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Value for Equity Index Options: Expected--Not Realized--Volatility and the Distribution of Forecasts.
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- Journal of Portfolio Management, 2022, v. 49, n. 1, p. 213, doi. 10.3905/jpm.2022.1.427
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- Article
What Do Sovereign Spreads Say About Expected Defaults and Devaluations? An Application to the European Sovereign Debt Crisis.
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- Journal of Portfolio Management, 2014, v. 40, n. 2, p. 86, doi. 10.3905/jpm.2014.40.2.086
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- Article
Which Component of Treasury Yields Belongs in Equity Valuation Models? An Application to the S&P 500.
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- Journal of Portfolio Management, 2013, v. 39, n. 4, p. 80, doi. 10.3905/jpm.2013.39.4.080
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- Article
Extreme Bound Analysis of Emerging Stock Market Anomalies.
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- Journal of Portfolio Management, 2000, v. 26, n. 2, p. 95, doi. 10.3905/jpm.2000.319749
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- Article
Can Equity Investors Profit from Elections?
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- Journal of Investing, 2002, v. 11, n. 1, p. 27, doi. 10.3905/joi.2002.319492
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- Article
Another View on U.S. Treasury Term Premiums.
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- Journal of Fixed Income, 2015, v. 24, n. 4, p. 5, doi. 10.3905/jfi.2015.24.4.005
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- Article
Implied Interest Rate Skew, Term Premiums, and the "Conundrum.".
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- Journal of Fixed Income, 2008, v. 17, n. 4, p. 88, doi. 10.3905/jfi.2008.705544
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- Article
Additional Analytical Approximizations of the Term Structure and Distributional Assumptions for Jump-Diffusion Processes.
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- Journal of Fixed Income, 2006, v. 15, n. 4, p. 61, doi. 10.3905/jfi.2006.627840
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- Article