Narrow search
Showing 111 - 120 of 17,446
Cover Image
Option spread trades : returns on directional and volatility trades
McKeon, Ryan - In: The journal of asset management 17 (2016) 6, pp. 422-433
Persistent link: https://www.econbiz.de/10011666251
Cover Image
Forecasting international index returns using option-implied variables
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - 2018
Persistent link: https://www.econbiz.de/10011897857
Cover Image
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Cover Image
The risk-reversal premium
Hull, Blair; Sinclair, Euan - In: The journal of investment strategies 11 (2022) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
Cover Image
Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection
Amilon, Henrik - Nationalekonomiska Institutionen, Ekonomihögskolan - 2001
strategies are also investigated, allowing for limited short selling and the inclusion of synthetic options in the security set. …
Persistent link: https://www.econbiz.de/10005419377
Cover Image
Parity analysis of non-log normality of Black-Scholes and its inter-competence
Singh, Vipul Kumar - In: International Journal of Financial Markets and Derivatives 3 (2014) 4, pp. 358-391
provoked to pursue the development of more realistic option pricing models encompassing the level of skewness and kurtosis … smile, skewness and kurtosis. …
Persistent link: https://www.econbiz.de/10010817013
Cover Image
Does currency smirk predict foreign exchange return?
Hoque, Ariful; Le, Thi; Hassan, Kamrul - In: Investment management and financial innovations 17 (2020) 3, pp. 219-230
Persistent link: https://www.econbiz.de/10012406053
Cover Image
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.; Rybczyński, Jarosław - In: The European journal of finance 23 (2017) 1/3, pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Cover Image
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Cover Image
An option-based approach to measuring disclosure asymmetry
Smith, Kevin - In: The accounting review : a publication of the American … 98 (2023) 4, pp. 373-403
Persistent link: https://www.econbiz.de/10014340501