Ross Maller

Australian National University (ANU) - School of Finance and Applied Statistics

Canberra, Australian Capital Territory 0200

Australia

SCHOLARLY PAPERS

6

DOWNLOADS

545

CITATIONS
Rank 26,041

SSRN RANKINGS

Top 26,041

in Total Papers Citations

23

Scholarly Papers (6)

1.

The Recidivism of Homicide Offenders in Western Australia

Number of pages: 32 Posted: 08 Jan 2016 Last Revised: 05 May 2016
Australian National University (ANU), Australian National University (ANU) - School of Finance and Applied Statistics, Health Dept Western Australia, Data Linkage and Australian National University (ANU)
Downloads 254 (119,576)
Citation 1

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homicide, recidivism, survival analysis, dangerous offenders, parole

2.

The Cogarch: A Review, with News on Option Pricing and Statistical Inference

Number of pages: 30 Posted: 19 Jan 2010
Technische Universität München (TUM), Australian National University (ANU) - School of Finance and Applied Statistics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 230 (132,095)
Citation 4

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Continuous-time GARCH model, Levy process, option pricing, stochastic volatility, statistics for stochastic processes, functional limit theorems

3.

Restorative Justice: An Observational Outcome Evaluation of the Australian Capital Territory (ACT) Program

Number of pages: 26 Posted: 08 Jul 2019 Last Revised: 10 Jul 2019
Australian National University (ANU), Australian Institute of Criminology, Australian National University (ANU) and Australian National University (ANU) - School of Finance and Applied Statistics
Downloads 25 (490,705)

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restorative justice, juvenile offenders, recidivism

4.

A Best Choice Among Asset Pricing Models? The Conditional Capital Asset Pricing Model in Australia

Accounting and Finance, Vol. 44, No. 2, pp. 139-162, July 2004
Number of pages: 24 Posted: 08 Jul 2004
Nick Durack, Robert B. B. Durand and Ross Maller
Goldman Sachs Australia Pty Ltd., Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Australian National University (ANU) - School of Finance and Applied Statistics
Downloads 24 (496,266)
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Asset pricing, Australia, conditional CAPM, APT

5.

A Multinomial Approximation for American Option Prices in Levy Process Models

Mathematical Finance, Vol. 16, No. 4, pp. 613-633, October 2006
Number of pages: 21 Posted: 31 Aug 2006
Australian National University (ANU) - School of Finance and Applied Statistics, University of Chicago and University of Hamburg - Faculty of Economics and Business Administration
Downloads 12 (566,654)
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6.

Bias and Consistency of the Maximum Sharpe Ratio

Journal of Risk, Vol. 7, No. 4, Summer 2005
Posted: 08 Nov 2005
Ross Maller, Robert B. B. Durand and Peter Lee
Australian National University (ANU) - School of Finance and Applied Statistics, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and affiliation not provided to SSRN

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Sharpe ratio, Markowitz optimization procedure, population value, Spiders and iShares