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USA
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Boyle, Phelim P.
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5
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4
Uppal, Raman
4
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3
Grüning, Patrick
2
Nogales, Francisco J.
2
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1
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ECONIS (ZBW)
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Positive weights on the efficient frontier
Boyle, Phelim P.
- In:
North American actuarial journal
18
(
2014
)
4
,
pp. 462-477
Persistent link: https://www.econbiz.de/10011338980
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2
Seasonally varying preferences : theoretical foundations for an empirical regularity
Kamstra, Mark J.
;
Kramer, Lisa A.
;
Levi, Maurice D.
; …
- In:
Review of asset pricing studies
4
(
2014
)
1
,
pp. 39-77
Persistent link: https://www.econbiz.de/10010399882
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3
An equilibrium model of rare-event premia and its implication for option smirks
Liu, Jun
;
Pan, Jun
;
Wang, Tan
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 131-164
Persistent link: https://www.econbiz.de/10002646671
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4
Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.
;
Park, Hun Y.
-
1994
Persistent link: https://www.econbiz.de/10000952926
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5
Mr. Madoff's amazing returns : an analysis of the split-strike conversion strategy
Bernard, Carole
;
Boyle, Phelim P.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10003892322
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6
The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
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7
Theory and measurement of exotic options in US agricultural support programs
Tirupattur, Viswanath
- In:
American journal of agricultural economics
79
(
1997
)
4
,
pp. 1127-1139
Persistent link: https://www.econbiz.de/10001238855
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8
Default risk, shareholder advantage, and stock returns
Garlappi, Lorenzo
;
Shu, Tao
;
Yan, Hong
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2743-2778
Persistent link: https://www.econbiz.de/10003805112
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9
Heterogeneous innovations, firm creation and destruction, and asset prices
Bena, Jan
;
Garlappi, Lorenzo
;
Grüning, Patrick
- In:
Essays on asset pricing with contagion, endogenous …
,
(pp. 65-108)
.
2015
Persistent link: https://www.econbiz.de/10011303505
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10
Heterogeneous innovation, firm creation and destruction, and asset prices
Bena, Jan
;
Garlappi, Lorenzo
;
Grüning, Patrick
- In:
Review of asset pricing studies
6
(
2016
)
1
,
pp. 46-87
Persistent link: https://www.econbiz.de/10011526435
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