Details about Robert J. Bianchi

Access statistics for papers by Robert J. Bianchi.

Last updated 2024-03-08. Update your information in the RePEc Author Service.

Short-id: pbi187

Working Papers

2023

1. Exploiting the dynamics of commodity futures curves
   Post-Print, HAL View citations (1)
   Also in Papers, arXiv.org (2023) View citations (1)

2015

2. Microscopic momentum in commodity futures
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (2)

2014

3. Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics
   See also Journal Article Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver, Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2020) (2020)

2013

4. Industry-academic partnerships in finance programmes. Cast of CFA-partnered programmes
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics

2010

5. Systemic Risk, the TED Spread and Hedge Fund Returns
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (6)

Undated

6. 2012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics
7. 2012-12 On the Ethics of Short Selling
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics

Journal Articles

2020

1. Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver
   Accounting and Finance, 2020, 60, (4), 3851-3873
   See also Working Paper Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver, Discussion Papers in Finance (2014) (2014)
2. Financialization and de-financialization of commodity futures: A quantile regression approach
   International Review of Financial Analysis, 2020, 68, (C) View citations (36)
3. Local government and public–private partnerships: experiencing multilevel governance issues in Indonesian water supply provision
   International Journal of Water Resources Development, 2020, 36, (1), 27-49 View citations (1)

2019

4. Lessons Learned from Public–Private Partnerships in Indonesia’s Water Sector
   Bulletin of Indonesian Economic Studies, 2019, 55, (2), 193-212 View citations (1)

2017

5. Risk factors in Australian bond returns
   Accounting and Finance, 2017, 57, (2), 373-400 View citations (1)

2016

6. Commodities momentum: A behavioral perspective
   Journal of Banking & Finance, 2016, 72, (C), 133-150 View citations (23)
7. Retirement Adequacy of Indigenous Australians: A Baseline Study
   Economic Papers, 2016, 35, (4), 359-374 View citations (1)
8. The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2016, 19, (04), 1-18 View citations (2)

2015

9. Combining momentum with reversal in commodity futures
   Journal of Banking & Finance, 2015, 59, (C), 423-444 View citations (53)
10. The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk?
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2015, 18, (03), 1-28 View citations (2)

2014

11. Long-term U.S. infrastructure returns and portfolio selection
    Journal of Banking & Finance, 2014, 42, (C), 314-325 View citations (13)

2013

12. Preserving Value through Adaptation to Climate Change
    Journal of Applied Corporate Finance, 2013, 25, (3), 76-85

2012

13. Sustainable stock indices and long-term portfolio decisions
    Journal of Sustainable Finance & Investment, 2012, 2, (3-4), 303-317 View citations (2)

2010

14. On the responsible investment disclosure practices of the world's largest pension funds
    Accounting Research Journal, 2010, 23, (3), 302-318 View citations (1)

2005

15. A test of momentum trading strategies in foreign exchange markets: evidence from the G7
    Global Business and Economics Review, 2005, 7, (2/3), 155-179 View citations (3)