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Basic assets
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5133-5174
Persistent link: https://www.econbiz.de/10003916318
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2
Ex ante skewness and expected stock returns
Conrad, Jennifer S.
;
Dittmar, Robert F.
;
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
68
(
2013
)
1
,
pp. 85-124
Persistent link: https://www.econbiz.de/10009719760
Saved in:
3
Risk adjustment and trading strategies
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 459-485
Persistent link: https://www.econbiz.de/10001764236
Saved in:
4
Implied default probabilities and losses given default from option prices
Conrad, Jennifer S.
;
Dittmar, Robert F.
;
Hameed, Allaudeen
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012316704
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