Details about Graham L. Giller

Access statistics for papers by Graham L. Giller.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pgi165

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