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Hossein Rad
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Year
The profitability of pairs trading strategies: distance, cointegration and copula methods
H Rad, RKY Low, R Faff
Quantitative Finance 16 (10), 1541-1558, 2016
1972016
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
222016
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, ...
132017
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
112020
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
102020
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
92017
The commodity risk premium and neural networks
H Rad, RKY Low, J Miffre, R Faff
Journal of Empirical Finance 74, 101433, 2023
62023
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
22022
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
22015
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
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Articles 1–12