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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
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Option pricing theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
141
NBER working paper series
94
Swiss Finance Institute Research Paper
94
Journal of banking & finance
86
Finance research letters
80
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International review of financial analysis
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Working paper / Centre for Financial Research
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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Generalized stochastic
arbitrage
opportunities
Arvanitis, Stelios
;
Post, Thierry
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
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2
Investor attention and option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
3
Hedging with an edge : parametric currency overlay
Barroso, Pedro
;
Reichenecker, Jurij-Andrei
;
Menichetti, …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 669-689
Persistent link: https://www.econbiz.de/10012821248
Saved in:
4
Optimal and naive diversification in currency markets
Ackermann, Fabian
;
Pohl, Walter
;
Schmedders, Karl
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3347-3360
Persistent link: https://www.econbiz.de/10011760492
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5
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
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6
Impossible frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
56
(
2010
)
6
,
pp. 905-923
Persistent link: https://www.econbiz.de/10003988517
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7
Rational speculators, contrarians, and excess volatility
Lof, Matthijs
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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8
Competition in portfolio management : theory and experiment
Asparouhova, Elena
;
Bossaerts, Peter L.
;
Čopič, Jernej
; …
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1868-1888
Persistent link: https://www.econbiz.de/10011338808
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9
Investors' heterogeneity and implied volatility smiles
Li, Tao
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2392-2412
Persistent link: https://www.econbiz.de/10010202746
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10
From the horse's mouth : economic conditions and investor expectations of risk and return
Amromin, Gene
;
Sharpe, Steven A.
- In:
Management science : journal of the Institute for …
60
(
2014
)
4
,
pp. 845-866
Persistent link: https://www.econbiz.de/10010347837
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