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Financial Competence and Expectations Formation: Evidence from Australia, (with H. Bateman, C. Eckert, J. Louviere, and S. Thorp), Economic Record, Vol. 88, No. 280, pp. 39-63, March 2012.
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Unsmoothing Real Estate Returns: A Regime-Switching Approach, (with C. Lizieri and W. Wongwachara) forthcoming in Real Estate Economics. 40(4).
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Large deviations theorems for optimal investment problems with large portfolios, (with B. Chu and J. Knight), European Journal of Operations Research, Vol. 211, No. 3, pp. 533-555, June 2011.
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Some New Results for Threshold AR(1) Models, (with J. Knight), in the Journal of Time Series Econometrics. Vol. 3, No. 2, Article 1. DOI: 10.2202/1941-1928.1085.
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Stability Conditions for Heteroscedastic Factor Models with Conditionally Autoregressive Betas, (with G. Christodoulakis), in the Journal of Time Series Analysis, DOI: 10.1111/j.1467-9892.2010.00706.x, Article first published online: 10 January, 2011.
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Social Welfare Issues of Financial Literacy and Their Implications for Regulation, (with O. Williams), in Journal of Regulatory Economics, Online first: 21 April, 2011.
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Uncertain Survival and Time Discounting: Intertemporal Consumption Plans for Family Trusts, (with S. Thorp), in Journal of Population Economics, 24, pp. 239-266, 2011.
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Hedge Fund Replication, (with J. Grummit), in Journal of Derivatives and Hedge Funds, pp. 1-18, 2011.
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Managing the Risk of Hedge Fund Outflows, (with B. Scherer), in Journal of. Alternative Investments, Fall, Vol. 14, No. 2, pp. 18-23, 2011.
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Asset Allocation and a Time-varying Risk Target, (with R.Chen and J.Luo), in QASS, Vol. 4, No. 2, pp.1-28.
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An Experimental Survey of Investment Decisions for Retirement Savings, (with H. Bateman, J. Louviere, S. Thorp, and T. Islam), in Journal of Consumer Affairs, Vol. 44, No. 3, pp.463-482.
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The Dangers of Double-Marking, (with J. Pratt), in Higher Education Review, Vol. 42, No. 2, Spring 2010.
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Understanding Analysts’ Forecasts, (with R. J. Louth, P. Joos, and G. Weyns), in European Journal of Finance, 16(1-2), pp. 97-118, 2010.
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Forecasting Risk and Return from Ordered Information (Lessons from the Recent Financial Crisis), (with S. M. Wright), in Economic and Financial Modeling, pp. 3-37, spring, 2010.
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Optimal Investment and Asymmetric Risk: A Large Deviations Approach, (with John Knight and Stephen E. Satchell), Optimization: A Journal of Mathematical Programming and Operations Research, Vol. 59, No. 1, pp.3–27, January 2010.
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Fairness in Trading-a Microeconomic Interpretation, (with B. Scherer), in Journal of Trading, pp. 1-8, winter 2009.
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On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options, (with T.Darsinos), in QASS, Vol. 3, No. 2, pp. 69-114, 2009.
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Implementing risk appetite in the management of currency portfolios, (with Jinhui Luo and Philip Saks), in Journal of Asset Management, Vol. 9, No. 6, pp. 380-397, 2009.
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The Link between Macroeconomic Factors and Style Returns, (with Qi Jessica Zhang, Peter Hopkins, and Robert Schwob), in Journal of Asset Management, Vol. 10, No. 5, pp. 338-355, 2009.
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Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality, (with J. Knight), in Journal of Economics and Finance, Vol. 32, No.1, pp. 35-46, 2008.
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Endogenous Cross Correlation, (with J.H.S. Yang), DAE Working Paper 0219, Macro-economic Dynamics, Vol. 11, No. 1, pp. 124-153, 2007.
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The Underlying Return Generating Factors for REIT Returns: An Application of Independent Component Analysis, (with C.M.Lizieri and Q.Zhang), in Journal of Real Estate Economics, 35(4), pp. 567-596, 2007.
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Skew Brownian Motion and Pricing European Options, (with R.Corns), in European Journal of Finance, 13(6), pp. 523-544, 2007.
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Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines, (with A. Sancetta), in Applied Mathematical Finance, Vol. 14, No. 3, pp. 227-242, 2007.