John Okunev

Bond University Business School

Gold Coast

Australia

SCHOLARLY PAPERS

17

DOWNLOADS
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Top 3,144

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15,012

SSRN CITATIONS
Rank 17,865

SSRN RANKINGS

Top 17,865

in Total Papers Citations

41

CROSSREF CITATIONS

20

Scholarly Papers (17)

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 3,504 (3,891)
Citation 27

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 3,265 (4,400)
Citation 39

Abstract:

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

3.

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 2,013 (9,718)

Abstract:

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property asset allocation

4.

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 1,964 (10,134)
Citation 3

Abstract:

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Risk Premium

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 1,742 (12,277)

Abstract:

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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 1,149 (23,236)

Abstract:

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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 936 (31,220)

Abstract:

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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 367 (102,676)

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 43 (509,123)

Abstract:

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Value at Risk, Lifecycle funds

10.
Downloads 29 (575,712)
Citation 1

Has International Financial Integration Increased?

NYU Working Paper No. FIN-98-040
Number of pages: 31 Posted: 07 Nov 2008
University of Miami - Department of Finance, Gabelli School of Business, Fordahm University and Bond University Business School
Downloads 29 (597,280)
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
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?

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
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

Abstract:

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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

Abstract:

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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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