Concepedia

Derek R. White

DR

Statistics

Publications

5

Citations

502

H-Index

5

Active since

2001

Affiliations

Bond University(Current)

Derek R. White is an author at Bond University specializing in business, asset pricing, and finance.

Top concepts

Publications per year

2001–2007

5

Publications

5

Do Momentum-Based Strategies Still Work in Foreign Currency Markets?

John Okunev, Derek R. White · Journal of Financial and Quantitative Analysis · 2003 · 329 citations

, , +11

Do Momentum Based Strategies Still Work in Foreign Currency Markets?

Derek R. White, John Okunev · SSRN Electronic Journal · 2001 · 82 citations · Full text

Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies

John Okunev, Derek R. White · SSRN Electronic Journal · 2003 · 49 citations · Full text

Hedge Fund Risk Factors and the Value at Risk of Fixed Income Trading Strategies

Geoff loudon, John Okunev, Derek R. White · The Journal of Fixed Income · 2006 · 27 citations

, , +16

Using a Value at Risk Approach to Enhance Tactical Asset Allocation

Nigel Da Costa Lewis, John Okunev, Derek R. White · The Journal of Investing · 2007 · 15 citations

, , +23

1–5 of 5