2

On the determinants of portfolio choice

Year:
2008
Language:
english
File:
PDF, 260 KB
english, 2008
3

Mutual Funds, Price Pressure, and Index Options

Year:
2016
Language:
english
File:
PDF, 1.92 MB
english, 2016
4

Explaining Smiles

Year:
2003
Language:
english
File:
PDF, 276 KB
english, 2003
8

Loss Functions in Option Valuation: A Framework for Selection

Year:
2009
Language:
english
File:
PDF, 124 KB
english, 2009
9

Is There a Bubble in the Art Market?

Year:
2014
Language:
english
File:
PDF, 3.74 MB
english, 2014
10

European Inflation-Indexed Government Debt Security Markets

Year:
2004
Language:
english
File:
PDF, 125 KB
english, 2004
11

Skewness Term-Structure Tests

Year:
2016
Language:
english
File:
PDF, 1.70 MB
english, 2016
12

Big moves of mutual funds

Year:
2018
Language:
english
File:
PDF, 1002 KB
english, 2018
13

Is there a bubble in the art market?

Year:
2016
Language:
english
File:
PDF, 902 KB
english, 2016
14

TIPS, Break-Even Inflation, and Inflation Forecasts

Year:
2004
Language:
english
File:
PDF, 179 KB
english, 2004
21

Behavioral heterogeneity in the option market

Year:
2010
Language:
english
File:
PDF, 306 KB
english, 2010
25

On style momentum strategies

Year:
2005
Language:
english
File:
PDF, 194 KB
english, 2005
26

Press freedom and jumps in stock prices

Year:
2017
Language:
english
File:
PDF, 485 KB
english, 2017
27

The search for yield: Implications to alternative investments

Year:
2017
Language:
english
File:
PDF, 712 KB
english, 2017
29

TIPS, Inflation Expectations, and the Financial Crisis

Year:
2010
Language:
english
File:
PDF, 438 KB
english, 2010
31

TIPS and inflation expectations

Year:
2008
Language:
english
File:
PDF, 87 KB
english, 2008
38

Realized Variance in the Presence of Non-IID Microstructure Noise

Year:
2004
Language:
english
File:
PDF, 301 KB
english, 2004
41

Option-based compensation: a survey

Year:
2004
Language:
english
File:
PDF, 287 KB
english, 2004
42

Euro crash risk

Year:
2016
Language:
english
File:
PDF, 548 KB
english, 2016
45

Modeling structural changes in the volatility process

Year:
2011
Language:
english
File:
PDF, 486 KB
english, 2011
48

A Cumulative Prospect Theory Approach to Option Pricing

Year:
2010
Language:
english
File:
PDF, 1.03 MB
english, 2010
49

Scale-consistent Value-at-Risk

Year:
2004
Language:
english
File:
PDF, 181 KB
english, 2004