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Option pricing and asset retur...
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1
Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O.
-
1994
Persistent link: https://www.econbiz.de/10000895889
Saved in:
2
The persistence and implied persistence of volatility of stock returns
Mustafa, Chowdhury B.
-
1988
Persistent link: https://www.econbiz.de/10000786457
Saved in:
3
Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003981989
Saved in:
4
Volume of
derivative
trading, enterprise value, and the return on assets
Yang, Jin-yong
- In:
Modern economy
4
(
2013
)
8
,
pp. 513-519
Persistent link: https://www.econbiz.de/10010242162
Saved in:
5
Option prices and the underlying asset's return distribution
Grundy, Bruce D.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
3
,
pp. 1045-1069
Persistent link: https://www.econbiz.de/10001110297
Saved in:
6
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
Saved in:
7
Portfolio diversification effect in exchange rate risk
Tang, Gordon Y. N.
- In:
Finance India : the quarterly journal of Indian …
6
(
1992
)
3
,
pp. 477-489
Persistent link: https://www.econbiz.de/10001147116
Saved in:
8
An Analytic Derivation and Comments on Betting Against Beta
Chen, Deng-Ta
-
2014
heterogeneous investors results in the zero-beta
CAPM
. I prove that the optimal amount to invest in risky assets for an investor is …
Persistent link: https://www.econbiz.de/10013055309
Saved in:
9
Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
-
1997
Persistent link: https://www.econbiz.de/10000633327
Saved in:
10
Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph
-
1991
Persistent link: https://www.econbiz.de/10000085068
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