Author

Peter Miu

Observed names: Miu, Peter, Peter C. Miu, Peter C. P. Miu

Observed institution: McMaster University

ORCID: 0000-0003-1917-4054

Observed ORCID: 0000-0003-1917-4054

OpenAlex ID: A5072037931

The pricing and performance of leveraged exchange-traded funds

2010 · Narat Charupat, Peter Miu · Journal of Banking & Finance · 122

Diversification benefits of commodity futures

2010 · C. Sherman Cheung, Peter Miu · Journal of International Financial Markets Institutions and Money · 109

A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach

2010 · Ming-Yuan Leon Li, Peter Miu · Journal of Empirical Finance · 102

Basel requirements of downturn loss given default: modeling and estimating probability of default and loss given default correlations

2006 · Peter Miu, Bogie Ozdemir · The Journal of Credit Risk · 54

Are cryptocurrencies a safe haven for stock investors? A regime-switching approach

2022 · Leon Li, Peter Miu · Journal of Empirical Finance · 45

Recent developments in exchange‐traded fund literature

2013 · Narat Charupat, Peter Miu · Managerial Finance · 44

Emotional balance and probability weighting

2012 · Narat Charupat, Richard Deaves, et al. · Theory and Decision · 37

Canadian stock market multiples and their predictive content

2007 · Richard Deaves, Peter Miu, et al. · International Review of Economics & Finance · 36

Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System

2008 · Bogie Ozdemir, Peter Miu · 26

Adapting the Basel II advanced internalratings- based models for International Financial Reporting Standard 9

2017 · Peter Miu, Bogie Ozdemir · The Journal of Credit Risk · 24

Practical and theoretical challenges in validating Basel parameters: key learnings from the experience of a Canadian bank

2005 · Peter Miu, Bogie Ozdemir · The Journal of Credit Risk · 15

A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds

2014 · Narat Charupat, Peter Miu · Financial Review · 14

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Estimating and validating long-run probability of default with respect to Basel II requirements

2008 · Peter Miu, Bogie Ozdemir · The Journal of Risk Model Validation · 14

Discount Rate for Workout Recovery: An Empirical Study

2006 · Brooks Brady, Peter Chang, et al. · SSRN Electronic Journal · 14

Mean-Gini Portfolio Analysis: A Pedagogic Illustration

2007 · C. Sherman Cheung, Clarence C. Kwan, et al. · 13

The Pricing Efficiency of Leveraged Exchange‐traded Funds: Evidence From the U.s. Markets

2013 · Narat Charupat, Peter Miu · The Journal of Financial Research · 12

Stress-testing probability of default and migration rate with respect to Basel II requirements

2009 · Peter Miu, Bogie Ozdemir · The Journal of Risk Model Validation · 12

Intra‐industry bankruptcy contagion: Evidence from the pricing of industry recovery rates

2019 · Yuanchen Chang, Yi‐Ting Hsieh, et al. · European Financial Management · 10

Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists?

2020 · Leon Li, Peter Miu · Journal of Behavioral Finance · 9

Can Basel III Work? Examining the New Capital Stability Rules by the Basel Committee: A Theoretical and Empirical Study of Capital Buffers

2010 · Peter Miu, Bogie Ozdemir, et al. · SSRN Electronic Journal · 9

Home ownership decision in personal finance: some empirical evidence

2015 · Peter Miu, C. Sherman Cheung · Financial Services Review · 5

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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

2010 · Peter Miu, Bogie Ozdemir · The Journal of Risk Model Validation · 5

A mean-Gini approach to asset allocation involving hedge funds

2009 · C. Sherman Cheung, Clarence C.Y. Kwan, et al. · Research in finance · 5

Leveraged Exchange-Traded Funds

2016 · Narat Charupat, Peter Miu · Palgrave Macmillan US eBooks · 4

Adapting Basel's A-IRB Models for IFRS 9 Purposes

2016 · Peter Miu, Bogie Ozdemir · SSRN Electronic Journal · 4

Works count: 56

Citation count: 768

H-index: 14

I10-index: 18