Bruce G. Resnick

Wake Forest University - School of Business

Professor Emeritus of Finance

P.O. Box 7659

Winston-Salem, NC 27109

United States

SCHOLARLY PAPERS

6

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SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (6)

Market Timing of International Stock Markets Using the Yield Spread

Number of pages: 36 Posted: 20 Jun 2002
Bruce G. Resnick, Gary Shoesmith and Wendy Liu
Wake Forest University - School of Business, Wake Forest University - School of Business and University of Kentucky
Downloads 1,376 (15,811)

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Market Timing of International Stock Markets Using the Yield Spread

Posted: 23 Jan 2004
Bruce G. Resnick, Wendy Liu and Gary Shoesmith
Wake Forest University - School 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 - School of Business
Downloads 430 (79,018)
Citation 2

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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 - School of Business and Wake Forest University - School of Business
Downloads 2 (734,027)
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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 - School 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 - School 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

Posted: 18 Jun 2000
Bruce G. Resnick and Glen A. Larsen
Wake Forest University - School 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