Robert Elliott

FRICTION DAMPER OPTIMISATION: SIMULATION OF RAINBOW TESTS (2007)

Kenan Y. Sanliturk, David J. Ewins, Robert Elliott, Jeff S. Green

Friction dampers have been used to reduce turbine blade vibration levels for a considerable period of time. However, optimal design of these dampers has been quite difficult due both to a lack of...

Deconstructing therapy outcome measurement with Rasch analysis of a measure of general clinical distress: the Symptom Checklist-90-Revised (2006)

Elliott, Robert, Fox, Christine M., Beltyukova, Svetlana A., Stone, Gregory E., Gunderson, Jennifer, Zhang, Xi

Rasch analysis was used to illustrate the usefulness of item-level analyses for evaluating a common therapy outcome measure of general clinical distress, the Symptom Checklist-90-Revised (SCL-90-R;...

Deconstructing therapy outcome measurement with Rasch analysis of a measure of general clinical distress: the Symptom Checklist-90-Revised (2006)

Elliott, Robert, Fox, Christine M., Beltyukova, Svetlana A., Stone, Gregory E., Gunderson, Jennifer, Zhang, Xi

Rasch analysis was used to illustrate the usefulness of item-level analyses for evaluating a common therapy outcome measure of general clinical distress, the Symptom Checklist-90-Revised (SCL-90-R;...

The Role of Employees in Corporate Governance in the Anglo-American Model; Developments in South Africa (2003)

Elliott, Robert

The subject of governance can not be confined to mechanical issues of code-creation, scrutiny and compliance. The focus of this paper is on issues shaping, in Galbraith's term, the technostructure of...

The Role of Employees in Corporate Governance in the Anglo-American Model; Developments in South Africa (2003)

Elliott, Robert

The subject of governance can not be confined to mechanical issues of code-creation, scrutiny and compliance. The focus of this paper is on issues shaping, in Galbraith's term, the technostructure of...

Hermeneutic single-case efficacy design (2002)

Elliott, Robert

In this article, I outline hermeneutic single-case efficacy design (HSCED), an interpretive approach to evaluating treatment causality in single therapy cases. This approach uses a mixture of...

Hermeneutic single-case efficacy design (2002)

Elliott, Robert

In this article, I outline hermeneutic single-case efficacy design (HSCED), an interpretive approach to evaluating treatment causality in single therapy cases. This approach uses a mixture of...

A method for portfolio choice (2002)

Robert Elliott, Faculty Of Management

This paper shows how one can use the theory of hidden Markov models for portfolio optimization. We illustrate our method by a ball and urn experiment. An application to historical data is examined. 1

Immigrant Wage Differentials, Ethnicity and Occupational Clustering.

Robert Elliott, Joanne Kathryn Lindley

The economic performance and a related discussion on the existence, or otherwise, of racial discrimination in the UK labour market for migrants and ethnic minorities are of great interest to...

Corruption, Governance and FDI Location in China : A Province-Level Analysis

Matthew Cole, Robert Elliott, Jing Zhang

China's recent rapid growth has been matched by large increases in exports and foreign direct investment (FDI), but considerable regional disparities in FDI flows exist. We use detailed province...

On Markov-modulated Exponential-affine Bond Price Formulae

Robert Elliott, Tak Kuen Siu

We consider the bond valuation problem when the short rate process is described by a Markovian regime-switching Hull-White model or a Markovian regime-switching Cox-Ingersoll-Ross model. In each of...

VaR and expected shortfall: a non-normal regime switching framework

Robert Elliott, Hong Miao

We have developed a regime switching framework to compute the Value at Risk and Expected Shortfall measures. Although Value at Risk as a risk measure has been criticized by some researchers for lack...

Risk-Hedging in Real Estate Markets

Abel Cadenillas, Robert Elliott, Hong Miao, Zhenyu Wu

Risk management, Real estate markets, Speculation, American put option,