| Conditional correlation and volatility in commodity futures and traditional asset markets J Chong, J Miffre Journal of Alternative Investments 12 (3), 61, 2010 | 301* | 2010 |
| To sin or not to sin? Now that's the question J Chong, M Her, GM Phillips Journal of Asset Management 6, 406-417, 2006 | 147 | 2006 |
| The cross‐currency hedging performance of implied versus statistical forecasting models C Brooks, J Chong Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001 | 75 | 2001 |
| Conditional correlations and real estate investment trusts J Chong, J Miffre, S Stevenson Journal of Real Estate Portfolio Management 15 (2), 173-184, 2009 | 59 | 2009 |
| COVID-19 losses to the real estate market: an equity analysis J Chong, GM Phillips Finance Research Letters 45, 102131, 2022 | 44 | 2022 |
| Value at risk from econometric models and implied from currency options J Chong Journal of Forecasting 23 (8), 603-620, 2004 | 42 | 2004 |
| Low-(Economic) Volatility Optimization J Chong, GM Phillips The Journal of Wealth Management 16 (3), 54-68, 2013 | 40 | 2013 |
| Measuring risk for cost of capital: The downside beta approach J Chong, GM Phillips Journal of Corporate Treasury Management 4 (4), 344, 2012 | 34 | 2012 |
| Dynamic correlations between REIT sub-sectors and the implications for diversification J Chong, A Krystalogianni, S Stevenson Applied Financial Economics 22 (13), 1089-1109, 2012 | 33 | 2012 |
| Portfolio size revisited J Chong, GM Phillips The Journal of Wealth Management 15 (4), 49-60, 2013 | 28 | 2013 |
| Integrating A-and B-share markets in China: the effects of regulatory policy changes on market efficiency C Lu, K Wang, H Chen, J Chong Review of Pacific Basin Financial Markets and Policies 10 (03), 309-328, 2007 | 27 | 2007 |
| ESG investing: A simple approach J Chong, GM Phillips The Journal of Wealth Management 19 (2), 73, 2016 | 26 | 2016 |
| Can dual beta filtering improve investor performance? J Chong, S Pfeiffer, G Michael Phillips Journal of Personal Finance 10 (1), 2011 | 26 | 2011 |
| The Entrepreneur's Cost of Capital: Incorporating Downside Risk JT Chong, Y Jin, GM Phillips Business Valuation Review 33 (3), 81-91, 2014 | 25* | 2014 |
| Sector rotation with macroeconomic factors J Chong, GM Phillips The Journal of Wealth Management 18 (1), 54, 2015 | 23 | 2015 |
| Low-(economic) volatility investing J Chong, GM Phillips The Journal of Wealth Management 15 (3), 75, 2012 | 19 | 2012 |
| Does market volatility impact presidential approval? J Chong, D Halcoussis, M Phillips Journal of Public Affairs 11 (4), 387-394, 2011 | 19 | 2011 |
| Tactical asset allocation with macroeconomic factors J Chong, GM Phillips The Journal of Wealth Management 17 (1), 58, 2014 | 17 | 2014 |
| Options trading profits from correlation forecasts J Chong Applied Financial Economics 14 (15), 1075-1085, 2004 | 15 | 2004 |
| Beta Measures Market Risk Except When It Doesn't: Regime-Switching Alpha and Errors in Beta J Chong, GM Phillips The Journal of Wealth Management 14 (3), 67, 2011 | 14 | 2011 |
G. Michael PhillipsProfessor of Finance, CSU NorthridgeGeverifieerd e-mailadres voor macrorisk.com
