Found: 12
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The Effect of Misestimating Correlation on Value at Risk.
- Published in:
- Journal of Alternative Investments, 2005, v. 7, n. 4, p. 66, doi. 10.3905/jai.2005.491502
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- Article
Simulating the Evolution of the Implied Distribution.
- Published in:
- European Financial Management, 2001, v. 7, n. 4, p. 497, doi. 10.1111/1468-036x.00168
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- Article
A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion.
- Published in:
- Management Science, 2019, v. 65, n. 10, p. 4927, doi. 10.1287/mnsc.2018.3049
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- Article
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure.
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- Journal of Derivatives, 2023, v. 31, n. 1, p. 8, doi. 10.3905/jod.2023.1.187
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- Article
Advances in the Commodity Futures Literature: A Review.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 3, p. 85, doi. 10.3905/jod.2013.20.3.085
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- Article
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options.
- Published in:
- Journal of Financial & Quantitative Analysis, 2013, v. 48, n. 3, p. 947, doi. 10.1017/S002210901300032X
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- Article
MEASURING THE MARKET RISK OF FREIGHT RATES:: A VALUE-AT-RISK APPROACH.
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- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 5, p. 447, doi. 10.1142/S0219024908004889
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- Article
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE:: EVIDENCE FROM THE S&P 100 OPTIONS.
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- International Journal of Theoretical & Applied Finance, 2005, v. 8, n. 8, p. 1085, doi. 10.1142/S0219024905003359
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- Article
Volatility Smile consistent Option Models: A Survey.
- Published in:
- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 3, p. 403, doi. 10.1142/S021902490100105X
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- Article
Volatility options: Hedging effectiveness, pricing, and model error.
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- Journal of Futures Markets, 2006, v. 26, n. 1, p. 1, doi. 10.1002/fut.20181
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- Article
Material ESG Alpha: A Fundamentals-Based Perspective.
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- Accounting Review, 2024, v. 99, n. 4, p. 1, doi. 10.2308/TAR-2022-0256
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- Article
Market Timing with Option-Implied Distributions: A Forward-Looking Approach.
- Published in:
- Management Science, 2011, v. 57, n. 7, p. 1231, doi. 10.1287/mnsc.1110.1346
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- Article