonds: a contingent claims perspective 0 0 0 20 0 8 16 96
Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries 0 0 0 0 2 8 19 21
Private Information and the Exercise of Executive Stock Options 0 1 1 15 1 4 7 67
Samuelson hypothesis and carry arbitrage: U.S. and China 0 0 0 6 2 7 15 31
Samuelson hypothesis, arbitrage activity, and futures term premiums 0 0 3 16 1 7 19 48
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets 0 0 2 13 1 6 11 88
THE COUPON EFFECT ON TERM PREMIUMS 0 0 0 0 0 2 7 103
The CFA Charter: Adding Value to the Market 0 0 0 0 1 4 10 12
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 1 2 6 84
The efficacy of Regulation SHO in resolving naked shorts 0 1 1 17 5 11 21 136
The information in global interest rate futures contracts 0 1 3 9 0 5 16 30
Total Journal Articles 0 5 16 653 18 107 318 3,441

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Statistics updated 2026-06-04