Browse By Person: Anderson, John
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Number of items: 6.
Anderson, John A. (2003) Optimal f and Portfolio Return Optimisation in US Futures Markets: Discussion Paper No. 133. [Working Paper]
Anderson, John A. (2003) A Test of Weak-Form Market Efficiency in Australian Bank Bill Futures Calendar Spreads. [Working Paper]
Anderson, John & Faff, Robert (2004) Does Undercapitalisation Help Explain Why Futures Speculators Lose Money? Studies in Economics and Econometrics, 28(1), pp. 45-55.
Anderson, John & Faff, Robert (2004) Maximising Futures Returns Using Fixed Fraction Asset Allocation. Applied Financial Economics, 14(15), pp. 1067-1073.
Anderson, John (2004) Point and Figure Charting: Computational Issues and Multi-box Reversal Probabilities. In Computational Finance & Its Applications. WITpress, Southhampton, United Kingdom, pp. 277-288.
Anderson, John & Faff, Robert (2005) Profitability Of Trading Rules In Futures Markets. Accounting Research Journal, 18(5), pp. 83-92.