John Okunev

Bond University Business School

Gold Coast

Australia

  • Bond University Business School

SCHOLARLY PAPERS

17

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15,893

SSRN CITATIONS
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SSRN RANKINGS

Top 19,668

in Total Papers Citations

50

CROSSREF CITATIONS

20

Scholarly Papers (17)

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1.

Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies

Number of pages: 63 Posted: 28 Nov 2003
John Okunev and Derek R. White
Bond University Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 3,790 (5,764)
Citation 28

Abstract:

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Hedge Funds, Value at Risk

2.

Do Momentum Based Strategies Still Work in Foreign Currency Markets?

Number of pages: 57 Posted: 01 Jun 2001
Derek R. White and John Okunev
UNSW Australia Business School, School of Banking and Finance and Bond University Business School
Downloads 3,472 (6,659)
Citation 39

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Momentum, technical trading rules, GARCH, foreign exchange, bootstrap

3.

Modelling the Equity Risk Premium in the Long Term: A UK and US Update

Number of pages: 32 Posted: 09 Aug 2000 Last Revised: 13 Jul 2020
John Okunev and Allan Hodgson
Bond University Business School and University of Queensland - Business School
Downloads 2,070 (15,085)
Citation 3

Abstract:

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Risk Premium

4.

Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation

Number of pages: 24 Posted: 29 Sep 2000
John Okunev and Patrick J. Wilson
Bond University Business School and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 2,066 (15,133)

Abstract:

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property asset allocation

5.

Using a Value at Risk Approach to Enhance Tactical Asset Allocation

Number of pages: 15 Posted: 30 Jan 2006
John Okunev
Bond University Business School
Downloads 1,795 (18,948)

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Tactical Asset Allocation, Value at Risk

6.

Generating Excess Returns Through Global Industry Rotation

Number of pages: 36 Posted: 24 May 2006
John Okunev
Bond University Business School
Downloads 1,212 (34,119)

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Global Industry Rotation

7.

The Returns to Following Currency Forecasts

Number of pages: 62 Posted: 03 Jan 2004
Patrick Lehner, John Okunev and Derek R. White
Independent, Bond University Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 966 (47,150)

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Currency, Foreign Exchange, Forecasts, Bayes

8.

Moment Matching for the Masses

Number of pages: 36 Posted: 04 Aug 2006
Derek R. White and John Okunev
UNSW Australia Business School, School of Banking and Finance and Bond University Business School
Downloads 406 (141,447)

Abstract:

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Value at Risk, Simulation, Cholesky decomposition, Risk Management

9.

Using Value at Risk Strategies to Enhance the Performance of Balanced and Lifecycle Funds Some Australian Evidence

Number of pages: 10 Posted: 18 Oct 2015
John Okunev
Bond University Business School
Downloads 66 (650,765)

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Value at Risk, Lifecycle funds

10.

Has International Financial Integration Increased?

Downloads 50 (733,929)
Citation 1

Has International Financial Integration Increased?

NYU Working Paper No. FIN-98-040
Number of pages: 31 Posted: 07 Nov 2008
Lawrence G. Goldberg, James R. Lothian and John Okunev
University of Miami - Department of Finance, Gabelli School of Business, Fordahm University and Bond University Business School
Downloads 50 (757,001)
Citation 1

Abstract:

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Has International Financial Integration Increased?

Open Economics Review, Vol. 14, pp. 299-317, July 2003
Posted: 05 Nov 2004
James R. Lothian, Lawrence G. Goldberg and John Okunev
Gabelli School of Business, Fordahm University, University of Miami - Department of Finance and Bond University Business School

Abstract:

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Financial integration, interest-rate equalization, real interest rates

Abstract:

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Lifestyle and lifecycle funds, tactical asset allocation

12.

What Should Your Asset Allocation Be When You Retire?

https://doi.org/10.3905/JWM.2010.12.4.060
Posted: 20 May 2019
John Okunev
Bond University Business School

Abstract:

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retirement asset allocation

13.

The Causal Relationship between Real Estate and Stock Markets

Posted: 09 Mar 2001
John Okunev, Patrick J. Wilson and Ralf Zurbruegg
Bond University Business School, University of Technology Sydney (UTS) - School of Finance and Economics and University of Adelaide

Abstract:

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14.

Regression to the Mean and Mean Reversion in Futures Markets

Posted: 14 May 2000
Robert W. Kolb and John Okunev
Loyola University of Chicago - Department of Finance and Bond University Business School

Abstract:

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15.

Long-Term Dependencies and Long Run Non-Periodic Co-Cycles: Real Estate and Stock Markets

Posted: 19 Oct 1999
Patrick J. Wilson and John Okunev
University of Technology Sydney (UTS) - School of Finance and Economics and Bond University Business School

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16.

Using Non-Linear Tests to Examine Integration between Real Estate and Stock Markets

Posted: 26 Jun 1998
John Okunev and Patrick J. Wilson
Bond University Business School and University of Technology Sydney (UTS) - School of Finance and Economics

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17.

Step Interventions and Market Integration: Tests in the Us, UK and Australian Property Markets

Posted: 08 Oct 1996
Patrick J. Wilson, John Okunev and James R. Webb
University of Technology Sydney (UTS) - School of Finance and Economics, Bond University Business School and Cleveland State University

Abstract:

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