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~institution:"C.E.P.R. Discussion Papers"
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Pedersen, Lasse Heje
4
Veronesi, Pietro
4
Pástor, Luboš
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Chaigneau, Pierre
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Edmans, Alex
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C.E.P.R. Discussion Papers
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
55
EconWPA
19
MASTER CONSULTORES
13
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
12
IESE Business School, Universidad de Navarra
11
Université Paris-Dauphine (Paris IX)
10
HAL
9
Tilburg University, Center for Economic Research
9
Australian Agricultural and Resource Economics Society - AARES
7
Agricultural and Applied Economics Association - AAEA
6
Department of Agribusiness and Applied Economics, North Dakota State University
6
Fondazione ENI Enrico Mattei (FEEM)
6
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
5
Department of Economics, Rutgers University-New Brunswick
5
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
5
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
5
National Center for Environmental Economics (NCEE), Environmental Protection Agency (EPA)
5
School of Economics and Management, University of Aarhus
5
eSocialSciences
5
Crawford School of Public Policy, Australian National University
4
Economics Department, Queen's University
4
Frankfurt School of Finance and Management
4
Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
4
University of Bonn, Germany
4
World Scientific Publishing Co. Pte. Ltd.
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Department of Economics and Finance, College of Business and Economics
3
Department of Economics, Adam Smith Business School
3
Department of Economics, Lerner College of Business and Economics
3
Dipartimento di Ingegneria Gestionale, Università degli Studi di Bergamo
3
Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
3
Economy and Environment Program for Southeast Asia (EEPSEA), International Development Research Centre
3
European Association of Agricultural Economists - EAAE
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Faculteit Economie en Bedrijfskunde, Universiteit Gent
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Industrial Relations Section, Department of Economics
3
Institut für Weltwirtschaft (IfW)
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CEPR Discussion Papers
21
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RePEc
21
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1
Performance Maximization of Actively Managed Funds
Guasoni, Paolo
;
Huberman, Gur
;
Wang, Zhenyu
-
C.E.P.R. Discussion Papers
-
2010
literature suggests that even in the absence of any ability to predict returns, holding
options
positions on the benchmark assets …. The enhancement from holding
options
can be substantial if the implied volatilities of the
options
are higher than the …
Persistent link: https://www.econbiz.de/10008468707
Saved in:
2
Interpreting Prediction Market Prices as Probabilities
Wolfers, Justin
;
Zitzewitz, Eric
-
C.E.P.R. Discussion Papers
-
2006
While most empirical analysis of prediction markets treats prices of binary
options
as predictions of the probability …
Persistent link: https://www.econbiz.de/10005136573
Saved in:
3
New Techniques to Extract Market Expectations from Financial Instruments
Söderlind, Paul
;
Svensson, Lars E O
-
C.E.P.R. Discussion Papers
-
1997
This paper is a selective survey of new or recent methods to extract information about market expectations from asset prices for monetary policy purposes. Traditionally, interest rates and forward exchange rates have been used to extract expected means of future interest rates, exchange rates...
Persistent link: https://www.econbiz.de/10005504605
Saved in:
4
Macro-Hedging for Commodity Exporters
Borensztein, Eduardo
;
Jeanne, Olivier
;
Sandri, Damiano
-
C.E.P.R. Discussion Papers
-
2009
commodity-exporting countries. We show that the introduction of hedging instruments such as futures and
options
enhances …
Persistent link: https://www.econbiz.de/10008577805
Saved in:
5
Option-Based Credit Spreads
Culp, Christopher L.
;
Nozawa, Yoshio
;
Veronesi, Pietro
-
C.E.P.R. Discussion Papers
-
2014
empirically show that indeed portfolios of long Treasuries and short traded put
options
("pseudo bonds") closely match the …
Persistent link: https://www.econbiz.de/10011145468
Saved in:
6
The Effect of Introducing a Non-redundant Derivative on the Volatility of Stock-Market Returns
Bhamra, Harjoat Singh
;
Uppal, Raman
-
C.E.P.R. Discussion Papers
-
2006
We study the effect of introducing a new security, such as a non-redundant derivative, on the volatility of stock-market returns. Our analysis uses a standard, continuous time, dynamic, general-equilibrium, full-information, frictionless, Lucas endowment economy where there are two classes of...
Persistent link: https://www.econbiz.de/10005114422
Saved in:
7
The Informativeness Principle Under Limited Liability
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
-
C.E.P.R. Discussion Papers
-
2014
This paper shows that the informativeness principle does not automatically extend to settings with limited liability. Even if a signal is informative about effort, it may have no value for contracting. An agent with limited liability is paid zero for certain output realizations. Thus, even if...
Persistent link: https://www.econbiz.de/10011083536
Saved in:
8
The Value of Informativeness for Contracting
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
-
C.E.P.R. Discussion Papers
-
2014
The informativeness principle demonstrates qualitative benefits to increasing signal precision. However, it is difficult to quantify these benefits -- and compare them against the costs of precision -- since we typically cannot solve for the optimal contract and analyze how it changes with...
Persistent link: https://www.econbiz.de/10011083624
Saved in:
9
Carry
Koijen, Ralph
;
Moskowitz, Tobias J
;
Pedersen, Lasse Heje
; …
-
C.E.P.R. Discussion Papers
-
2013
including global equities, global bonds, commodities, US Treasuries, credit, and
options
. This predictability rejects a …
Persistent link: https://www.econbiz.de/10011083673
Saved in:
10
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Kelly, Bryan
;
Pástor, Luboš
;
Veronesi, Pietro
-
C.E.P.R. Discussion Papers
-
2014
.
Options
whose lives span political events tend to be more expensive. Such
options
provide valuable protection against the risk …
Persistent link: https://www.econbiz.de/10011084633
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