Details about Graham L. Giller

Access statistics for papers by Graham L. Giller.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pgi165

Working Papers

2025

1. Isotropic Correlation Models for the Cross-Section of Equity Returns
   Papers, arXiv.org

2024

2. An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
   Papers, arXiv.org
3. Correlation without Factors in Retail Cryptocurrency Markets
   Papers, arXiv.org

Books

2023

1. Essays on Trading Strategy
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

2022

2. Adventures in Financial Data Science:The Empirical Properties of Financial and Economic Data
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2023

1. Analytical Framework
   Chapter 2 in Essays on Trading Strategy, 2023, pp 27-49
2. Barrier Trading Algorithms
   Chapter 5 in Essays on Trading Strategy, 2023, pp 95-127
3. Ex Post Analysis
   Chapter 6 in Essays on Trading Strategy, 2023, pp 129-164
4. Mean–Variance Optimization and the Sharpe Ratio
   Chapter 1 in Essays on Trading Strategy, 2023, pp 1-25
5. Thinking about How to Solve Trading Problems
   Chapter 4 in Essays on Trading Strategy, 2023, pp 73-94
6. Utility Theory-Based Portfolio Choice
   Chapter 3 in Essays on Trading Strategy, 2023, pp 51-71

2022

7. Biography and Beginnings
   Chapter 1 in Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, 2022, pp 1-30
8. Coronavirus
   Chapter 6 in Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, 2022, pp 347-394
9. Demographics and Survey Research
   Chapter 5 in Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, 2022, pp 285-346
10. Economic Data and Other Time-Series Analysis
    Chapter 3 in Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, 2022, pp 141-225
11. Financial Data
    Chapter 2 in Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, 2022, pp 31-139
12. Politics, Schools, Public Health, and Language
    Chapter 4 in Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, 2022, pp 227-284
13. Theory
    Chapter 7 in Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data, 2022, pp 395-447