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Loss functions in option valuation : a framework for selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
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A new index of housing sentiment
Bork, Lasse; Møller, Stig Vinther; Pedersen, Thomas Q. - In: Management science : journal of the Institute for … 66 (2020) 4, pp. 1563-1583
Persistent link: https://www.econbiz.de/10012268436
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The distortion in prices due to passive investing
Baruch, Shmuel; Zhang, Xiaodi - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 6219-6234
Persistent link: https://www.econbiz.de/10013372951
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Managing weather risk with a neural network-based index insurance
Chen, Zhanhui; Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4306-4327
Persistent link: https://www.econbiz.de/10015045875
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Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
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Residual inflation risk
Illeditsch, Philipp Karl - In: Management science : journal of the Institute for … 64 (2018) 11, pp. 5289-5314
Persistent link: https://www.econbiz.de/10011947163
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Differences in trading and pricing between stock and index options
Lemmon, Michael L.; Ni, Sophie Xiaoyan - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
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Index option trading activity and market returns
Chordia, Tarun; Kurov, Alexander; Muravyev, Dmitriy; … - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
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On the nature of (jump) skewness risk premia
Orłowski, Piotr; Schneider, Paul; Trojani, Fabio - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
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Short-term investors, long-term investments, and firm value : evidence from Russell 2000 index inclusions
Cremers, Martijn; Pareek, Ankur; Sautner, Zacharias - In: Management science : journal of the Institute for … 66 (2020) 10, pp. 4535-4551
Persistent link: https://www.econbiz.de/10012305261