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Robert Pereira

Personal Details

First Name:Robert
Middle Name:
Last Name:Pereira
Suffix:
RePEc Short-ID:ppe306

Affiliation

Victorian Funds Management Corporation (VFMC)
Department of Treasury and Finance
Government of Victoria

Melbourne, Australia
http://www.vfmc.vic.gov.au/

: (03) 9651 5111
(03) 9654 7215
(03) 9651 5111
RePEc:edi:vfmcgau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pereira, Robert, 2000. "Genetic Algorithm Optimisation for Finance and Investments," MPRA Paper 8610, University Library of Munich, Germany.
  2. Pereira, Robert, 1999. "Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules," MPRA Paper 9055, University Library of Munich, Germany.
  3. Param Silvapulle & Robert Pereira & J.H.H. Lee, 1993. "The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence," Working Papers 1993.26, School of Economics, La Trobe University.

Articles

  1. Imad Moosa & Robert Pereira, 2000. "On misquoting bilateral exchange rates," Atlantic Economic Journal, Springer;International Atlantic Economic Society, pages 266-266.
  2. Param Silvapulle & Robert Pereira & John Lee, 1997. "The impact of inflation rate announcements on interest rate volatility: Australian evidence," Applied Financial Economics, Taylor & Francis Journals, pages 559-566.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pereira, Robert, 2000. "Genetic Algorithm Optimisation for Finance and Investments," MPRA Paper 8610, University Library of Munich, Germany.

    Cited by:

    1. Slimane Sefiane & Mohamed Benbouziane, 2012. "Portfolio Selection Using Genetic Algorithm," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(4), pages 1-9.
    2. Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013. "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper 48204, University Library of Munich, Germany.

  2. Pereira, Robert, 1999. "Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules," MPRA Paper 9055, University Library of Munich, Germany.

    Cited by:

    1. Serge Hayward, 2005. "The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 25-40, February.

  3. Param Silvapulle & Robert Pereira & J.H.H. Lee, 1993. "The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence," Working Papers 1993.26, School of Economics, La Trobe University.

    Cited by:

    1. Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Research Discussion Papers rdp2004-10, Reserve Bank of Australia.

Articles

  1. Param Silvapulle & Robert Pereira & John Lee, 1997. "The impact of inflation rate announcements on interest rate volatility: Australian evidence," Applied Financial Economics, Taylor & Francis Journals, pages 559-566.

    Cited by:

    1. Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Research Discussion Papers rdp2004-10, Reserve Bank of Australia.
    2. Armando MĂ©ndez Morales & Liliana B Schumacher, 2003. "Market Volatility As a Financial Soundness Indicator; An Application to Israel," IMF Working Papers 03/47, International Monetary Fund.
    3. M. D. Mckenzie & R. D. Brooks, 2003. "The role of information in Hong Kong individual stock futures trading," Applied Financial Economics, Taylor & Francis Journals, pages 123-131.

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Corrections

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