28 Publications (Page 1 of 2)
2020
The Profitability of Technical Analysis during Financial BubblesArshanapalli, Bala⋅Arshanapalli, Bala⋅Lutey, Matthew⋅Lutey, Matthew⋅Nelson, William⋅Nelson, William⋅Pollak, Micah and Pollak, MicahJournal of Portfolio Management, vol. 47, (no. 1), Nov 2020.
| Journal Article
2013
The role of jump dynamics in the risk-return relationshipArshanapalli, Bala G⋅Fabozzi, Frank J and Nelson, William BInternational Review of Financial Analysis, vol. 29, Sep 2013.
| Journal Article
2012
Asset Allocation Options for Wealth AccumulationArshanapalli, Bala⋅Arshanapalli, Bala G⋅Nelson, William and Nelson, WilliamThe Journal of Wealth Management, vol. 14, (no. 4), pp. 22-27,6, Spring 2012.
| Journal Article
2010
Yes Virginia, Diversification Is Still a Free LunchArshanapalli, Bala G and Nelson, William BThe Journal of Wealth Management, vol. 13, (no. 2), pp. 34-40,6, Fall 2010.
| Journal Article
2007
Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexesArshanapalli, Bala⋅Switzer, Lorne and Panju, KarimJournal of Asset Management, vol. 8, (no. 1), pp. 23, 2007-05-00.
| Journal Article
Small Cap and Value Investing Offer both High Returns and a HedgeArshanapalli, Bala G and Nelson, William BThe Journal of Wealth Management, vol. 9, (no. 4), pp. 44-50,6, Spring 2007.
| Journal Article
2006
Speed of Adjustment in U.S. Financial MarketsCoggin, T. Daniel and Arshanapalli, Bala GThe Journal of Portfolio Management, vol. 32, (no. 2), pp. 69, 2006-01-31.
| Journal Article
2004
Active versus Passive Strategies for EAFE and the S&P 500Arshanapalli, Bala G⋅Switzer, Lorne N and Hung, Loretta T.SThe Journal of Portfolio Management, vol. 30, (no. 4), pp. 60, 2004-07-31.
| Journal Article
A New Endowment Distribution Plan: How to Insure Current Spending While Growing the Fund CorpusArshanapalli, Bala G⋅D'Ouville, Edmond and Nelson, William BThe Journal of Wealth Management, vol. 6, (no. 4), pp. 24-28, Spring 2004.
| Journal Article
Memory in world stock pricesArshanapalli, Bala⋅Belcher, Larry⋅Ma, Christopher and Mallett, JamesInternational Journal of Business, vol. 9, (no. 1), pp. 1, 20040101.
| Journal Article
2002
Simulation-Based Spending Rules for Investment FundsArshanapalli, Bala⋅d'Ouville, Edmond and Nelson, WilliamJournal of Wealth Management, vol. 5, (no. 3), pp. 26, 2002-10-31.
| Journal Article
2001
Interrelationship between Indian and US Stock MarketsArshanapalli, Bala and Kulkarni, MukundJournal of Management Research, vol. 1, (no. 3), pp. 141-148, May-Aug 2001.
| Journal Article
Is fixed-weight asset allocation really better?Arshanapalli, Bala⋅Arshanapalli, Bala⋅Coggin, T⋅Coggin, T.⋅Nelson, William and Nelson, WilliamJournal of Portfolio Management, vol. 27, (no. 3), pp. 27-38, Spring 2001.
| Journal Article
1998
Multifactor asset pricing analysis of international value investment strategiesArshanapalli, Bala⋅Coggin, T and Doukas, JohnJournal of Portfolio Management, vol. 24, (no. 4), pp. 10-23, Summer 1998.
| Journal Article
The Dimensions of International Equity StyleArshanapalli, Bala G⋅Coggin, T. Daniel⋅Doukas, John and Shea, H. DavidThe Journal of Investing, vol. 7, (no. 1), pp. 30, 1998-02-28.
| Journal Article
The linkages of the S&P 500 stock index futures prices during October 1987Arshanapalli, Bala G and Doukas, John AJournal of Economics and Business, vol. 49, (no. 3), pp. 253-266, May/Jun 1997.
| Journal Article
Volatility persistence in the S&P 500 futures indexArshanapalli, Bala G and Nelson, William BThe Journal of Business and Economic Studies, vol. 3, (no. 3), pp. 43-55, Fall 1997.
| Journal Article
1996
Optimal hedging under output price uncertaintyArshanapalli, Bala G and Gupta, OmprakashEuropean Journal of Operational Research, vol. 95, (no. 3), pp. 522-536, Dec 20, 1996.
| Journal Article
Pacific basin stock market linkagesArshanapalli, Bala GangadharResearch in international business and finance, pp. 109, 1996.
| Journal Article
1994
Common stochastic trends in a system of Eurocurrency ratesArshanapalli, Bala G and Doukas, John AJournal of Banking & Finance, vol. 18, (no. 6), pp. 1047, Dec 1994.
| Journal Article
Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987Arshanapalli, Bala G and Doukas, John AThe Journal of Futures Markets, vol. 14, (no. 8), pp. 915, Dec 1994.
| Journal Article
1993
Estimating the Demand for Risky Assets via the Indirect Expected Utility FunctionDALAL, ARDESHIR and Arshanapalli, BalaJournal of Risk and Uncertainty, vol. 6, (no. 3), pp. 288, 19930101.
| Journal Article
International stock market linkages: Evidence from the pre- and post-October 1987 periodArshanapalli, Bala G and Doukas, John AJournal of Banking & Finance, vol. 17, (no. 1), pp. 193, Feb 1993.
| Journal Article
