Chia Rui Ming Daryl

University of Warwick - Department of Statistics

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Return and Risk-Return Ratio Based Momentum Strategies: A Fresh Perspective

Journal of Finance and Investment Analysis, Vol. 2, No. 1, pp 1-13, 2013
Number of pages: 13 Posted: 24 Dec 2012 Last Revised: 20 Feb 2013
Chia Rui Ming Daryl, Lim Kai Jie Shawn and Chan Ho Yan Sabrina
University of Warwick - Department of Statistics, University College London - Department of Economics and University of Cambridge
Downloads 1,487 (11,906)

Abstract:

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momentum strategies, risk-return ratio based selection criteria, portfolio turnover

2.

The Attenuation of Idiosyncratic Risk Under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market

International Journal of Economics and Finance; Vol. 4, No. 11; 2012
Number of pages: 14 Posted: 16 Sep 2012 Last Revised: 20 Sep 2012
Chia Rui Ming Daryl and Lim Kai Jie Shawn
University of Warwick - Department of Statistics and University College London - Department of Economics
Downloads 299 (102,038)

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portfolio diversification, idiosyncratic risk, index funds, weighting methodology

3.

The Relationships between Foreign Exchange Volatility Skew and Jump Risk

International Journal of Economics and Finance, Vol. 6, No. 6, 2014
Number of pages: 14 Posted: 29 May 2014
Chia Rui Ming Daryl
University of Warwick - Department of Statistics
Downloads 290 (105,536)

Abstract:

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volatility skew, price jumps, foreign exchange options