Patrick Burns

Burns Statistics

4-b Jodrell Road

London E3 2LA

United Kingdom

http://www.burns-stat.com

SCHOLARLY PAPERS

10

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3,288

SSRN CITATIONS
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Top 48,936

in Total Papers Citations

0

CROSSREF CITATIONS

11

Scholarly Papers (10)

1.

Random Portfolios for Evaluating Trading Strategies

Number of pages: 16 Posted: 08 Feb 2006
Patrick Burns
Burns Statistics
Downloads 1,033 (22,375)
Citation 5

Abstract:

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investment skill, MACD, performance measurement

2.

The Quality of Value at Risk Via Univariate GARCH

Number of pages: 19 Posted: 05 Oct 2003
Patrick Burns
Burns Statistics
Downloads 671 (40,962)
Citation 3

Abstract:

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3.

Robustness of the Ljung-Box Test and its Rank Equivalent

Number of pages: 17 Posted: 20 Oct 2003
Patrick Burns
Burns Statistics
Downloads 389 (81,044)
Citation 9

Abstract:

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4.

Performance Measurement Via Random Portfolios

Number of pages: 23 Posted: 11 Dec 2004
Patrick Burns
Burns Statistics
Downloads 300 (108,613)
Citation 6

Abstract:

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5.

Permuting Super Bowl Theory

Number of pages: 9 Posted: 13 Jan 2004
Patrick Burns
Burns Statistics
Downloads 225 (145,827)

Abstract:

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6.

Portfolio Sharpening

Number of pages: 11 Posted: 05 Oct 2003
Patrick Burns
Burns Statistics
Downloads 211 (154,976)

Abstract:

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7.

On Using Statistical Factor Models in Optimizing Long-Only Portfolios

Number of pages: 10 Posted: 25 Sep 2003
Patrick Burns
Burns Statistics
Downloads 189 (171,608)
Citation 1

Abstract:

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8.

Sharper Fund Management

Number of pages: 7 Posted: 19 Nov 2003
Patrick Burns
Burns Statistics
Downloads 153 (206,146)

Abstract:

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9.

Does My Beta Look Big in this?

Number of pages: 9 Posted: 27 Sep 2003
Patrick Burns
Burns Statistics
Downloads 117 (254,133)
Citation 1

Abstract:

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10.

Correlations and Volatilities of Asynchronous Data

UCSD Economics Discussion Paper 97-30
Posted: 04 Mar 1998
Patrick Burns, Robert F. Engle and Joseph Mezrich
Burns Statistics, New York University - Leonard N. Stern School of Business - Department of Economics and Salomon Smith Barney, Inc., U.S.

Abstract:

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