Concepedia

Mark Bertus

MB

6

Publications

155

Citations

6

H-Index

2000

Active since

Affiliations

Auburn University(Current)

Georgia State University

Mark Bertus is an author at Auburn University specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsManagementEmpirical FinanceFinancial EconomicsQuantitative FinanceEducationAccounting

Publications per year

2000–2009

6

Publications

6

Rational speculative bubbles in the gold futures market: An application of dynamic factor analysis

Mark Bertus, Bryan Stanhouse · Journal of Futures Markets · 2000 · 48 citations

Empirical Finance, Stock Market Bubbles, Commodity Market +18

Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate

Mark Bertus, Harris Hollans, Steve Swidler · The Journal of Real Estate Finance and Economics · 2008 · 34 citations

Property Evaluation, Asset Pricing, Cme Futures +6

A note on foreign bank ownership and monitoring: An international comparison

Mark Bertus, John S. Jahera, Keven Yost · Journal of Banking & Finance · 2007 · 22 citations

International Comparison, Foreign Bank Ownership, International Finance +8

Minimum variance cross hedging under mean‐reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry

Mark Bertus, Jonathan Godbey, Jimmy E. Hilliard · Journal of Futures Markets · 2009 · 21 citations

Empirical Finance, Volatility Modeling, Financial Risk Management +23

License valuation in the aerospace industry: A real options approach

Luke Miller, Mark Bertus · Review of Financial Economics · 2005 · 20 citations

Rows per page

1–5 of 6