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1

Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes

Arshanapalli, Bala G, Switzer, Lorne N, Panju, Karim

Journal:

Journal of Asset Management

Year:

2007

Language:

english

File:

PDF, 216 KB

english, 2007

2

Asset Allocation Options for Wealth Accumulation

Arshanapalli, Bala, Nelson, William

Journal:

The Journal of Wealth Management

Year:

2012

Language:

english

File:

PDF, 525 KB

english, 2012

3

The value, size, and momentum spread during distressed economic periods

Bala Arshanapalli, Frank J. Fabozzi, William Nelson

Journal:

Finance Research Letters

Year:

2006

Language:

english

File:

PDF, 113 KB

english, 2006

4

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Regression Models with Categorical Variables

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 295 KB

english, 2014

5

Common stochastic trends in a system of Eurocurrency rates

Bala Arshanapalli, John Doukas

Journal:

Journal of Banking & Finance

Year:

1994

Language:

english

File:

PDF, 1.09 MB

english, 1994

6

Small Cap and Value Investing Offer both High Returns and a Hedge

Arshanapalli, Bala G, Nelson, William B

Journal:

The Journal of Wealth Management

Year:

2007

Language:

english

File:

PDF, 430 KB

english, 2007

7

Active versus Passive Strategies for EAFE and the S&P 500

Arshanapalli, Bala G, Switzer, Lorne N, Hung, Loretta T.S

Journal:

The Journal of Portfolio Management

Year:

2004

Language:

english

File:

PDF, 136 KB

english, 2004

8

International stock market linkages: Evidence from the pre- and post-October 1987 period

Bala Arshanapalli, John Doukas

Journal:

Journal of Banking & Finance

Year:

1993

Language:

english

File:

PDF, 1.00 MB

english, 1993

9

The Impact of the 2008 Financial Crisis on Withdrawals of Retirement Wealth

Arshanapalli, Bala, Nelson, William, Pollak, Micah

Journal:

The Journal of Wealth Management

Year:

2015

Language:

english

File:

PDF, 2.20 MB

english, 2015

10

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Appendix C: Inferential Statistics

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 310 KB

english, 2014

11

Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987

Bala Arshanapalli, John Doukas

Journal:

Journal of Futures Markets

Year:

1994

Language:

english

File:

PDF, 560 KB

english, 1994

12

Optimal hedging under output price uncertainty

Bala G. Arshanapalli, Omprakash K. Gupta

Journal:

European Journal of Operational Research

Year:

1996

Language:

english

File:

PDF, 916 KB

english, 1996

13

Pre and post-October 1987 stock market linkages between U.S. and Asian markets

Bala Arshanapalli, John Doukas, Larry H.P. Lang

Journal:

Pacific-Basin Finance Journal

Year:

1995

Language:

english

File:

PDF, 1011 KB

english, 1995

14

The linkages of S & P 500 stock index and S & P 500 stock index futures prices during October 1987

Bala Arshanapalli, John Doukas

Journal:

Journal of Economics and Business

Year:

1997

Language:

english

File:

PDF, 858 KB

english, 1997

15

EXPLAINING PREMIUMS AND DISCOUNTS ON CLOSED-END EQUALITY COUNTRY FUNDS

Bala Arshanapalli, Jongmo Jay Choi, E. Tyler Clagget Jr., John Doukas, Insup Lee

Journal:

Journal of Applied Corporate Finance

Year:

1996

Language:

english

File:

PDF, 143 KB

english, 1996

16

The role of jump dynamics in the risk–return relationship

Arshanapalli, Bala, Fabozzi, Frank J., Nelson, William

Journal:

International Review of Financial Analysis

Year:

2013

Language:

english

File:

PDF, 302 KB

english, 2013

17

The effects of macroeconomic announcements on equity returns and their connections to Fama–French factors

Arshanapalli, Bala, Nelson, William, Switzer, Lorne

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 142 KB

english, 2010

18

Interest rate risk management with futures for financial intermediaries

Doukas, John, Arshanapalli, Bala

Journal:

Applied Financial Economics

Year:

1992

Language:

english

File:

PDF, 434 KB

english, 1992

19

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Appendix D: Fundamentals of Matrix Algebra

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 244 KB

english, 2014

20

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Multiple Linear Regression

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 379 KB

english, 2014

21

Speed of Adjustment in U.S. Financial Markets

Coggin, T. Daniel, Arshanapalli, Bala G

Journal:

The Journal of Portfolio Management

Year:

2006

Language:

english

File:

PDF, 127 KB

english, 2006

22

Yes Virginia, Diversification Is Still a Free Lunch

Arshanapalli, Bala G, Nelson, William B

Journal:

The Journal of Wealth Management

Year:

2010

Language:

english

File:

PDF, 697 KB

english, 2010

23

Estimating the Demand for Risky Assets via the Indirect Expected Utility Function

ARDESHIR J. DALAL and BALA G. ARSHANAPALLI

Journal:

Journal of Risk and Uncertainty

Year:

1993

Language:

english

File:

PDF, 907 KB

english, 1993

24

Are Size, Value, and Momentum Related to Recession Risk?

Arshanapalli, Bala G, D'Ouville, Edmond L, Nelson, William B

Journal:

The Journal of Investing

Year:

2004

Language:

english

File:

PDF, 71 KB

english, 2004

25

Simulation-Based Spending Rules for Investment Funds

Arshanapalli, Bala G, D'Ouville, Edmond L, Nelson, William B

Journal:

The Journal of Wealth Management

Year:

2002

Language:

english

File:

PDF, 194 KB

english, 2002

26

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Autoregressive Moving Average Models

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 285 KB

english, 2014

27

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Building and Testing a Multiple Linear Regression Model

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 273 KB

english, 2014

28

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Autoregressive Heteroscedasticity Model and Its Variants

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 371 KB

english, 2014

29

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Introduction

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 208 KB

english, 2014

30

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Appendix A: Descriptive Statistics

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 302 KB

english, 2014

31

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Introduction to Time Series Analysis

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 255 KB

english, 2014

32

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Formulating and Implementing Investment Strategies Using Financial Econometrics

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 216 KB

english, 2014

33

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) ||

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 5.25 MB

english, 2014

34

Effects of expected cash and futures prices on hedging and production: Comments and extensions

Ardeshir J. Dalal, Bala G. Arshanapalli

Journal:

Journal of Futures Markets

Year:

1989

Language:

english

File:

PDF, 569 KB

english, 1989

35

Estimating the demand for risky assets via the indirect expected utility function

Ardeshir J. Dalal, Bala G. Arshanapalli

Journal:

Journal of Risk and Uncertainty

Year:

1993

Language:

english

File:

PDF, 634 KB

english, 1993

36

The intertemporal volatility structure of Euro CD rates

Bala Arshanapalli, John Doukas, Larry H. P. Lang

Journal:

European Financial Management

Year:

1995

Language:

english

File:

PDF, 763 KB

english, 1995

37

Common volatility in the industrial structure of global capital markets

Bala Arshanapalli, John Doukas, Larry H.P. Lang

Journal:

Journal of International Money and Finance

Year:

1997

Language:

english

File:

PDF, 1.08 MB

english, 1997

38

Macroeconomic news effects on conditional volatilities in the bond and stock markets

Arshanapalli, Bala, d’Ouville, Edmond, Fabozzi, Frank, Switzer, Lorne

Journal:

Applied Financial Economics

Year:

2006

Language:

english

File:

PDF, 132 KB

english, 2006

39

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Factor Analysis and Principal Components Analysis

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 310 KB

english, 2014

40

The January Effect and the Global Value-Growth Premium

Arshanapalli, Bala G, Coggin, T. Daniel, Nelson, William B

Journal:

The Journal of Investing

Year:

2002

Language:

english

File:

PDF, 176 KB

english, 2002

41

Is Fixed-Weight Asset Allocation Really Better?

Arshanapalli, Bala G, Coggin, T. Daniel, Nelson, William B

Journal:

The Journal of Portfolio Management

Year:

2001

Language:

english

File:

PDF, 83 KB

english, 2001

42

Multifactor Asset Pricing Analysis of International Value Investment Strategies

Arshanapalli, Bala G, Coggin, T. Daniel, Doukas, John

Journal:

The Journal of Portfolio Management

Year:

1998

Language:

english

File:

PDF, 1.09 MB

english, 1998

43

The Dimensions of International Equity Style

Arshanapalli, Bala G, Coggin, T. Daniel, Doukas, John, Shea, H. David

Journal:

The Journal of Investing

Year:

1998

Language:

english

File:

PDF, 1023 KB

english, 1998

44

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Appendix E: Model Selection Criterion: AIC and BIC

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 212 KB

english, 2014

45

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Simple Linear Regression

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 307 KB

english, 2014

46

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Quantile Regressions

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 241 KB

english, 2014

47

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Cointegration

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 284 KB

english, 2014

48

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Model Estimation

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 265 KB

english, 2014

49

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Model Selection

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 192 KB

english, 2014

50

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Robust Regressions

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 256 KB

english, 2014