Robin Grieves

Rollins College - Crummer Graduate School of Business

Visiting Professor of Finance

Winter Park, FL 32789

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 19,279

SSRN RANKINGS

Top 19,279

in Total Papers Downloads

2,539

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (8)

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
Rollins College - Crummer Graduate School of Business, Boston College - Department of Finance and Goldman Sachs JBWere
Downloads 664 (39,246)

Abstract:

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Delivery options, convexity, Treasury futures, hedging, PVBP

2.

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

Number of pages: 22 Posted: 15 Oct 2007
Robin Grieves and J. Clay Singleton
Rollins College - Crummer Graduate School of Business and Crummer Graduate School of Business - Rollins College
Downloads 622 (42,884)

Abstract:

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bond, duration, effective duration

3.
Downloads 540 ( 51,434)
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
Rollins College - Crummer Graduate School of Business and University of South Carolina
Downloads 540 (50,819)
Citation 2

Abstract:

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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
Rollins College - Crummer Graduate School of Business and University of South Carolina

Abstract:

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

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 Rollins College - Crummer Graduate School of Business
Downloads 206 (150,968)

Abstract:

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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., Rollins College - Crummer Graduate School of Business and Crummer Graduate School of Business - Rollins College
Downloads 186 (165,897)

Abstract:

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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, Rollins College - Crummer Graduate School of Business and Miami University of Ohio - Department of Finance
Downloads 129 (225,517)

Abstract:

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bond, duration

7.

Riding the Yield Curve: Reprise

NBER Working Paper No. w3511
Number of pages: 31 Posted: 28 Jun 2004 Last Revised: 10 Aug 2010
Robin Grieves and Alan J. Marcus
Rollins College - Crummer Graduate School of Business and Boston College - Department of Finance
Downloads 116 (244,201)
Citation 2

Abstract:

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8.

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
Rollins College - Crummer Graduate School of Business and Crummer Graduate School of Business - Rollins College
Downloads 76 (321,300)

Abstract:

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bonds, interest rate risk, duration