Robert A. Haugen

Haugen Custom Financial Systems

President

128 W. 14th Street

Suite 201

Durango, CO 81301

United States

http://www.haugensystems.com

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 1,239

SSRN RANKINGS

Top 1,239

in Total Papers Downloads

23,917

SSRN CITATIONS
Rank 15,617

SSRN RANKINGS

Top 15,617

in Total Papers Citations

6

CROSSREF CITATIONS

58

Scholarly Papers (6)

1.

Low Risk Stocks Outperform within All Observable Markets of the World

Number of pages: 22 Posted: 10 May 2012 Last Revised: 15 Aug 2012
Nardin L. Baker and Robert A. Haugen
SSIA and Haugen Custom Financial Systems
Downloads 11,004 (425)
Citation 58

Abstract:

Loading...

Minimum Volatility, Minimum Variance, Low Volatility, Inefficient Market

2.

Case Closed

THE HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUES, John B. Guerard Jr., ed., Forthcoming
Number of pages: 27 Posted: 26 Nov 2008 Last Revised: 22 Apr 2009
Robert A. Haugen and Nardin L. Baker
Haugen Custom Financial Systems and SSIA
Downloads 10,992 (426)
Citation 1

Abstract:

Loading...

efficient market, factor model, markowitz, optimization, inefficient market, risk

3.

On the Evidence Supporting the Existence of Risk Premiums in the Capital Market

Number of pages: 33 Posted: 14 Mar 2011
Robert A. Haugen and A. James Heins
Haugen Custom Financial Systems and affiliation not provided to SSRN
Downloads 1,921 (8,740)
Citation 20

Abstract:

Loading...

Minimum Variance, Low Volatility, Inefficient Market, Risk, Efficient Market

4.

Stock Volatility and the Levels of the Basis and Open Interest in Futures Contracts

Posted: 10 May 2000
Nai-fu Chen, Charles J. Cuny and Robert A. Haugen
University of California, Irvine - Finance Area, affiliation not provided to SSRN and Haugen Custom Financial Systems

Abstract:

Loading...

5.

Commonality in the Determinants of Expected Stock Returns

Posted: 22 Aug 1998
Robert A. Haugen and Nardin L. Baker
Haugen Custom Financial Systems and SSIA

Abstract:

Loading...

6.

Professional Investor Re-Entry and the January Effect

ADVANCES IN FINANCIAL ECONOMICS, Vol. 2
Posted: 14 May 1998
Charles J. Cuny, Mark Fedenia and Robert A. Haugen
affiliation not provided to SSRN, University of Wisconsin - Madison - Department of Finance, Investment and Banking and Haugen Custom Financial Systems

Abstract:

Loading...