Bruce G. Resnick

Wake Forest University - Schools of Business

Joseph M. Bryan Jr. Professor of Banking and Finance

P.O. Box 7659

Winston-Salem, NC 27109-7659

United States

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

Market Timing of International Stock Markets Using the Yield Spread

EFMA 2002 London Meetings
Number of pages: 36 Posted: 20 Jun 2002
Bruce G. Resnick, Gary Shoesmith and Wendy Liu
Wake Forest University - Schools of Business, Wake Forest University - School of Business and University of Kentucky
Downloads 1,329 (13,365)

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Market Timing of International Stock Markets Using the Yield Spread

Journal of Financial Research, Forthcoming
Posted: 23 Jan 2004
Bruce G. Resnick, Wendy Liu and Gary Shoesmith
Wake Forest University - Schools of Business, University of Kentucky and Wake Forest University - School of Business

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2.

Empirical Insights on Indexing: How Capitalization, Stratification and Weighting Can Affect Tracking Error

Journalof Portfolio Management, Vol. 25, No. 1, p. 51, 1998
Number of pages: 10 Posted: 11 Sep 2011
Glen A. Larsen and Bruce G. Resnick
Indiana University - Kelley School of Business - Department of Finance and Wake Forest University - Schools of Business
Downloads 366 (78,765)

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indexing, tracking error, rebalancing

3.

Information Transmission in the World Money Markets

European Financial Management, Vol. 17, No. 1, pp. 183-200, 2010
Number of pages: 18 Posted: 01 Jan 2011
Bruce G. Resnick and Gary Shoesmith
Wake Forest University - Schools of Business and Wake Forest University - School of Business
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Eurocurrency, money market, information transmission, cointegration, error correction

4.

An Optimization Strategy for Enhancing the Performance of Fund of Funds Portfolios

Midwest Finance Association 2012 Annual Meetings Paper, https://doi.org/10.3905/jpm.2012.38.2.147
Posted: 21 May 2019
Glen A. Larsen and Bruce G. Resnick
Indiana University - Kelley School of Business - Department of Finance and Wake Forest University - Schools of Business

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portfolio diversification, fund of funds, performance enhancement, parameter uncertainty

5.

Return Enhancement Trading Strategies for Size Based Portfolios

Financial Markets and Portfolio Management, Vol. 22, No. 1, pp. 21-45, 2008
Posted: 02 Apr 2008
Glen A. Larsen and Bruce G. Resnick
Indiana University - Kelley School of Business - Department of Finance and Wake Forest University - Schools of Business

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Enhanced returns, Trading strategies, Term structure, Business cycles, Forecasting, Portfolio choice

6.

The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty

European Financial Management, Vol. 6, No. 4, December 2000
Posted: 18 Jun 2000
Bruce G. Resnick and Glen A. Larsen
Wake Forest University - Schools of Business and Indiana University - Kelley School of Business - Department of Finance

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International Portfolio Diversification, Exchange Rate Uncertainty, Hedging, Parameter Uncertainty