Browse By Person: Bianchi, Robert

Group by: Date | Item Type

Number of items: 9.

2009

Bianchi, Robert, Drew, Michael, & Zhu, Ying (2009) Pairs trading profits in commodity futures markets. In Gray, P & Goyal, V (Eds.) Proceedings of the Asian Finance Association 2009 International Conference. University of Queensland, Australia, pp. 1-26.

1,431

Bianchi, Robert, Clements, Adam, & Drew, Michael (2008) HACking at Non-linearity: Evidence from Stocks and Bonds. In Robinson, T, Fletcher, A, & Christensen, M (Eds.) 16th Annual conference on Pacific Basin Finance Economics Accounting and Management 2008. Queensland University of Technology, Australia, pp. 1-39.

Bianchi, Robert, Drew, Michael, & Stanley, Alex (2008) The search for hedge fund alpha. JASSA, pp. 39-47.

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

1,999

Bianchi, Robert & Drew, Michael (2006) Hedge Funds: Attrition, Biases and the Survivor Premium. In Doukas, J (Ed.) European Financial Management Association 2006 Annual Meeting. EFMA and EFM Network, United States of America, pp. 1-16.

2,659

Bianchi, Robert, Veeraraghavan, Madhu, Drew, Michael, & 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). University of Melbourne, Australia, pp. 1-33.

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). www.iwif.org, N/A, pp. 1-22.

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

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