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Browsing by Author Maller, Ross A

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F9910.pdf.jpg

A best choice among asset pricing models? The conditional CAPM in Australia.

Author(s)Durack, Nick; Durand, Robert B; Maller, Ross A
TypeWorking/Technical Paper
Date Published2005
Date Created2005
F9908.pdf.jpg

Bias and consistency of the maximum Sharpe ratio

Author(s)Maller, Ross A; Durand, Robert B; Lee, P. T
TypeWorking/Technical Paper
Date Published-
Date Created2005
F9909.pdf.jpg

Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes

Author(s)Lindner, Alexander; Maller, Ross A
TypeWorking/Technical Paper
Date Published2005
Date Created2005
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