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C. Kenneth Jones

Personal Details

First Name:C. Kenneth
Middle Name:
Last Name:Jones
Suffix:
RePEc Short-ID:pjo71
[This author has chosen not to make the email address public]
http://portfolionetworks.com/
Terminal Degree: Leeds School of Business; University of Colorado (from RePEc Genealogy)

Affiliation

Portfolio Networks

http://portfolionetworks.com/
USA

Research output

as
Jump to: Articles

Articles

  1. C. Kenneth Jones, 2023. "Mean‐reversion risk and the random walk hypothesis," Review of Financial Economics, John Wiley & Sons, vol. 41(4), pages 493-516, October.
  2. C. Kenneth Jones, 2007. "Fixed trading costs, signal processing and stochastic portfolio networks," European Journal of Industrial Engineering, Inderscience Enterprises Ltd, vol. 1(1), pages 5-21.
  3. C. Kenneth Jones, 2001. "A Network Model For Foreign Exchange Arbitrage, Hedging And Speculation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 4(06), pages 837-852.
  4. Jones, C Kenneth, 2001. "Digital Portfolio Theory," Computational Economics, Springer;Society for Computational Economics, vol. 18(3), pages 287-316, December.

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.

Articles

  1. C. Kenneth Jones, 2001. "A Network Model For Foreign Exchange Arbitrage, Hedging And Speculation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 4(06), pages 837-852.

    Cited by:

    1. Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2019. "Margin requirements and systemic liquidity risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 78-95.
    2. Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, November.

  2. Jones, C Kenneth, 2001. "Digital Portfolio Theory," Computational Economics, Springer;Society for Computational Economics, vol. 18(3), pages 287-316, December.

    Cited by:

    1. C. Quek & K. C. Yow & Philip Y. K. Cheng & C. C. Tan, 2009. "Investment portfolio balancing: application of a generic self‐organizing fuzzy neural network (GenSoFNN)," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 16(1‐2), pages 147-164, January.
    2. Christos Alexakis & Michael Dowling & Konstantinos Eleftheriou & Michael Polemis, 2021. "Textual Machine Learning: An Application to Computational Economics Research," Post-Print hal-03182910, HAL.
    3. Erdemlioglu, Deniz & Joliet, Robert, 2019. "Long-term asset allocation, risk tolerance and market sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 1-19.

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