Portfolio optimization with behavioural preferences and investor memory von Harris, Richard D. F., Mazibas, Murat

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Bitcoin replication using machine learning von Harris, Richard D.F., Mazibas, Murat, Rambaccussing, Dooruj

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Ambiguity aversion and stock market participation: An empirical analysis von Antoniou, Constantinos, Harris, Richard D.F., Zhang, Ruogu

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A momentum trading strategy based on the low frequency component of the exchange rate von Harris, Richard D.F., Yilmaz, Fatih

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Systematic extreme downside risk von Harris, Richard D.F., Nguyen, Linh H., Stoja, Evarist

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Long memory conditional volatility and asset allocation von Harris, Richard D.F., Nguyen, Anh

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A cyclical model of exchange rate volatility von Harris, Richard D.F., Stoja, Evarist, Yilmaz, Fatih

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The intrinsic value of gold: An exchange rate-free price index von Harris, Richard D.F., Shen, Jian

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A component Markov regime‐switching autoregressive conditional range model von Harris, Richard D. F., Mazibas, Murat

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Revisiting the expectations hypothesis of the term structure of interest rates von Bulkley, George, Harris, Richard D.F., Nawosah, Vivekanand

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Hedging and value at risk: A semi-parametric approach von Cao, Zhiguang, Harris, Richard D.F., Shen, Jian

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Extreme downside risk and market turbulence von Harris, Richard D. F., Nguyen, Linh H., Stoja, Evarist

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The Limits to Minimum-Variance Hedging von Harris, Richard D. F., Shen, Jian, Stoja, Evarist

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Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? von Bulkley, George, Harris, Richard D.F., Nawosah, Vivekanand

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Dynamic hedge fund portfolio construction: A semi-parametric approach von Harris, Richard D.F., Mazibas, Murat

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Hedging and value at risk von Harris, Richard D. F., Shen, Jian

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Estimation of the conditional variance–covariance matrix of returns using the intraday range von Harris, Richard D.F., Yilmaz, Fatih

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Return and Volatility Spillovers Between Large and Small Stocks in the UK von Harris, Richard D. F., Pisedtasalasai, Anirut

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Maximally predictable currency portfolios von Harris, Richard D.F., Shen, Jian, Yilmaz, Fatih

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Financial market Volatility, macroeconomic fundamentals and investor Sentiment von (Jeremy) Chiu, Ching-wai, Harris, Richard D.F., Stoja, Evarist, Chin, Michael

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