Hossein Rad

University of Queensland Business School

St Lucia

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 9,124

SSRN RANKINGS

Top 9,124

in Total Papers Downloads

8,970

SSRN CITATIONS
Rank 31,698

SSRN RANKINGS

Top 31,698

in Total Papers Citations

19

CROSSREF CITATIONS

12

Scholarly Papers (7)

1.

The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods

Rad, Hossein, Low, Rand Kwong Yew and Faff, Robert W., The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods, Quantitative Finance, DOI: org/10.1080/14697688.2016.1164337
Number of pages: 35 Posted: 05 Jun 2015 Last Revised: 19 May 2016
University of Queensland Business School, University of Queensland and University of Queensland
Downloads 5,720 (2,508)
Citation 21

Abstract:

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pairs trading, copula, cointegration, quantitative strategies, statistical arbitrage

2.

Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach

Number of pages: 15 Posted: 05 Jun 2015
Maastricht University - Department of Finance, University of Tehran, University of Queensland Business School and University of Tehran
Downloads 1,024 (38,461)

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Pairs Trading, Fractional Cointegration, Fractional Vector Error Correction Model, Mean Reversion

3.

Does Sophistication of the Weighting Scheme Enhance the Performance of Long-Short Commodity Portfolios?

Journal of Empirical Finance, Vol. 58, 2020
Number of pages: 43 Posted: 04 Jun 2017 Last Revised: 16 Sep 2020
University of Queensland Business School, University of Queensland, Audencia Business School and University of Queensland
Downloads 745 (59,541)

Abstract:

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long-short portfolios, equal weights, optimized weights, risk-timing weights

4.

The Commodity Risk Premium and Neural Networks

Journal of Empirical Finance, Vol. 74, No. 101433, 2023
Number of pages: 43 Posted: 01 Apr 2021 Last Revised: 30 Nov 2023
University of Queensland Business School, University of Queensland, Audencia Business School and University of Queensland
Downloads 625 (74,644)

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commodity futures, risk premium, macroeconomic variables, financial variables, neural network, deep neural learning, recurrent neural network

5.

Double-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementation

Number of pages: 56 Posted: 05 Jun 2015
Hossein Rad
University of Queensland Business School
Downloads 422 (120,444)

Abstract:

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commodity futures, trading strategy, momentum, term-structure

6.

Motivating Postgrad Research Students to Pitch Their Ideas: What Have We Learned from 'Pitching Research' Competitions at UQ?

Number of pages: 38 Posted: 21 Jan 2017 Last Revised: 21 Feb 2017
University of Queensland, Independent, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Faculty of Engineering, Physical Science and Architecture, School of Architecture, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, Business School, The University of Queensland, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, Australian Catholic University (ACU), University of Queensland, Business School, Students, University of Queensland Business School, University of Queensland, Business School, Students, University of Queensland, Business School, Students, Australian National University (ANU), The University of Queensland, University of Queensland, Business School, Students and University of Queensland
Downloads 235 (223,625)
Citation 14

Abstract:

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pitching research; new research ideas; pitching competition; template; research proposal; novice researcher; research mentor; Pitch Doctor

7.

The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures

Journal of Commodity Markets, 2022, 100259
Number of pages: 46 Posted: 08 Jul 2021 Last Revised: 09 Jan 2023
University of Queensland Business School, University of Queensland, Audencia Business School and University of Queensland
Downloads 199 (262,301)

Abstract:

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Commodity futures, Style integration, Strategic asset allocation, Diversification