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Ross Maller

SSRN Author Rank: 22,780 by Citations

 

Australian National University (ANU) - School of Finance and Applied Statistics


 Canberra, Australian Capital Territory 0200
 Australia
 email address


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. Ross Maller's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
389
Total
Citations
12
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Klüppelberg, C.
Technische Universität München (TUM)
Maller, Ross
Australian National University (ANU) - School of Finance and Applied Statistics
Szimayer, Alexander
University of Hamburg - Faculty of Economics and Business Administration
Posted:
19 Jan 10
169
(118,281)
1

2.  
A Best Choice Among Asset Pricing Models? The Conditional Capital Asset Pricing Model in Australia | Show Abstract | Add to Cart |
Accounting and Finance, Vol. 44, No. 2, pp. 139-162, July 2004
Number of Pages in PDF File: 24
Durack, Nick
Goldman Sachs Australia Pty Ltd.
Durand, Robert B.
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking
Maller, Ross
Australian National University (ANU) - School of Finance and Applied Statistics
Posted:
08 Jul 04
24
(382,525)
8

3.  
A Multinomial Approximation for American Option Prices in Levy Process Models | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 16, No. 4, pp. 613-633, October 2006
Number of Pages in PDF File: 21
Maller, Ross
Australian National University (ANU) - School of Finance and Applied Statistics
Solomon, David
University of Chicago
Szimayer, Alexander
University of Hamburg - Faculty of Economics and Business Administration
Posted:
31 Aug 06
11
(446,424)
2

4.  
Broadhurst, Roderic
Australian National University (ANU)
Maller, Ross
Australian National University (ANU) - School of Finance and Applied Statistics
Maller, Max
Health Dept Western Australia, Data Linkage
Bouhours, Brigitte
Australian National University (ANU)
Posted:
08 Jan 16
Last Revised:
05 May 16
0
(138,033)
1

5.  
Bias and Consistency of the Maximum Sharpe Ratio | Show Abstract |
Journal of Risk, Vol. 7, No. 4, Summer 2005
Maller, Ross
Australian National University (ANU) - School of Finance and Applied Statistics
Durand, Robert B.
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking
Lee, Peter
affiliation not provided to SSRN
Posted:
08 Nov 05
 


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