Concepedia

Paul Kofman

PK

Statistics

Publications

23

Citations

1K

H-Index

16

Active since

1991

Affiliations

The University of Melbourne(Current)

Erasmus University Rotterdam

Lancaster University

University of Technology Sydney

Paul Kofman is an author at The University of Melbourne specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessFinancial EconomicsEconomicsAsset PricingManagementEmpirical FinanceStatisticsEconomic AnalysisPortfolio Management

Publications per year

1991–2024

23

Publications

23

Increased Correlation in Bear Markets

Rachel Campbell, Kees Koedijk, Paul Kofman · Financial Analysts Journal · 2002 · 284 citations

Empirical Finance, Increased Correlations, Bear Markets +17

A threshold error-correction model for intraday futures and index returns

Martin Martens, Paul Kofman, Ton Vorst · Journal of Applied Econometrics · 1998 · 166 citations

Empirical Finance, Volatility Modeling, Engineering +16

Increasing correlations or just fat tails?

Rachel Campbell, Catherine Forbes, Kees Koedijk et al. · Journal of Empirical Finance · 2007 · 95 citations

Obesity, Body Composition, Engineering +2

Diversification, Fee Income, and Credit Union Risk

Neil Esho, Paul Kofman, Ian G. Sharpe · Journal of Financial Services Research · 2005 · 88 citations

Financial Economics, Fee Income, Financial Risk Management +3

Spreads, information flows and transparency across trading systems

Paul Kofman, James T. Moser · Applied Financial Economics · 1997 · 56 citations

Trade, Market Microstructure, Management +16

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