Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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The illusion of oil return predictability: The choice of data mattersConlon, Thomas ; Cotter, John ; Eyiah-Donkor, EmmanuelJournal of banking & finance, 2022-01, Vol.134, p.106331, Article 106331 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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2 |
Material Type: Artigo
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Machine Learning and Factor-Based Portfolio OptimizationConlon, Thomas ; Cotter, John ; Kynigakis, IasonarXiv.org, 2021-07Ithaca: Cornell University Library, arXiv.orgTexto completo disponível |
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3 |
Material Type: Artigo
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The non-linear trade-off between return and risk: a regime-switching multi-factor frameworkCotter, John ; Salvador, EnriquearXiv.org, 2014-10Ithaca: Cornell University Library, arXiv.orgTexto completo disponível |
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4 |
Material Type: Artigo
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Financial Risks and the Pension Protection Fund: Can it Survive Them?Blake, David ; Cotter, John ; Dowd, KevinarXiv.org, 2011-03Ithaca: Cornell University Library, arXiv.orgTexto completo disponível |
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5 |
Material Type: Artigo
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A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional CharacteristicsCotter, John ; Roll, RichardarXiv.org, 2011-03Ithaca: Cornell University Library, arXiv.orgTexto completo disponível |
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6 |
Material Type: Artigo
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Scaling conditional tail probability and quantile estimatorsCotter, JohnarXiv.org, 2011-03Ithaca: Cornell University Library, arXiv.orgTexto completo disponível |
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7 |
Material Type: Artigo
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How Unlucky is 25-Sigma?Dowd, Kevin ; Cotter, John ; Humphrey, Chris ; Woods, MargaretarXiv.org, 2011-03Ithaca: Cornell University Library, arXiv.orgTexto completo disponível |
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8 |
Material Type: Artigo
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Housing risk and return: Evidence from a housing asset-pricing modelCase, Karl ; Cotter, John ; Gabriel, StuartarXiv.org, 2011-03Ithaca: Cornell University Library, arXiv.orgTexto completo disponível |
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9 |
Material Type: Artigo
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An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet DecompositionConlon, Thomas ; Cotter, JohnarXiv.org, 2011-03Ithaca: Cornell University Library, arXiv.orgTexto completo disponível |
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10 |
Material Type: Artigo
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A Utility Based Approach to Energy HedgingCotter, John ; Hanly, JimarXiv.org, 2011-03Ithaca: Cornell University Library, arXiv.orgTexto completo disponível |