Skip navigation
Skip navigation
Open Research will be down for maintenance between 8:00 and 8:15 am on Tuesday, December 1 2020.

Browsing by Author Durand, Robert

Or enter first few letters:  
Showing results 1 to 5 of 5

A best choice among asset pricing models? The conditional capital asset pricing model in Australia

Author(s)Durack, Nick; Durand, Robert; Maller, Ross
TypeJournal article
Date Published2004
Date Created-

Analysis of Stock Market Volatility by Continuous-time GARCH Models

Author(s)Muller, Gernot; Durand, Robert; Maller, Ross, et al
TypeBook chapter
Date Published2009
Date Created-

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-

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-
  • previous
  • 1
  • next

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