| The profitability of pairs trading strategies: distance, cointegration and copula methods H Rad, RKY Low, R Faff Quantitative Finance 16 (10), 1541-1558, 2016 | 222 | 2016 |
| Pairs trading and market efficiency using an adaptive market hypothesis framework: A pitch H Rad Accounting and Management Information Systems 15 (1), 178-185, 2016 | 23 | 2016 |
| Analytically determining bond shear strength of fully grouted rock bolt based on pullout test results MH Aghchai, P Maarefvand, HS Rad Periodica Polytechnica Civil Engineering 64 (1), 212-222, 2020 | 15 | 2020 |
| Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? H Rad, RKY Low, J Miffre, R Faff Journal of Empirical Finance 58, 164-180, 2020 | 13 | 2020 |
| Motivating postgrad research students to pitch their ideas: What have we learned from'pitching research'competitions at UQ? RW Faff, N Babakhani, R Carrick, A Chen, K Dallest, L Daunt, M Escobar, ... | 13 | 2017 |
| The commodity risk premium and neural networks H Rad, RKY Low, J Miffre, R Faff Journal of Empirical Finance 74, 101433, 2023 | 9 | 2023 |
| Motivating Postgrad Research Students to Pitch Their Ideas: What Have We Learned from RW Faff, R Carrick, A Chen, K Dallest, M Escobar, G Foley, C Gill, ... Pitching Research” Competitions at UQ, 2017 | 9 | 2017 |
| The strategic allocation to style-integrated portfolios of commodity futures H Rad, RKY Low, J Miffre, R Faff Journal of Commodity Markets 28, 100259, 2022 | 4 | 2022 |
| Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach E Ramezanifar, S Mohammadi, H Rad, S Beyty Available at SSRN 2614240, 2015 | 2 | 2015 |
| The commodity risk premium and neural networks J Miffre, H Rad, RKY Low, R Faff HAL Post-Print, 2023 | | 2023 |
| Commodity risk premia in modern portfolio management H Rad | | 2021 |
| Double-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementation H Rad Available at SSRN 2614241, 2012 | | 2012 |
Robert FaffProfessor of Finance, The University of QueenslandVerified email at business.uq.edu.au
