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

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Top 1,116

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20,243

CITATIONS
Rank 30,871

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Top 30,871

in Total Papers Citations

7

Scholarly Papers (6)

1.

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 10,129 (284)
Citation 1

Abstract:

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

2.

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 6,499 (471)
Citation 5

Abstract:

Minimum Volatility, Minimum Variance, Low Volatility, Inefficient Market

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 810 (10,869)
Citation 1

Abstract:

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

4.

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

JOURNAL OF FINANCE, Vol 50 No 1, March 1995
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:

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:

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: