Browse By Person: Bianchi, Robert

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Number of items: 9.

Journal Article

Bianchi, Robert J., Drew, Michael E., & Stanley, Alex (2008) The search for hedge fund alpha. JASSA The Finsia Journal of Applied Finance, pp. 39-47.

Bianchi, Robert J., Drew, Michael E., & Polichronis, John (2005) A test of momentum trading strategies in foreign exchange markets: Evidence from the G7. Global Business and Economics Review, 7(2-3), pp. 155-179.
Number of citations in Scopus 2

Conference Paper

Bianchi, Robert, Drew, Michael, & Zhu, Roger (2009) Pairs trading profits in commodity futures markets. In Proceedings of Asian Finance Association 2009 International Conference, University of Queensland, Hilton Brisbane, Brisbane, Queensland, pp. 1-26.
Number of full-text downloads 687

Bianchi, Robert, Clements, Adam, & Drew, Michael (2008) HACking at non-linearity : evidence from stocks and bonds. In Robinson, T, Christensen, M, & Fletcher, A (Eds.) 16th Annual conference on Pacific Basin Finance Economics Accounting and Management 2008, 2-4 July 2008, Australia, Queensland, Brisbane.

Bianchi, Robert & Drew, Michael (2006) Hedge Funds: Attrition, Biases and the Survivor Premium. In Doukas, J (Ed.) European Financial Management Association 2006 Annual Meeting, 28 June - 1 July 2006, Spain, Madrid.
Number of full-text downloads 660

Bianchi, Robert, Drew, Michael, Veeraraghavan, Madhu, & Whelan, Peter (2005) An Analysis Of Hedge Fund Styles using the Gap Statistic. In Dixon, R, Freebairn, J, & Griffiths, B (Eds.) Proceedings of the Australian Conference of Economists 2005 (ACE O5), 26 September - 28 September 2005, Australia, Victoria, Melbourne.

Bianchi, Robert, Drew, Michael, & Polichronis, John (2004) A Test of Momentum Trading Strategies in Foreign Exchange Markets: Evidence from the G7. In Pan, Heping, Sornette, Didier, & Kortanek, Kenneth (Eds.) First International Workshop on Intelligent Finance (IWIF 1), 13-14 December 2004, Crown Promenade Hotel, Melbourne, Australia.

QUT Thesis

Bianchi, Robert John (2007) Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk. PhD thesis, Queensland University of Technology.
Number of full-text downloads 1,565

Bianchi, Robert John (2003) Hedge funds : data biases and style. Masters by Research thesis, Queensland University of Technology.

This list was generated on Sun May 28 07:01:25 2017 AEST.