M Theobald (with L. Ho and J. Cadle), “An analysis of risk-based asset allocation and portfolio insurance strategies”, Review of Quantitative Finance and Accounting, 2011, 36, pp247-267.
M.Theobald with B.Balachandran, R.Faff and T. van Zijl, “Rights offerings, subscription period, shareholder takeup and liquidity”, Journal of Financial and Quantitative Analysis, 2012, 47.1 ,213-240.
M.Theobald with B.Balachandran, C. Krishnamurti and B. Vidanapathirana, “Dividend reductions, the timing of dividend payments and information content” Journal of Corporate Finance, 2012, 18, 1232-1247.
M.Theobald and P.Yallup,“Liability driven investment: multiple liabilities and the question of the number of moments”, European Journal of Finance, 2010, 16:5, 413-435.
M.Theobald, “Risk management: challenges and limitations”, DVFA e.v. 50th Anniversary Festschrift, Fritz Knapp Verlag,2010, 303-310.
M.Theobald, B.Balachandran and R.Faff “New insights into rights offerings as signals of firm quality”, Journal of Applied Corporate Finance, September, 2009, 21, 3, 65-70.
M.Theobald, B.Balachandran and R.Faff “Rights offerings, takeup, renounceability and underwriting status” , Journal of Financial Economics, 89, 2008, 328-346.
M.Theobald, L.Ho and J.Cadle,“Portfolio selection in an expected shortfall framework during the recent “credit crunch” period, Journal of Asset Management, July, 2008, 121-137.
M.Theobald, The credit crisis and risk management, Analyse Financiere, Vol 30, 2009, 9-11.
M.Theobald , L.Ho and J.Cadle ,“Portfolio Insurance Strategies – Review of Theory and Empirical Studies” , Handbook of Quantitative Finance and Risk Management, C.F. Lee and A.C. Lee, Eds., Springer Science, 2010.
M.Theobald and P.Wang “Regime switching volatility of six East Asian emerging markets”, Research in International Business and Finance, Volume 22, Issue 3, September, 2008, 267-283.
M.Theobald, “Executive Stock Options”, Global CEO, September, 2008, 24-26.
M. Theobald and P. Yallup, Intradaily volatility and adjustment, Journal of International Financial Markets, Institutions and Money, 2005, pp407-424.
M. Theobald with S. Poshakwale, 2004, Market capitalization, cross-correlations, the lead-lag structure and microstructures in the Indian market, Journal of International Financial Markets, Institutions and Money, 14,4, pp 385-400
M. Theobald with P. Yallup, 2004, Determining Security Speed of Adjustment Coefficients, Journal of Financial Markets, 7, 75-96
M. Theobald with P. Poomimars and J. Cadle, 2003, Futures Hedging using Dynamic Models of the Variance - Covariance Structure, Journal of Futures Markets, 3, 241-260
M. Theobald with P. Poomimars and J. Cadle, 2002, Dynamic Asset Allocation with time-varying variance/covariance structures, The International Quarterly Journal of Finance, 49-68
M.Theobald andP.Yallup,2001, Mean Reversion and Basis Dynamics, Journal of Futures Markets,9,797-818
L Ho, J.Cadle and M. Theobald, 2001Estimation and hedging with a one factor Heath-Jarrow-Morton model, Journal of Derivatives,8,49-61
Michael Theobald with L.C. Ho, P. Burridge and J. Cadle. 2000. Value at Risk: Applying the Extreme Value Approach to Asian Markets in the Recent Financial Turmoil, Pacifin Basin Finance Journal, May, 8, 249-275.
Prior to 2000 publications in a variety of journals including, inter alia, Journal of Finance, Journal of Financial and Quantitative Analysis, Contemporary Accounting Research and Journal of Banking and Finance.
R. Ryan, R. Scapens and M. Theobald, Metodologia de la investigaction en Finanzas y Contabilidad, Ediciones Deustro, 2004.
M. Theobald with R. Ryan and R Scapens, 2002, Research Method and Methodology in Finance and Accounting, Second Edition, Thomson Learning, 243 pp
P.Poomimars,J. Cadle and M.Theobald , 2002,Tracking Errors,Changing Risks and the Asset Universe,Research in International Business and Finance, pp 261-273
Michael Theobald and N.Suppakitjarak. 2000. Currency Hedging in Asian Equity Markets in Financial Sector Reform in South East and East Asia (D.Dickinson and A. Mullineux, eds), Edward Elgar Publishing Ltd.
Michael Theobald with P. Yallup. 2000. Price Adjustment Processes in Financial Markets, The Current State of Business Disciplines, Spellbound Publications, 3, 971-980.
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