Concepedia

Edward Hoyle

EH

Statistics

Publications

6

Citations

232

H-Index

6

Active since

2010

Affiliations

Duke University(Current)

Imperial College London

Edward Hoyle is an author at Duke University specializing in financial economics, finance, and business.

Publications per year

2010–2019

6

Publications

6

Lévy random bridges and the modelling of financial information

Edward Hoyle, Lane P. Hughston, Andrea Macrina · Stochastic Processes and their Applications · 2010 · 91 citations

, , +13

The Impact of Volatility Targeting

Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar et al. · The Journal of Portfolio Management · 2018 · 64 citations

, , +15

Archimedean survival processes

Edward Hoyle, Levent Ali Mengütürk · Journal of Multivariate Analysis · 2012 · 31 citations

The Impact of Volatility Targeting

Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar et al. · SSRN Electronic Journal · 2018 · 19 citations · Full text

, , +15

The Best of Strategies for the Worst of Times: <i>Can Portfolios Be Crisis Proofed?</i>

Campbell R. Harvey, Edward Hoyle, Sandy Rattray et al. · The Journal of Portfolio Management · 2019 · 17 citations

, , +12

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