List of Papers

· Acar, E and Middleton, A (2005), "Maximum Drawdown of Active Currency Indices", Hedgequest, Summer, 19-21
Pdf

· Acar, E and Lidbark, J (2005), "Know your cashflows", Risk Magazine, March

· Acar, E and Middleton, A (2004), "Active Correlations: New Findings and More Challenges", presented at the September EIR Conference in London

· Acar, E and Middleton, A (2004), "Maximum Drawdown: Further Results", in B.Schachter ed, “Intelligent Hedge Fund Investing”, Risk Book

· Middleton, A and Acar, E. (2004), "The Forward Curve Strategy", Aima, January
Pdf

· Lidbark, J and Acar, E (2003), “Hedging stochastic cashflows: a driving issue”, Risk Magazine, October

· Acar, E and Middleton, A (2003), "Market Timing and Trading Size", Forthcoming at the EIR Conference in Geneva

· Acar, E and Middleton, A (2003), "Threshold Strategies", Aima, April
Pdf

· Acar, E (2002), "Modelling Directional Hedge Funds", Presentations at the EIR Conference in London and Quantitative Finance Europe
Pdf

· Acar, E and Middleton, A (2002), "Budgeting Currency Risk", Global Pensions, September
Pdf

· Acar, E and Strange, B. (2002), "One man one vote, or winner takes all", Investment Pensions Europe, June
Pdf

· Acar, E and Pearson, A (2001), "Distribution of Returns Generated by Stochastic Exposure, An Application to VaR Calculation in the Futures Markets", Presentations at the AFIR Colloquium in Toronto and European Investment Review Conference in Paris
Pdf

· Acar, E (2001), " Added value in financial institutions: risk or return ?", Pearson Education, London

· Knauf, S. and Acar, E (2001), " Re-assessing the risk behind floating exposures", Corporate Finance Magazine, June
Pdf

· Adams, R., Williams, R. and Acar, E (2001), " Empirical measures of liquidity - a new approach", Journal of Asset Management, June
Pdf

· Knauf, S. and Acar, E (2001), " Value at risk in the presence of a tender", The Treasurer Magazine, February

· Acar, E and Maitra, B. (2001), " Hedging using forward rate bias ", Risk Magazine, February
Pdf, click here for further information from Risk

· Acar, E and Pedersen, H. (2001), " Which Currency Benchmarks for an Active International Investor ?", Profit & Loss Magazine, February

· Maitra, B and Acar, E. (2001), " Optimal Portfolio Selection and The Impact of Currency Hedging", Journal of Performance Measurement, Winter

· Acar, E and Pedersen, H. (2000), " Currency Strategies for an Active Portfolio Manager ", FX&MM, September
Pdf

· Acar, E and Lequeux, P. (1999), " Pursuing the Debate on Active Currency Management ", Presentation at the 1999 Investment Conference organised by the Faculty and Institute of Actuaries, Loch Lomond, United Kingdom, May 5-7, Published in Journal of Alternative Investments
Pdf

· Acar, E (1999), " A Comparative Study of Foreign Exchange Quotes: Indicative Versus Market Quotes ", Presentation at the International Conference on Forecasting Financial Markets, 25-27 May 1999, in London

· Acar, E and Petitdidier E. (1998), " Modelling Slippage: An Application to the Bund Futures Contract ", Presentation at the International Conference Sponsored by Banque Nationale de Paris and Imperial College, May 1998, in London forthcoming in J.Knight and S.Satchell (ed), Forecasting Volatility in the Financial Markets, Butterworth and Heinemann, Oxford

· Acar, E and Satchell, S. (1998), " Advanced Trading Rules ", Butterworth and Heinemann, Oxford

· Acar, E. and James S. (1997), " The Role of the Mexican Peso in Actively Managed Currency Portfolios ", Working Paper, CME, Updated for Aima in (1998)

· Acar, E. and Toffel, R. (1997), " Highs and Lows: Times of the Day in the Currency CME Market ", Presentation at the 1997 Investment Conference organised by the Faculty and Institute of Actuaries, Edinburgh, United Kingdom, June 25-27 forthcoming in P.Lequeux (ed), Financial Markets Ticks by Ticks, Wiley, London

· Acar, E. and James, S. (1997), " Maximum Loss and Maximum Drawdown in Financial Markets ", Presentation at the International Conference Sponsored by Banque Nationale de Paris and Imperial College, May 1997, in London
Pdf

· Acar, E. and James, S. (1997), " The Argument For Including The Malaysian Ringitt In Actively Managed Currency Portfolios ", Working Paper, BZW

· Acar, E. and Prieul, D. (1997), " Expected Maximum Loss of Financial Returns ", Netexposure, Issue 1

· Acar, E. and Lequeux, P. (1996), " Intra-day Patterns and the Role of Volume: an Application to the DAX Futures Contract ", Presentation at the International Conference Sponsored by Chemical Bank and Imperial College, March 1996, in London
See also DTB reporter (January 1996)

· Acar, E. and Lequeux, P. (1995), " Trading Rules Profits and the Underlying Time Series Properties ", Presentation at the First International Conference on High Frequency Data in Finance, Olsen and Associates, Zurich, Switzerland, March 29-31 1995 forthcoming in P.Lequeux (ed), Financial Markets Ticks by Ticks, Wiley, London

· Acar, E., Lequeux, P. and Bertin, C. (1994), " Tests de marche aléatoire basés sur la profitabilité des indicateurs techniques", Analyse Financière, 4 trimestre, p 82-86

· Acar, E.(1994), " Expected Return of Technical Forecasters with an Application to Exchange Rates", Presentation at the International Conference on Forecasting Financial Markets: New Advances for Exchange Rates and Stock Prices, 2-4 February 1994, in London