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Pakorn Aschakulporn

University of Otago

PO Box 56

Dunedin, 9054

New Zealand

  • University of Otago

SCHOLARLY PAPERS

3

DOWNLOADS

407

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

Towards a Theory of Skewness Trading

Number of pages: 50 Posted: 20 Dec 2023 Last Revised: 13 Nov 2024
Xinfeng Ruan, Pakorn Aschakulporn and Jin E. Zhang
Xi'an Jiaotong-Liverpool University, University of Otago and University of Otago, Otago Business School, Department of Accountancy and Finance
Downloads 273 (280,513)

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Realized skewness; swap rates; variance; jump; covariance.

2.

The effects of Divestment from ESG Exchange Traded Funds

Number of pages: 32 Posted: 25 Jun 2024
Sebastian Gehricke, Pakorn Aschakulporn, Mouhammed Tahir Suleman and Ben Wilkinson
University of Otago, University of Otago, Department of Accounting and Finance, University of Otago and University of Otago
Downloads 108 (654,668)

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Divestment effect, ESG Exchange Traded Funds, Sustainable Investing, Responsible Investing

3.

The Economic Value of Forecasting and Strategy Gains in Volatility Timing

Number of pages: 26 Posted: 11 Feb 2026
Wen Xu, Pakorn Aschakulporn and Jin E. Zhang
University of Otago, University of Otago and University of Otago, Otago Business School, Department of Accountancy and Finance
Downloads 26 (1,399,036)

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Volatility Timing, Volatility Managed Portfolio, Covariance Estimation, Multivariate Stochastic Volatility Model, Mean-variance analysis, Portfolio Construction Strategy