Skip navigation
Skip navigation
A change is coming. Click to see a sneak peek of the new Open Research Repository.

Browsing by Author Durand, Robert

0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Or enter first few letters:  
Showing results 3 to 5 of 5
01_Durand_On_the_performance_of_the_2011.pdf.jpg

On the performance of the minimum VaR portfolio

Author(s)Durand, Robert; Gould, John; Maller, Ross
TypeJournal article
Date Published2011
Date Created-

Optimal portfolio choice using the maximum Sharpe ratio

Author(s)Maller, Ross; Durand, Robert; Jafarpour, Hediah
TypeJournal article
Date Published2010
Date Created-
01_Muller_The_risk-return_tradeoff:_A_2011.pdf.jpg

The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis

Author(s)Muller, Gernot; Durand, Robert; Maller, Ross
TypeJournal article
Date Published2011
Date Created-

Updated:  12 April 2016/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator