Bob Korkie

University of Alberta

Professor Emeritus

Edmonton, Alberta

Canada

http://www.bus.ualberta.ca/bkorkie/

SCHOLARLY PAPERS

3

DOWNLOADS

264

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (3)

1.

Investment Horizon Risk and Volatility Metrics

Number of pages: 18 Posted: 12 Aug 2016
Bob Korkie
University of Alberta
Downloads 144 (203,794)

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horizon risk, variance ratio

Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals

Journal of Banking and Finance, Forthcoming
Number of pages: 30 Posted: 06 Apr 2009 Last Revised: 28 Apr 2009
Ranjini Jha, Bob Korkie and Harry J. Turtle
University of Waterloo - School of Accounting and Finance, University of Alberta and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 87 (294,907)

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Conditional performance measurement, Conditional mean-variance analysis, Conditional Jensen's alpha

Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals

Posted: 05 May 2006 Last Revised: 25 Nov 2013
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

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Conditional Performance Measurement, Conditional Jensen's Alpha, Conditional Sharpe Ratio, Conditional Appraisal Ratio, and Conditional Mean-Variance Analysis

Variance Spillover and Skewness in Financial Asset Returns

The Financial Review, Vol. 41, No. 1, pp. 139-156, February 2006
Number of pages: 18 Posted: 20 Nov 2006
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance
Downloads 33 (468,690)
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Variance Spillover and Skewness in Financial Asset Returns

Posted: 10 Aug 2005
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

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Financial asset returns, conditional moments, skewness persistence, variance persistence, variance spillover

Variance Spillover and Skewness in Financial Asset Returns

Financial Review, Vol. 41, No. 1, February 2006
Posted: 10 Nov 2005
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

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Financial asset returns, conditional moments, skewness persistence, variance persistence, variance spillover