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Maller, Ross

 

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


 Canberra, Australian Capital Territory 0200
 Australia
 email address

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. Maller, Ross's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
180
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
145
(117,649)
1

2.  
A Best Choice Among Asset Pricing Models? The Conditional Capital Asset Pricing Model in Australia | Show Abstract | Download |
Accounting and Finance, Vol. 44, No. 2, pp. 139-162, July 2004
Accepted Paper Series
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
(301,997)
9

3.  
A Multinomial Approximation for American Option Prices in Levy Process Models | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 4, pp. 613-633, October 2006
Accepted Paper Series
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
(355,706)
2

4.  
Bias and Consistency of the Maximum Sharpe Ratio | Show Abstract |
Journal of Risk, Vol. 7, No. 4, Summer 2005
Accepted Paper Series
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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