most citedSpectral Risk Measures and the Choice of Risk Aversion Function

4 citations · 8 across the 16 of their papers we have counts for

collaborators

30 papers

q-fin.RM20112 cited

Financial Risks and the Pension Protection Fund: Can it Survive Them?

David Blake, John Cotter, Kevin Dowd

This paper discusses the financial risks faced by the UK Pension Protection Fund (PPF) and what, if anything, it can do about them. It draws lessons from the regulatory regimes und…

q-fin.ST2011

Absolute Return Volatility

John Cotter

The use of absolute return volatility has many modelling benefits says John Cotter. An illustration is given for the market risk measure, minimum capital requirements.

q-fin.RM2011

A Utility Based Approach to Energy Hedging

John Cotter, Jim Hanly

A key issue in the estimation of energy hedges is the hedgers' attitude towards risk which is encapsulated in the form of the hedgers' utility function. However, the literature typ…

q-fin.PM2011

Housing risk and return: Evidence from a housing asset-pricing model

Karl Case, John Cotter, Stuart Gabriel

This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller…

q-fin.RM2011

Time Varying Risk Aversion: An Application to Energy Hedging

John Cotter, Jim Hanly

Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GA…

q-fin.RM2011

Hedging: Scaling and the Investor Horizon

John Cotter, Jim Hanly

This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons. We exam…