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Local parametric analysis of derivatives pricing and hedging

Bossaerts, Peter L.; Hillion, Pierre Henri - 1997

Persistent link: https://www.econbiz.de/10000980780

A test of a general equilibrium stock option pricing model

Bossaerts, Peter L. - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 311-347

Persistent link: https://www.econbiz.de/10001185123

Local parametric analysis of derivatives pricing and hedging

Bossaerts, Peter L.; Hillion, Pierre Henri - In: Journal of financial markets 6 (2003) 4, pp. 573-605

Persistent link: https://www.econbiz.de/10001780139

Implementing statistical criteria to select return forecasting models : what do we learn?

Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428

Persistent link: https://www.econbiz.de/10001421811

Country, sector or style: what matters most when constructing global equity portfolios? : An empirical investigation from 1990 - 2001

Hamelink, Foort; Harasty, Hélène; Hillion, Pierre Henri - 2001

Persistent link: https://www.econbiz.de/10001641873

The econometrics of learning in financial markets

Bossaerts, Peter L. - In: Econometric theory 11 (1995) 1, pp. 151-189

Persistent link: https://www.econbiz.de/10001176345

Tax-induced intertemporal restrictions on security returns

Bossaerts, Peter L. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1347-1371

Persistent link: https://www.econbiz.de/10001171958

An optimal IPO mechanism

Biais, Bruno; Bossaerts, Peter L.; Rochet, Jean-Charles - In: The review of economic studies 69 (2002) 1, pp. 117-146

Persistent link: https://www.econbiz.de/10001648654

An exploration of neo-Austrian theory applied to financial markets

Benink, Harald A.; Bossaerts, Peter L. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 1011-1027

Persistent link: https://www.econbiz.de/10001593020

Using Neural Data to Test a Theory of Investor Behavior : An Application to Realization Utility

Frydman, Cary - 2015

We use measures of neural activity provided by functional magnetic resonance imaging (fMRI) to test the "realization utility" theory of investor behavior, which posits that people derive utility directly from the act of realizing gains and losses. Subjects traded stocks in an experimental market...

Persistent link: https://www.econbiz.de/10013036251