R. Haugen

Economics and Econometrics · with Baker · 2012

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom R. Haugen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. B. Scherer

Papers from R. Haugen's perspective

Ordered by how strongly the researchers R. Haugen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A note on the returns from minimum variance investing
  2. The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
  3. Is Value Riskier than Growth
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. Does Idiosyncratic Risk Really Matter
  6. MODELING AND FORECASTING REALIZED VOLATILITY
  7. Range-Based Estimation of Stochastic Volatility Models
  8. The Investor Fear Gauge
  9. Post-'87 crash fears in the S&P 500 futures option market
  10. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Their papers