Robin Grieves

University of South Carolina (Retired)

Retired Professor

SCHOLARLY PAPERS

9

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Top 22,376

in Total Papers Downloads

4,855

TOTAL CITATIONS

5

Scholarly Papers (9)

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1.

Delivery Options and Convexity in Treasury Bond and Note Futures

Number of pages: 22 Posted: 14 Jul 2008
Robin Grieves, Alan J. Marcus and Adrian Woodhams
University of South Carolina (Retired), Boston College - Department of Finance and Goldman Sachs JBWere
Downloads 1,592 (25,029)

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Delivery options, convexity, Treasury futures, hedging, PVBP

2.

The Search for Relative Value in Bonds

Downloads 995 (49,568)
Citation 2

The Search for Relative Value in Bonds

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 26 Posted: 22 Aug 2007
Robin Grieves and Steven V. Mann
University of South Carolina (Retired) and University of South Carolina
Downloads 995 (48,750)
Citation 2

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bonds, swaps, credit default swaps, credit spreads

The Search for Relative Value in Bonds

Financial Markets and Portfolio Management, Vol. 25, No. 1, pp. 95-106, 2011
Posted: 06 Apr 2011
Robin Grieves and Steven V. Mann
University of South Carolina (Retired) and University of South Carolina

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Credit Default Swaps (CDS), Bond portfolio, Relative value

3.

What's Wrong with Those Duration Measures? Nothing... and Everything

Number of pages: 22 Posted: 15 Oct 2007
Robin Grieves and J. Clay Singleton
University of South Carolina (Retired) and Crummer Graduate School of Business - Rollins College
Downloads 795 (67,289)

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bond, duration, effective duration

4.

The Practical Implications of Modern Portfolio Theory

Number of pages: 21 Posted: 15 Dec 2017
Timothy Falcon Crack and Robin Grieves
University of Otago - Department of Accountancy and Finance and University of South Carolina (Retired)
Downloads 534 (112,041)

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Markowitz, CAPM, Diversification, Capital Budgeting, Active Management

5.

New Zealand Unit Trusts: Asset Allocation, Style Analysis and Return Attribution

Number of pages: 19 Posted: 27 Dec 2007
Ross Fowler, Robin Grieves and J. Clay Singleton
fi360 Australasia, Ltd., University of South Carolina (Retired) and Crummer Graduate School of Business - Rollins College
Downloads 219 (296,603)

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unit trusts, mutual funds, asset allocation, style analysis, return attribution

6.

On the Mathematics of Duration Crossovers

Number of pages: 16 Posted: 19 Oct 2007
Zhanying Li, Robin Grieves and Mark D. Griffiths
Citigroup, Inc. - Hong Kong, University of South Carolina (Retired) and Miami University of Ohio - Department of Finance
Downloads 194 (332,304)

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bond, duration

7.

What's Wrong with Those Duration Measures? Nothing

Frontiers in Finance and Economics, Vol. 10, No. 1, 30-48, 2013
Number of pages: 19 Posted: 07 Sep 2013
Robin Grieves and J. Clay Singleton
University of South Carolina (Retired) and Crummer Graduate School of Business - Rollins College
Downloads 183 (350,722)

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bonds, interest rate risk, duration

8.

Riding the Yield Curve: Reprise

NBER Working Paper No. w3511
Number of pages: 31 Posted: 28 Jun 2004 Last Revised: 07 Aug 2022
Robin Grieves and Alan J. Marcus
University of South Carolina (Retired) and Boston College - Department of Finance
Downloads 179 (357,654)
Citation 2

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9.

Put Your Best Foot Forward: A Pre-Submission Checklist for Journal Articles

Number of pages: 6 Posted: 13 Feb 2023
Timothy Falcon Crack, Robin Grieves and Marianne G. Lown
University of Otago - Department of Accountancy and Finance, University of South Carolina (Retired) and University of Otago - Department of Accountancy and Finance
Downloads 164 (386,116)
Citation 1

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Journal Submissions, Editing Advice, Career Advice