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Korkie, Bob's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
455 |
Total
Citations
3 |
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1.
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Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals
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Korkie, Bob
University of Alberta - Faculty of Business Turtle, Harry J.
West Virginia University Jha, Ranjini
University of Waterloo - School of Accounting and Finance
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Posted:
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05 May 06
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Last Revised:
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28 Apr 09
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293
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3
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Jha, Ranjini
University of Waterloo - School of Accounting and Finance Korkie, Bob
University of Alberta - Faculty of Business Turtle, Harry J.
West Virginia University
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06 Apr 09
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Last Revised:
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28 Apr 09
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74
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Conditional performance measurement, Conditional mean-variance analysis, Conditional Jensen's alpha
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Korkie, Bob
University of Alberta - Faculty of Business Turtle, Harry J.
West Virginia University Jha, Ranjini
University of Waterloo - School of Accounting and Finance
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05 May 06
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Last Revised:
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06 Apr 09
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219
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Conditional Performance Measurement, Conditional Jensen's Alpha, Conditional Sharpe Ratio, Conditional Appraisal Ratio, and Conditional Mean-Variance Analysis
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2.
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Variance Spillover and Skewness in Financial Asset Returns
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Versions (3)
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Korkie, Bob
University of Alberta - Faculty of Business Turtle, Harry J.
West Virginia University Jha, Ranjini
University of Waterloo - School of Accounting and Finance
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Posted:
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10 Aug 05
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Last Revised:
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23 Nov 06
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162
(91,193)
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Korkie, Bob
University of Alberta - Faculty of Business Turtle, Harry J.
West Virginia University Jha, Ranjini
University of Waterloo - School of Accounting and Finance
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Korkie, Bob
University of Alberta - Faculty of Business Turtle, Harry J.
West Virginia University Jha, Ranjini
University of Waterloo - School of Accounting and Finance
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Financial asset returns, conditional moments, skewness persistence, variance persistence, variance spillover
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Korkie, Bob
University of Alberta - Faculty of Business Turtle, Harry J.
West Virginia University Jha, Ranjini
University of Waterloo - School of Accounting and Finance
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130
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Financial asset returns, conditional moments, skewness persistence, variance persistence, variance spillover
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