Author Page for Robert Brooks

1.

A Life Cycle View of Enterprise Risk Management: The Case of Southwest Airlines Jet Fuel Hedging

Journal of Financial Education, Vol. 38, No. 3/4, 2012.

Number of pages: 17 Posted: 20 Feb 2010 Last Revised: 03 Nov 2012

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 844 (32,421)

Citation 2

Abstract:

2.

A General Option Valuation Approach to Discount for Lack of Marketability

Number of pages: 32 Posted: 15 Jan 2014 Last Revised: 08 Nov 2014

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 667 (44,604)

Abstract:

3.

Structured Risk Assessment and Value-at-Risk

UA EFLS Working Paper No. 02-06-01

Number of pages: 23 Posted: 23 Jan 2003

Robert Brooks, Joe H. Sullivan and Zachary G. Stoumbos

University of Alabama - Department of Economics, Finance and Legal Studies, Mississippi State University - Department of Marketing, Quantitative Analysis and Business Law and Rutgers, The State University of New Jersey - Management Science & Information Systems

Downloads 616 (49,512)

Abstract:

4.

Basis Options Delta Hedging

Number of pages: 21 Posted: 06 Oct 2005

Robert Brooks and Brandon N. Cline

University of Alabama - Department of Economics, Finance and Legal Studies and Mississippi State University

Downloads 591 (52,305)

Abstract:

5.

Private Information and the Exercise of Executive Stock Options

Number of pages: 45 Posted: 28 Sep 2005 Last Revised: 30 Oct 2007

Robert Brooks, Don M. Chance and Brandon N. Cline

University of Alabama - Department of Economics, Finance and Legal Studies, Louisiana State University, Baton Rouge - Department of Finance and Mississippi State University

Downloads 549 (57,345)

Citation 7

Abstract:

6.

Information in the Term Structure of Libor Interest Rates

Number of pages: 28 Posted: 29 Sep 2005

Robert Brooks and Brandon N. Cline

University of Alabama - Department of Economics, Finance and Legal Studies and Mississippi State University

Downloads 334 (103,717)

Abstract:

7.

Option Valuation Based on Arithmetic Brownian Motion: Justification and Implementation Issues

Number of pages: 26 Posted: 05 Mar 2013 Last Revised: 03 Nov 2016

Robert Brooks and Joshua Andrew Brooks

University of Alabama - Department of Economics, Finance and Legal Studies and Lander University

Downloads 319 (109,089)

Citation 1

Abstract:

8.

History of the Forecasters: An Assessment of the Semi-Annual U.S. Treasury Bond Yield Forecast Survey as Reported in the Wall Street Journal

Downloads 278 (126,233)

Citation 1

2

History of the Forecasters: An Assessment of the Semi-Annual U.S. Treasury Bond Yield Forecast Survey as Reported in the Wall Street Journal

UA Finance Working Paper No. 03-06-01

Number of pages: 12 Posted: 01 Dec 2003

Robert Brooks and J. Brian Gray

University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama

Downloads 278 (125,576)

Citation 1

Abstract:

History of the Forecasters: An Assessment of the Semi-Annual U.S. Treasury Bond Yield Forecast Survey as Reported in the Wall Street Journal

Posted: 21 Jan 2004

Robert Brooks and J. Brian Gray

University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama

Abstract:

9.

A Distributional Approach for Single Factor Option Valuation Models

Number of pages: 43 Posted: 14 Oct 2002

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 233 (150,739)

Abstract:

10.

The Securities Litigation Reform and its Impact on Analyst Research

Number of pages: 51 Posted: 20 Oct 2004

Robert Brooks and Huabing Barbara Wang

University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 175 (196,321)

Citation 2

Abstract:

11.

Ethics in Academic Finance: A Normative Apology

Number of pages: 25 Posted: 12 Jul 2013 Last Revised: 08 Nov 2014

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 141 (235,036)

Abstract:

12.

Covered Calls on the S&P 500: Resolution of an Anomaly

Number of pages: 45 Posted: 20 Mar 2018

Robert Brooks, Don M. Chance and Michael Lee Hemler

University of Alabama - Department of Economics, Finance and Legal Studies, Louisiana State University, Baton Rouge - Department of Finance and University of Notre Dame - Department of Finance (deceased)

Downloads 138 (239,186)

Abstract:

13.

A Comparison of the Information in the LIBOR and CMT Term Structures of Interest Rates

Number of pages: 41 Posted: 12 Feb 2014

Robert Brooks, Brandon N. Cline and Walter Enders

University of Alabama - Department of Economics, Finance and Legal Studies, Mississippi State University and University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 122 (262,947)

Abstract:

14.

Smooth Volatility Shifts and Spillovers in U.S. Crude Oil and Corn Futures Markets

Journal of Empirical Finance, Vol. 38, Part A, September 2016, Pages 22-36, ISSN 0927-5398, DOI 10.1016/j.jempfin.2016.05.005.

Number of pages: 33 Posted: 12 Dec 2016

Pavel Teterin, Robert Brooks and Walter Enders

University of Alabama - Department of Economics, Finance and Legal Studies, University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 97 (308,141)

Citation 1

Abstract:

15.

Some Subtle Relationships and Results in Option Pricing

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 24, No. 1, 2014

Number of pages: 17 Posted: 31 Oct 2015

Robert Brooks and Don M. Chance

University of Alabama - Department of Economics, Finance and Legal Studies and Louisiana State University, Baton Rouge - Department of Finance

Downloads 83 (339,693)

Abstract:

16.

An Enterprise Perspective of Performance Attribution: Introducing the Keel Model

Downloads 60 (405,404)

2

An Enterprise Perspective of Performance Attribution: Introducing the Keel Model

Number of pages: 44 Posted: 23 May 2015

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 59 (414,613)

Abstract:

An Enterprise Perspective of Performance Attribution: Introducing the Keel Model

Journal of Risk, Vol. 20, No. 2, 2017

Number of pages: 32 Posted: 07 Dec 2017

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 1 (770,876)

Add to Cart

Abstract:

17.

Samuelson Hypothesis of the Maturity Effect and Carry Arbitrage: U. S. and China

Number of pages: 51 Posted: 13 Dec 2018

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 52 (433,280)

Citation 1

Abstract:

18.

Evidence of Arbitrage Trading Activity: The Case of Chinese Copper Futures Contracts

Number of pages: 38 Posted: 04 Dec 2020

Robert Brooks and Yang Li

University of Alabama - Department of Economics, Finance and Legal Studies and China Women's University-Department of Accounting,Corporate Finance and Securities Investment

Downloads 35 (509,590)

Abstract:

19.

Compound Option Valuation with Maturity Varying Volatility, Maturity Varying Yields, and Maturity Varying Interest Rates

Number of pages: 99 Posted: 03 Oct 2019

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 29 (535,784)

Abstract:

20.

Information in the U.S. Treasury Term Structure of Interest Rates

Financial Review, Vol. 47, Issue 2, pp. 247-272, 2012

Number of pages: 26 Posted: 21 Apr 2012

Robert Brooks, Brandon N. Cline and Walter Enders

University of Alabama - Department of Economics, Finance and Legal Studies, Mississippi State University and University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 1 (735,735)

Add to Cart

Abstract:

21.

Bond Holding Period Return Decomposition

https://doi.org/10.3905/joi.2017.26.2.078

Posted: 21 May 2019

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Abstract:

22.

Pricing of the Option to Delay the Purchase of Extended Service Contracts

Journal of Retailing and Consumer Services, Vol. 3, No. 4, October 1996

Posted: 12 Mar 2012

Robert Brooks and Darin W. White

University of Alabama - Department of Economics, Finance and Legal Studies and Samford University - Brock School of Business

Abstract:

23.

Samuelson Hypothesis and Carry Arbitrage

Journal of Derivatives, Vol. 20, No. 2, 2012

Posted: 15 Mar 2010 Last Revised: 03 Nov 2012

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Abstract:

24.

The Pricing of Index Options When the Underlying Assets All Follow a Lognormal Diffusion

Posted: 18 Jul 2001

Robert Brooks, Jon Corson and J. Donal Wales

University of Alabama - Department of Economics, Finance and Legal Studies, University of Alabama - Department of Mathematics and affiliation not provided to SSRN

Abstract:

25.

Components of the Bid-Ask Spread of Default-Risky Interest Rate Swaps

Posted: 12 May 2000

Robert Brooks and Davinder K. Malhotra

University of Alabama - Department of Economics, Finance and Legal Studies and Thomas Jefferson University

Abstract:

26.

A Lattice Approach to Interest Rate Spread Options

JOURNAL OF FINANCIAL ENGINEERING, Vol 4 No 3, September 1995

Posted: 28 Apr 1998

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Abstract:

27.

Computing Yields on Enhanced CDS

J. OF FINANCIAL SERVICES REVIEW, Vol. 5 No. 1, 1996

Posted: 10 Oct 1996

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Robert Brooks

University of Alabama - Department of Economics, Finance and Legal Studies

Wallace D. Malone, Jr. Endowed Chair of Financial Management

27

Top 9,969

5,364

Top 48,013

6

7

Scholarly Papers (27)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

An Enterprise Perspective of Performance Attribution: Introducing the Keel Model

Abstract:

Abstract:

Abstract:

Abstract:

Information in the U.S. Treasury Term Structure of Interest Rates

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: