Author

Edward Hoyle

Observed names: EDWARD HOYLE, Hoyle, Edward

Observed institution: Imperial College London

OpenAlex ID: A5009047416

The Impact of Volatility Targeting

2018 · Campbell R. Harvey, Edward Hoyle, et al. · The Journal of Portfolio Management · 93

Lévy random bridges and the modelling of financial information

2010 · Edward Hoyle, Lane P. Hughston, et al. · Stochastic Processes and their Applications · 91

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Archimedean survival processes

2012 · Edward Hoyle, Levent Ali Mengütürk · Journal of Multivariate Analysis · 31

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Information-based models for finance and insurance

2010 · Hoyle, Edward · RePEc: Research Papers in Economics · 25

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The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?

2019 · Campbell R. Harvey, Edward Hoyle, et al. · The Journal of Portfolio Management · 16

Stable-1/2 bridges and insurance

2015 · Edward Hoyle, Lane P. Hughston, et al. · Banach Center Publications · 13

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Stable-1/2 Bridges and Insurance: a Bayesian approach to non-life reserving

2010 · Edward Hoyle, Lane P. Hughston, et al. · arXiv (Cornell University) · 10

Modulated Information Flows in Financial Markets

2020 · EDWARD HOYLE, ANDREA MACRINA, et al. · WORLD SCIENTIFIC eBooks · 9

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The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed?

2019 · Campbell R. Harvey, Edward Hoyle, et al. · SSRN Electronic Journal · 7

Levy Random Bridges and the Modelling of Financial Information

2009 · Hoyle, Edward, Hughston, Lane P., et al. · RePEc: Research Papers in Economics · 7

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Volatility Scaling's Impact on the Sharpe Ratio

2018 · Edward Hoyle, Neil Shephard · SSRN Electronic Journal · 4

Generalised Liouville Processes and their Properties

· Edward Hoyle, Levent Ali Meng\"ut\"urk · RePEc: Research Papers in Economics · 3

Strategic Risk Management: Out-of-Sample Evidence from the COVID-19 Equity Selloff

2020 · Campbell R. Harvey, Edward Hoyle, et al. · SSRN Electronic Journal · 2

The Glidepath Confusion

2024 · Edward Hoyle · SSRN Electronic Journal

Modulated Information Flows in Financial Markets

2017 · Edward Hoyle, Andrea Macrina, et al. · SSRN Electronic Journal

Modulated Information Flows on Random Point Fields

2017 · Edward Hoyle, Andrea Macrina, et al. · arXiv (Cornell University)

Archimedean Survival Processes

2011 · Hoyle, Edward, Menguturk, Levent Ali · RePEc: Research Papers in Economics

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Financial Informatics An Information-Based Approach to Asset Pricing

· EDWARD HOYLE, ANDREA MACRINA, et al. · RePEc: Research Papers in Economics

Works count: 18

Citation count: 311

H-index: 8

I10-index: 7