Hossein Rad

University of Queensland Business School

St Lucia

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 8,580

SSRN RANKINGS

Top 8,580

in Total Papers Downloads

6,841

SSRN CITATIONS
Rank 36,315

SSRN RANKINGS

Top 36,315

in Total Papers Citations

8

CROSSREF CITATIONS

14

Scholarly Papers (7)

1.

The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods

Rad, Hossein, Low, Rand Kwong Yew and Faff, Robert W., The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods, Quantitative Finance, DOI: org/10.1080/14697688.2016.1164337
Number of pages: 35 Posted: 05 Jun 2015 Last Revised: 19 May 2016
University of Queensland Business School, University of Queensland and Bond University
Downloads 4,505 (2,478)
Citation 11

Abstract:

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pairs trading, copula, cointegration, quantitative strategies, statistical arbitrage

2.

Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach

Number of pages: 15 Posted: 05 Jun 2015
Maastricht University - Department of Finance, University of Tehran, University of Queensland Business School and University of Tehran
Downloads 799 (38,416)

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Pairs Trading, Fractional Cointegration, Fractional Vector Error Correction Model, Mean Reversion

3.

Does Sophistication of the Weighting Scheme Enhance the Performance of Long-Short Commodity Portfolios?

Journal of Empirical Finance, Vol. 58, 2020
Number of pages: 43 Posted: 04 Jun 2017 Last Revised: 16 Sep 2020
University of Queensland Business School, University of Queensland, Audencia Business School and Bond University
Downloads 650 (50,660)
Citation 1

Abstract:

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long-short portfolios, equal weights, optimized weights, risk-timing weights

4.

Double-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementation

Number of pages: 56 Posted: 05 Jun 2015
Hossein Rad
University of Queensland Business School
Downloads 351 (106,752)

Abstract:

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commodity futures, trading strategy, momentum, term-structure

5.

The Commodity Risk Premium and Neural Networks

Number of pages: 55 Posted: 01 Apr 2021 Last Revised: 08 Jun 2021
University of Queensland Business School, University of Queensland, Audencia Business School and Bond University
Downloads 295 (128,938)

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commodity futures, risk premium, macroeconomic variables, financial variables, neural network, deep neural learning, recurrent neural network

6.

Motivating Postgrad Research Students to Pitch Their Ideas: What Have We Learned from 'Pitching Research' Competitions at UQ?

Number of pages: 38 Posted: 21 Jan 2017 Last Revised: 21 Feb 2017
Bond University, Independent, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Faculty of Engineering, Physical Science and Architecture, School of Architecture, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, Business School, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland Business School, University of Queensland, Business School, Students, University of Queensland, Business School, Students, Australian National University (ANU), University of Queensland, Students, University of Queensland, Business School, Students and University of Queensland
Downloads 178 (209,376)
Citation 14

Abstract:

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pitching research; new research ideas; pitching competition; template; research proposal; novice researcher; research mentor; Pitch Doctor

7.

The strategic allocation to style-integrated portfolios of commodity futures

Number of pages: 42 Posted: 08 Jul 2021
University of Queensland Business School, University of Queensland, Audencia Business School and Bond University
Downloads 63 (426,052)

Abstract:

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Commodity futures, Style integration, Strategic asset allocation, Diversification