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Pricing and hedging options on assets with options on related assets
Madan, Dilip B.; Wang, King - In: The journal of derivatives : JOD 29 (2021) 1, pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
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A derivatives pricing model with non-cash collateralization
Takino, Kazuhiro - In: The journal of derivatives : JOD 29 (2021) 1, pp. 123-138
Persistent link: https://www.econbiz.de/10012612946
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Testing and mapping an empirical exercise boundary for the American put option
Pimbley, Joseph M. - In: The journal of derivatives : JOD 29 (2021) 1, pp. 139-147
Persistent link: https://www.econbiz.de/10012612947
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Special items and stock returns
Ma, Lingjie - In: The journal of investing : JOI 30 (2021) 5, pp. 55-70
Persistent link: https://www.econbiz.de/10012613201
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Seeking alpha from dividend announcements : big-data insights from joining CAR and EVA style analysis
Chakraborty, Atreya; Grant, James L.; Trahan, Emery Anthony - In: The journal of investing : JOI 30 (2021) 5, pp. 107-126
Persistent link: https://www.econbiz.de/10012613205
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Is the size premium really driven by firm size?
Chen, Zhiyao; Li, Jun; Wang, Huijun - In: The journal of investing : JOI 30 (2021) 5, pp. 127-143
Persistent link: https://www.econbiz.de/10012613206
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Volatility targeting : it's complicated!
Mylnikov, George - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 57-74
Persistent link: https://www.econbiz.de/10012613443
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The myth of diversification reconsidered
Kinlaw, William; Kritzman, Mark; Page, Sébastien; … - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 124-137
Persistent link: https://www.econbiz.de/10012613448
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A time-series analysis and forecast of CAPE
Fandetti, Marc - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 138-150
Persistent link: https://www.econbiz.de/10012613449
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Firm-specific industries, volatility, and return : a text-based network industrial classification approach
Abdoh, Hussein - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 184-196
Persistent link: https://www.econbiz.de/10012613452