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CAPM
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Figlewski, Stephen
4
Freund, Steven
1
Wang, Xiaozu
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Salomon Brothers Center for the Study of Financial Institutions
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Journal of banking & finance
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Journal of multinational financial management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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Size effect, book-to-market effect, and survival
Wang, Xiaozu
- In:
Journal of multinational financial management
10
(
2000
)
3/4
,
pp. 257-273
Persistent link: https://www.econbiz.de/10001532664
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2
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
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3
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
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4
The pricing of convexity risk and time decay in options markets
Figlewski, Stephen
- In:
Journal of banking & finance
18
(
1994
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
Saved in:
5
Financial options : from theory to practice
Figlewski, Stephen
(
ed.
)
-
1990
Persistent link: https://www.econbiz.de/10013548295
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