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Items where Division is "ICMA Centre" and Year is 2005

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Jump to: A | B | C | M | S | T | W
Number of items: 28.

A

Alexander, C. and Barbosa, A. (2005) The spider in the hedge. Review of Futures Markets, 11 (1). pp. 89-113.

Alexander, C. and Dumitriu, A. (2005) Hedge fund index tracking. In: Gregoriou, G. N., Hübner, G., Papageorgiou, N. and Rouah, F. D. (eds.) Hedge funds: insights in performance measurement, risk analysis, and portfolio allocation. Wiley, pp. 165-181. ISBN 9780471737438

Alexander, C. (2005) The present and future of financial risk management. Journal of Financial Econometrics, 3 (1). pp. 3-25. ISSN 1479-8417 doi: https://doi.org/10.1093/jjfinec/nbi003

Alexander, C. and Dimitriu, A. (2005) Detecting switching strategies in equity hedge funds returns. The Journal of Alternative Investments, 8 (1). pp. 7-13. ISSN 1520-3255 doi: https://doi.org/10.3905/jai.2005.523079

Alexander, C. and Dimitriu, A. (2005) Indexing and statistical arbitrage. Journal of Portfolio Management, 31 (2). pp. 50-63. ISSN 0095-4918 doi: https://doi.org/10.3905/jpm.2005.470578

Alexander, C. and Dimitriu, A. (2005) Indexing, cointegration and equity market regimes. International Journal of Finance & Economics, 10 (3). pp. 213-231. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.261

Alexander, C. and Dimitriu, A. (2005) Rank alpha funds of hedge funds. The Journal of Alternative Investments, 8 (2). pp. 48-61. ISSN 1520-3255 doi: https://doi.org/10.3905/jai.2005.591577

Alpa, G. and Andenas, M. (2005) Fondamenti del diritto privato europeo. Trattato di diritto privato ( Treaty of Private Law ). Giuffrè, Milan, pp814. ISBN 9788814118753

Andenas, M., Hess, B. and Oberhammer, P., eds. (2005) Enforcement agency practice in Europe. British Institute of International and Comparative Law, pp399. ISBN 0903067692

B

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A. (2005) Trading rules from forecasting the collapse of speculative bubbles for the S&P 500 composite index. Journal of Business, 78 (5). pp. 2003-2036. ISSN 0740-9168

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A. (2005) A three-regime model of speculative behaviour: modelling the evolution of the S&P 500 composite index. The Economic Journal, 115 (505). pp. 767-797. ISSN 1468-0297 doi: https://doi.org/10.1111/j.1468-0297.2005.01019.x

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. P., Heravi, S. and Persand, G. (2005) Autoregressive conditional kurtosis. Journal of Financial Econometrics, 3 (3). pp. 399-421. ISSN 1479-8417 doi: https://doi.org/10.1093/jjfinec/nbi018

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A. D., Dalle Molle, J. W. and Persand, G. (2005) A comparison of extreme value theory approaches for determining value at risk. Journal of Empirical Finance, 12 (2). pp. 339-352. ISSN 0927-5398 doi: https://doi.org/10.1016/j.jempfin.2004.01.004

C

Chi, J. and Padgett, C. (2005) Short-run underpricing and its characteristics in Chinese initial public offering (IPO) markets. Research in International Business and Finance, 19 (1). pp. 71-93. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2004.10.004

Chi, J. and Padgett, C. (2005) The performance and long-run characteristics of the Chinese IPO market. Pacific Economic Review, 10 (4). pp. 451-469. ISSN 1361-374X doi: https://doi.org/10.1111/j.1468-0106.2005.00285.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2005) Evaluating econometric forecasts of economic and financial variables. Palgrave Texts in Econometrics. Palgrave Macmillan, Basingstoke, pp186. ISBN 9781403941572

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2005) Evaluating a model by forecast performance. Oxford Bulletin of Economics and Statistics, 67 (Suppl.S1). pp. 931-956. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.2005.00146.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2005) Guest editors' introduction: information in economic forecasting. Oxford Bulletin of Economics and Statistics, 67 (Suppl. S1). pp. 713-753. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.2005.00139.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Witt, R. (2005) Forecasting aggregate quarterly crime series. The Manchester School, 73 (6). pp. 709-727. ISSN 1467-9957 doi: https://doi.org/10.1111/j.1467-9957.2005.00473.x

M

Mills, R. (2005) Assessing growth estimates in IPO valuations: a case study. Journal of Applied Corporate Finance, 17 (1). pp. 73-78. ISSN 1745-6622 doi: https://doi.org/10.1111/j.1745-6622.2005.021_1.x

Mills, R. (2005) Brand valuation. Henley Manager Update, 16 (3). pp. 3-7. ISSN 1745-7866

Mills, R. (2005) Financial reporting and financial economics draw closer. Henley Manager Update, 16 (4). pp. 5-15. ISSN 1745-7866

Mills, R. (2005) Is there a pensions crisis? Henley Manager Update, 17 (1). pp. 1-12. ISSN 1745-7866

Mills, R. (2005) Real options. Henley Manager Update, 17 (2). pp. 1-12. ISSN 1745-7866

S

Shields, K., Olekalns, N., Henry, Ó. T. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2005) Measuring the response of macroeconomic uncertainty to shocks. Review of Economics and Statistics, 87 (2). pp. 362-370. ISSN 1530-9142 doi: https://doi.org/10.1162/0034653053970276

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2005) The cult of the equity for pension funds: should it get the boot? Journal of Pension Economics and Finance, 4 (1). pp. 57-85. ISSN 1475-3022 doi: https://doi.org/10.1017/S1474747204001726

T

Turner, N., Cullen, I., Marsh, J., Ward, C. and McAllister, P., (2005) Investment performance and lease structure change in the UK: research finding. Report. Investment Property Forum, London. pp78.

W

Weinstein, W., Blacker, K. and Mills, R. (2005) Can your board really cope with risk? In: IFAC articles of merit 2005. International Federation of Accountants, New York, pp. 48-52. ISBN 1931949441

This list was generated on Wed Mar 27 21:47:51 2024 UTC.

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