The pricing and performance of leveraged exchange-traded funds N Charupat, P Miu Journal of Banking & Finance 35 (4), 966-977, 2011 | 164 | 2011 |
A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach MYL Li, P Miu Journal of Empirical Finance 17 (4), 818-833, 2010 | 139 | 2010 |
Diversification benefits of commodity futures CS Cheung, P Miu Journal of International Financial Markets, Institutions and Money 20 (5 …, 2010 | 135 | 2010 |
Basel requirement of downturn LGD: Modeling and estimating PD & LGD correlations P Miu, B Ozdemir Journal of Credit Risk 2 (2), 43-68, 2006 | 123 | 2006 |
Recent developments in exchange‐traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securities N Charupat, P Miu Managerial Finance 39 (5), 427-443, 2013 | 87 | 2013 |
Basel II implementation: a guide to developing and validating a compliant, internal risk rating system B Ozdemir, P Miu McGraw-Hill Professional, 2008 | 80 | 2008 |
Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9 P Miu, B Ozdemir Journal of Credit Risk 13 (2), 2017 | 43 | 2017 |
Stress-Testing Probability of Default and Migration Rate with respect to Basel II Requirements P Miu, B Ozdemir Journal of Risk Model Validation 3 (4), 1-36, 2009 | 35 | 2009 |
Canadian stock market multiples and their predictive content R Deaves, P Miu, CB White International Review of Economics & Finance 17 (3), 457-466, 2008 | 26 | 2008 |
Estimating and validating long-run probability of default with respect to Basel II requirements P Miu, B Ozdemir Available at SSRN 1026181, 2007 | 26 | 2007 |
Discount Rate for Workout Recoveries: An Empirical Study B Brady, P Chang, P Miu, B Ozdemir, D Schwartz working paper, 2006 | 26 | 2006 |
Can Basel III work?–Examining the new Capital Stability Rules by the Basel Committee–A Theoretical and Empirical Study of Capital Buffers P Miu, B Ozdemir, M Giesinger Journal of Financial Transformation 29, 31-42, 2010 | 24 | 2010 |
Mean-Gini portfolio analysis: A pedagogic illustration CS Cheung, CC Kwan, PCP Miu Spreadsheets in Education 2 (2), 2007 | 24 | 2007 |
Emotional balance and probability weighting N Charupat, R Deaves, T Derouin, M Klotzle, P Miu Theory and Decision 75 (1), 17-41, 2013 | 21 | 2013 |
Practical and theoretical challenges in validating Basel parameters: key learnings from the experience of a Canadian bank P Miu, B Ozdemir Journal of Credit Risk 1 (4), 89-136, 2005 | 19 | 2005 |
A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds N Charupat, P Miu Financial Review 49 (4), 735-763, 2014 | 18 | 2014 |
The Pricing Efficiency of Leveraged Exchange-Traded Funds: Evidence from the U.S. Markets N Charupat, P Miu Journal of Financial Research 36 (2), 253-277, 2013 | 18 | 2013 |
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach L Li, P Miu Journal of Empirical Finance 70, 367-385, 2023 | 12 | 2023 |
Managing capital buffers in the Pillar II framework: designing an effective ICAAP/ORSA to manage procyclicality and to reconcile short-term and long-term views of capital P Miu, B Ozdemir Journal of Risk Model Validation 4 (4), 1-45, 2010 | 11 | 2010 |
Refining momentum strategies by conditioning on prior long‐term returns: Canadian evidence R Deaves, P Miu Canadian Journal of Administrative Sciences/Revue Canadienne des Sciences de …, 2007 | 11 | 2007 |