Portfolio management for insurers and pension funds and COVID-19: targeting volatility for equity, balanced, and target-date funds with leverage constraints von Doan, Bao, Reeves, Jonathan J., Sherris, Michael

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Cryptocurrency systematic risk dynamics von Doan, Bao, Jayasuriya, Dulani, Lee, John B., Reeves, Jonathan J.

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CAPM, components of beta and the cross section of expected returns von Cenesizoglu, Tolga, Reeves, Jonathan J.

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An analysis on the predictability of CAPM beta for momentum returns von Cenesizoglu, Tolga, Papageorgiou, Nicolas, Reeves, Jonathan J., Wu, Haifeng

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Portfolio management with targeted constant market volatility von Doan, Bao, Papageorgiou, Nicolas, Reeves, Jonathan J., Sherris, Michael

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Constant versus Time-Varying Beta Models: Further Forecast Evaluation von Reeves, Jonathan J., Wu, Haifeng

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Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns von Cenesizoglu, Tolga, Liu, Qianqiu, Reeves, Jonathan J., Wu, Haifeng

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Betas and the myth of market neutrality von Papageorgiou, Nicolas, Reeves, Jonathan J., Xie, Xuan

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Targeting market neutrality von Lee, John B., Reeves, Jonathan J., Tjahja, Alice C., Xie, Xuan

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Beta forecasting at long horizons von Cenesizoglu, Tolga, de Oliveira Ferrazoli Ribeiro, Fabio, Reeves, Jonathan J.

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Forecasting stock return volatility at the quarterly frequency: an evaluation of time series approaches von Reeves, Jonathan J., Xie, Xuan

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Dynamic asset beta measurement von Chen, Brandon, Reeves, Jonathan J.

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Bootstrap prediction intervals for ARCH models von Reeves, Jonathan J.

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Quarterly beta forecasting: An evaluation von Hooper, Vincent J., Ng, Kevin, Reeves, Jonathan J.

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Estimation and Inference in ARCH Models in the Presence of Outliers von Reeves, Jonathan J, Gregory, Allan W

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Optimal modelling frequency for foreign exchange volatility forecasting von Hooper, Vincent J., Reeves, Jonathan J., Xie, Xuan

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FORECASTING VOLATILITY IN THE PRESENCE OF MODEL INSTABILITY von Maheu, John M., Reeves, Jonathan J., Xie, Xuan

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Beta measurement with high frequency returns von Doan, Bao, Lee, John B., Liu, Qianqiu, Reeves, Jonathan J.

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Shifts in beta and the TARP announcement von Phin, Andrew, Prono, Todd, Reeves, Jonathan J., Saxena, Konark

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Interpreting Value at Risk (VaR) forecasts von Gregory, Allan W., Reeves, Jonathan J.

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