Robert J. Bianchi

Griffith University

170 Kessels Road

Nathan, Queensland QLD 4111

Australia

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 33,149

SSRN RANKINGS

Top 33,149

in Total Papers Downloads

1,414

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (12)

1.

Risk-Factor Diversification and Portfolio Selection

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 28 Aug 2012
Scott N. Pappas, Robert J. Bianchi, Michael E. Drew and Rakesh Gupta
Griffith University - Griffith Business School, Griffith University, Griffith University and Griffith University - Griffith Business School
Downloads 688 (38,121)

Abstract:

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2.

Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence

Number of pages: 85 Posted: 24 Jan 2019 Last Revised: 25 Jan 2020
Adam Zaremba, Robert J. Bianchi and Mateusz Mikutowski
Pozna? University of Economics and Business, Griffith University and Poznan University of Economics and Business
Downloads 248 (128,137)
Citation 1

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long-run reversal, commodity markets, early commodity prices, long-term historical returns, mean reversion, trading strategies

3.

Long-Term U.S. Infrastructure Returns and Portfolio Selection

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 31 Posted: 22 Aug 2011 Last Revised: 28 Oct 2011
Griffith University, Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 193 (162,936)
Citation 2

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Infrastructure, portfolio selection, asset pricing, mean variance, conditional-value-at-risk

4.

The (Un)Predictable Equity Risk Premium

Challenger Limited, Sydney, 2015
Number of pages: 44 Posted: 25 Nov 2015
Robert J. Bianchi, Michael E. Drew and Adam Walk
Griffith University, Griffith University and The University of Notre Dame Australia
Downloads 116 (248,034)

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Equity Risk Premium; Australia

5.

Kiwisaver and Retirement Adequacy

Australasian Accounting Business and Finance Journal, 6(4), pp. 61-78, 2012, FIRN Research Paper
Number of pages: 8 Posted: 12 Jul 2013
Kirsten MacDonald, Robert J. Bianchi and Michael E. Drew
Griffith University, Griffith University and Griffith University
Downloads 83 (309,609)

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KiwiSaver, retirement outcomes, contribution rates

6.

Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach

Number of pages: 32 Posted: 25 Oct 2018 Last Revised: 23 Feb 2019
Robert J. Bianchi, John Hua Fan and Neda Todorova
Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 49 (405,927)
Citation 1

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Quantile regression; Commodity markets; Financialization; Tail dependence; Contagion

7.

Momentum Spillover from Government Bonds to Equity Markets

Number of pages: 74 Posted: 27 Dec 2019
Adam Zaremba, Robert J. Bianchi and Huaigang Long
Pozna? University of Economics and Business, Griffith University and Zhejiang University
Downloads 30 (489,630)

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government bonds, equity indices, momentum spillover, international markets, asset pricing, equity anomalies, return predictability, the cross-section of stock returns

8.

Commodity Futures Momentum: Sources of Risk and Anomalies

Number of pages: 44 Posted: 23 Aug 2016 Last Revised: 19 Feb 2020
Robert J. Bianchi, Michael E. Drew and John Hua Fan
Griffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
Downloads 6 (638,138)

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Momentum, Commodity Futures, Anomaly, Limits to Arbitrage, Investor Sentiment

9.

Investable Commodity Premia in China

Number of pages: 53
Robert J. Bianchi, John Hua Fan and Tingxi Zhang
Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 1

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China, Commodity Futures, Momentum, Carry, Capacity, Investability

10.

The Diversification Delta: A Different Perspective

Posted: 22 May 2019
Yuri Salazar, Robert J. Bianchi, Michael E. Drew and Stefan Trück
University of Essex - Centre for Computational Finance and Economic Agents, Griffith University, Griffith University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies

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Portfolio Optimization, Diversification Measures, Risk Management

11.

Risk Factors in Australian Bond Returns

Accounting & Finance, Vol. 57, Issue 2, pp. 373-400, 2017
Number of pages: 28 Posted: 03 Jun 2017
Griffith University, Griffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
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Asset pricing, Bond pricing, Default and term beta, Liquidity risk

12.

Preserving Value Through Adaptation to Climate Change

Journal of Applied Corporate Finance, Vol. 25, Issue 3, pp. 76-85, 2013
Number of pages: 12 Posted: 23 Dec 2013
Jason West and Robert J. Bianchi
Griffith University and Griffith University
Downloads 0 (691,693)
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