Robert J. Bianchi

Griffith University

170 Kessels Road

Nathan, Queensland QLD 4111

Australia

Griffith University

170 Kessels Road

Nathan, Queensland QLD 4111

Australia

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 27,064

SSRN RANKINGS

Top 27,064

in Total Papers Downloads

2,375

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (14)

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, Robert J. Bianchi, Michael E. Drew and Rakesh Gupta
Griffith University - Griffith Business School, Griffith UniversityGriffith University, Griffith University and Griffith University - Griffith Business School
Downloads 704 (46,881)

Abstract:

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2.

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

Number of pages: 59 Posted: 24 Jan 2019 Last Revised: 26 Jun 2020
Adam Zaremba, Robert J. Bianchi, Robert J. Bianchi and Mateusz Mikutowski
Montpellier Business School, Griffith UniversityGriffith University and Poznan University of Economics and Business
Downloads 448 (82,806)
Citation 2

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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: 29 Nov 2021
Michael Francis Howard, Robert J. Bianchi, Robert J. Bianchi, Graham N. Bornholt and Michael E. Drew
Griffith University, Griffith UniversityGriffith University, Griffith University and Griffith University
Downloads 210 (185,032)
Citation 1

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

4.

Investable Commodity Premia in China

Journal of Banking and Finance, Forthcoming
Number of pages: 58 Posted: 25 Feb 2020 Last Revised: 27 Mar 2021
Robert J. Bianchi, Robert J. Bianchi, John Hua Fan and Tingxi Zhang
Griffith UniversityGriffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 179 (214,682)
Citation 1

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

5.

Yield Curve Shifts and the Cross-Section of Global Equity Returns

Number of pages: 51 Posted: 27 Feb 2021 Last Revised: 11 Nov 2021
Adam Zaremba, Nusret Cakici, Robert J. Bianchi, Robert J. Bianchi and Huaigang Long
Montpellier Business School, Fordham university, Griffith UniversityGriffith University and Zhejiang University
Downloads 167 (226,623)

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yield curve, government bonds, country equity indexes, interest rates, international markets, asset pricing, return predictability, the cross-section of stock returns

6.

Exploiting the Dynamics of Commodity Futures Curves

Number of pages: 40 Posted: 12 Feb 2021 Last Revised: 27 Apr 2021
Robert J. Bianchi, Robert J. Bianchi, John Hua Fan, Joëlle Miffre and Tingxi Zhang
Griffith UniversityGriffith University, Griffith University - Department of Accounting, Finance and Economics, Audencia Business School and Griffith University - Department of Accounting, Finance and Economics
Downloads 161 (233,722)

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Commodity futures, Nelson-Siegel model, Spread, Butterfly

7.

The (Un)Predictable Equity Risk Premium

Challenger Limited, Sydney, 2015
Number of pages: 44 Posted: 25 Nov 2015
Robert J. Bianchi, Robert J. Bianchi, Michael E. Drew and Adam Walk
Griffith UniversityGriffith University, Griffith University and The University of Notre Dame Australia
Downloads 158 (237,518)

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Equity Risk Premium; Australia

8.

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, Robert J. Bianchi and Michael E. Drew
Griffith University, Griffith UniversityGriffith University and Griffith University
Downloads 115 (303,256)

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KiwiSaver, retirement outcomes, contribution rates

9.

False Discoveries in the Anomaly Research: New Insights from the Stock Exchange of Melbourne (1927-1987)

Number of pages: 47 Posted: 10 Mar 2021 Last Revised: 21 Apr 2021
Nusret Cakici, Adam Zaremba, Robert J. Bianchi, Robert J. Bianchi and Nga Pham
Fordham university, Montpellier Business School, Griffith UniversityGriffith University and Monash University
Downloads 87 (364,232)

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equity anomalies, replication, factor investing, financial history, Australia, Melbourne Stock Exchange, asset pricing, return predictability, cross-section of returns, false discoveries, p-hacking, data mining

10.

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, Robert J. Bianchi, John Hua Fan and Neda Todorova
Griffith UniversityGriffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 80 (383,055)
Citation 2

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

11.

Commodity Futures Momentum: Sources of Risk and Anomalies

Number of pages: 44 Posted: 23 Aug 2016 Last Revised: 19 Feb 2020
Robert J. Bianchi, Robert J. Bianchi, Michael E. Drew and John Hua Fan
Griffith UniversityGriffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
Downloads 66 (425,863)

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

12.

The Diversification Delta: A Different Perspective

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

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Portfolio Optimization, Diversification Measures, Risk Management

13.

Risk Factors in Australian Bond Returns

Accounting & Finance, Vol. 57, Issue 2, pp. 373-400, 2017
Number of pages: 28 Posted: 03 Jun 2017
Robert J. Bianchi, Robert J. Bianchi, Michael E. Drew, Eduardo Roca and Timothy Whittaker
Griffith UniversityGriffith 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

14.

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, Robert J. Bianchi and Robert J. Bianchi
Griffith University and Griffith UniversityGriffith University
Downloads 0 (818,422)
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