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Peter Miu
Peter Miu
DeGroote School of Business, McMaster University
Verified email at mcmaster.ca - Homepage
Title
Cited by
Cited by
Year
The pricing and performance of leveraged exchange-traded funds
N Charupat, P Miu
Journal of Banking & Finance 35 (4), 966-977, 2011
1592011
Diversification benefits of commodity futures
CS Cheung, P Miu
Journal of International Financial Markets, Institutions and Money 20 (5 …, 2010
1352010
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
1342010
Basel requirement of downturn LGD: Modeling and estimating PD & LGD correlations
P Miu, B Ozdemir
Journal of Credit Risk 2 (2), 43-68, 2006
1222006
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
862013
Basel II implementation: a guide to developing and validating a compliant, internal risk rating system
B Ozdemir, P Miu
McGraw-Hill Professional, 2008
802008
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
432017
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
352009
Canadian stock market multiples and their predictive content
R Deaves, P Miu, CB White
International Review of Economics & Finance 17 (3), 457-466, 2008
262008
Estimating and validating long-run probability of default with respect to Basel II requirements
P Miu, B Ozdemir
Available at SSRN 1026181, 2007
262007
Discount Rate for Workout Recoveries: An Empirical Study
B Brady, P Chang, P Miu, B Ozdemir, D Schwartz
working paper, 2006
262006
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
242010
Mean-Gini portfolio analysis: A pedagogic illustration
CS Cheung, CC Kwan, PCP Miu
Spreadsheets in Education 2 (2), 2007
242007
Emotional balance and probability weighting
N Charupat, R Deaves, T Derouin, M Klotzle, P Miu
Theory and Decision 75 (1), 17-41, 2013
212013
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
192005
A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds
N Charupat, P Miu
Financial Review 49 (4), 735-763, 2014
172014
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
172013
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach
L Li, P Miu
Journal of Empirical Finance 70, 367-385, 2023
122023
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
112010
Home ownership decision in personal finance: Some empirical evidence
P Miu, CS Cheung
Financial Services Review 24 (1), 51-76, 2015
102015
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