1

INVENTORY HEDGING AND OPTION MARKET MAKING

GIANNETTI, ANTOINE, ZHONG, RUI, WU, LIXIN
Journal:
International Journal of Theoretical and Applied Finance
Year:
2004
Language:
english
File:
PDF, 350 KB
english, 2004
4

On investing in the long run when stock returns are mean-reverting

Giannetti, Antoine
Journal:
Applied Financial Economics
Year:
2005
Language:
english
File:
PDF, 108 KB
english, 2005
5

Optimal use of futures contracts for the competitive firm

Giannetti, Antoine
Journal:
Applied Financial Economics
Year:
2006
Language:
english
File:
PDF, 132 KB
english, 2006
6

A Dynamic Analysis of Stock Price Ratios

Giannetti, Antoine, Viale, Ariel M.
Journal:
SSRN Electronic Journal
Year:
2008
Language:
english
File:
PDF, 299 KB
english, 2008
8

The dynamics of leveraged ETFs returns: a panel data study

Giannetti, Antoine
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 1.56 MB
english, 2016
9

A dynamic analysis of stock price ratios

Giannetti, Antoine, Viale, Ariel
Journal:
Applied Financial Economics
Year:
2011
Language:
english
File:
PDF, 412 KB
english, 2011
12

Model risk and option hedging

Antoine Giannetti, John M. Clark, Randy I. Anderson
Journal:
The Quarterly Review of Economics and Finance
Year:
2004
Language:
english
File:
PDF, 131 KB
english, 2004
13

A Robust Bayesian Analysis of the Stock Market's Response to Macroeconomic News

Viale, Ariel M., Giannetti, Antoine
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 1.04 MB
english, 2013