Derek R. White

Do Momentum-Based Strategies Still Work in Foreign Currency Markets?

John Okunev, J. Okunev, Derek R. White, 2003, Journal of Financial and Quantitative Analysis.

When and When Not to Vertically Integrate

Derek R. White, Derek White, J. Stuckey, 1993 .

The Returns to Following Currency Forecasts

P. Lehner, J. Okunev, Derek R. White, 2004 .

Moment Matching for the Masses

J. Okunev, Derek R. White, 2006 .

Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies

J. Okunev, Derek R. White, 2003 .

Hedge Fund Risk Factors and the Value at Risk of Fixed Income Trading Strategies

Geoffrey F. Loudon, J. Okunev, Derek R. White, 2006 .