Malick O. Sy

RMIT University - School of Economics, Finance and Marketing

Professor

445 Swanson Street Building 80 level 8 Room 58

Melbourne, Victoria 3000

Australia

http://www.rmit.edu.au

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

  • RMIT University - School of Economics, Finance and Marketing

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SCHOLARLY PAPERS

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Scholarly Papers (4)

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1.

Momentum Strategies for Equity versus Derivatives: Application to Asia Portfolio Management

Number of pages: 39 Posted: 31 Jan 2008 Last Revised: 24 May 2009
Tony Naughton (Deceased), Malick O. Sy and Vikash Ramiah
RMIT University - School of Economics, Finance and Marketing, RMIT University - School of Economics, Finance and Marketing and RMIT University - School of Economics, Finance and Marketing
Downloads 723 (41,777)

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Momentum investing, Asian countries, correlation, profit maximization, diversification

2.

Shale Revolution and Shifting Crude Dynamics

Number of pages: 56 Posted: 26 Jun 2017
Malick O. Sy and Liuren Wu
RMIT University - School of Economics, Finance and Marketing and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 270 (135,215)
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crude futures; crude futures options; stock index options; supply shocks; demand shocks; crude production; shale revolution; optimal fuel cost hedging policy

3.

Dynamic Optimality of Airline Fuel Cost Hedging

Baruch College Zicklin School of Business Research Paper No. 2019-11-01
Number of pages: 71 Posted: 27 Nov 2019 Last Revised: 16 Dec 2019
Xiaolu Hu, Malick O. Sy and Liuren Wu
RMIT University - School of Economics, Finance and Marketing, RMIT University - School of Economics, Finance and Marketing and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 101 (310,838)

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hedging dynamic optimality; crude futures; supply shocks; demand shocks; airline industry; optimal fuel cost hedging

4.

A Factor Model of Company Relative Valuation

Number of pages: 63 Posted: 19 Feb 2021
Xiaolu Hu, Malick O. Sy and Liuren Wu
RMIT University - School of Economics, Finance and Marketing, RMIT University - School of Economics, Finance and Marketing and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 95 (323,359)

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Company valuation; factor model; valuation factors; relative value ratio; market pricing of valuation factors; value investing; factor returns; market timing of financing decisions