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 7 55
A comparison of the information in the LIBOR and CMT term structures of interest rates 0 0 0 25 0 2 18 95
A life-cycle view of electricity futures contracts 0 0 0 85 0 0 7 246
A note on the variance of spot interest rates 0 0 0 11 1 1 6 47
AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES 0 0 0 27 0 0 6 80
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 0 0 2 36
An enterprise perspective of performance attribution: introducing the keel model 0 0 0 1 1 2 6 8
Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration 0 0 0 2 0 0 3 10
Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing 0 0 0 48 1 3 5 135
Computing yields on enhanced CDs 0 0 0 8 0 0 10 83
Evidence of arbitrage trading activity: The case of Chinese metal futures contracts 0 0 5 18 1 4 67 110
Exploration of the role of expectations in foreign exchange risk management 0 0 0 31 0 1 3 101
Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation 0 0 0 212 0 0 5 885
Information in the U.S. Treasury Term Structure of Interest Rates 0 0 1 12 0 0 9 46
Investment Decision Making with Derivative Securities 0 0 0 0 0 0 4 137
Investment decision making with index futures and index futures options 0 0 0 0 0 0 7 12
Managing college tuition inflation using a surplus framework methodology 0 0 0 43 0 0 6 275
Municipal bonds: a contingent claims perspective 0 0 0 20 1 1 17 97
Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries 0 0 0 0 0 0 17 21
Private Information and the Exercise of Executive Stock Options 0 0 1 15 0 1 8 68
Samuelson hypothesis and carry arbitrage: U.S. and China 0 0 0 6 0 0 14 31
Samuelson hypothesis, arbitrage activity, and futures term premiums 0 0 2 16 1 1 18 49
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets 0 0 3 14 1 2 14 91
THE COUPON EFFECT ON TERM PREMIUMS 0 0 0 0 0 4 11 107
The CFA Charter: Adding Value to the Market 0 0 0 0 0 2 9 14
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 1 6 85
The efficacy of Regulation SHO in resolving naked shorts 0 0 1 17 0 1 22 137
The information in global interest rate futures contracts 0 2 4 11 0 2 18 33
Total Journal Articles 0 2 17 657 7 28 338 3,481

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Statistics updated 2026-10-11