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 |
5 |
20 |
1 |
1 |
10 |
70 |
Asset–liability modelling and pension schemes: the application of robust optimization to USS |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
16 |
Asset–liability models and the Chinese basic pension fund |
0 |
1 |
1 |
4 |
0 |
2 |
4 |
12 |
Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
102 |
Black–Scholes versus artificial neural networks in pricing FTSE 100 options |
1 |
1 |
2 |
10 |
1 |
2 |
5 |
36 |
Book Reviews |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
Designing Secondary School Catchment Areas Using Goal Programming |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
81 |
Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence |
0 |
0 |
1 |
15 |
0 |
0 |
2 |
50 |
Harmful diversification: Evidence from alternative investments |
0 |
1 |
6 |
22 |
1 |
2 |
12 |
118 |
Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach |
0 |
0 |
1 |
8 |
1 |
2 |
5 |
25 |
Horses for courses: Mean-variance for asset allocation and 1/N for stock selection |
0 |
0 |
2 |
8 |
1 |
1 |
7 |
34 |
Inflation and Prisoner's Dilemmas |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
15 |
Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
175 |
Inventory‐based stock market transparency rules |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
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 |
0 |
1 |
39 |
Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
636 |
Market Maker Performance: The Search for Fair Weather Market Makers |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
128 |
Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
11 |
Optimal vs naïve diversification in cryptocurrencies |
0 |
0 |
1 |
15 |
1 |
1 |
8 |
76 |
Options trading when the underlying market is not transparent |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
Over the moon or sick as a parrot? The effects of football results on a club's share price |
1 |
1 |
2 |
37 |
1 |
2 |
5 |
188 |
PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS |
0 |
0 |
1 |
7 |
1 |
2 |
6 |
71 |
Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011 |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
32 |
Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
10 |
Socially responsible investment portfolios: Does the optimization process matter? |
0 |
1 |
1 |
24 |
2 |
4 |
9 |
88 |
The Effect of Futures Market Volume on Spot Market Volatility |
0 |
0 |
2 |
11 |
0 |
0 |
5 |
22 |
The First Round of the Keynesian Regional Income Multiplier |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
239 |
The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
The cult of the equity for pension funds: should it get the boot? |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
117 |
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 |
0 |
1 |
5 |
5 |
0 |
1 |
10 |
12 |
The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk |
0 |
0 |
2 |
12 |
2 |
3 |
6 |
60 |
The performance of covered calls |
0 |
1 |
7 |
434 |
0 |
5 |
19 |
1,492 |
The role of customer awareness in promoting firm sustainability and sustainable supply chain management |
0 |
0 |
2 |
13 |
3 |
6 |
18 |
116 |
The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
7 |
Trade Transparency and the London Stock Exchange |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
126 |
Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
45 |
Valuing medieval annuities: Were corrodies underpriced? |
0 |
0 |
0 |
14 |
2 |
3 |
4 |
115 |
What determines the asset allocation of defined benefit pension funds? |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
13 |
Why are pension schemes frozen, and how does a freeze affect the Employer's risk? |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
Total Journal Articles |
3 |
8 |
42 |
826 |
25 |
48 |
160 |
4,405 |