Результаты поиска - "Volatility."

Отмена результатов
  1. 61

    Interest rate caps "smile" too! But can the Libor market models capture the smile. по Jarrow, Robert

    Опубликовано в: Journal of Finance
    Статья


    Значок книги
  2. 62

    Debt maturity and asymmetric information Evidence from default risk changes. по Goyal, Vidhan K.

    Опубликовано в: Journal of financial and quantitative analysis
    Статья


    Значок книги
  3. 63

    Predictable dynamics in higher-order risk-neutral moments Evidence from S&P 500 options. по Neumann, Michael

    Опубликовано в: Journal of financial and quantitative analysis
    Статья


    Значок книги
  4. 64

    The high returns to low volatility stocks are actually a premium on high quality firms. по Walkshausl, Christian

    Опубликовано в: Review of financial economics
    Статья


    Значок книги
  5. 65

    Market reaction to corporate press releases. по Neuhierl, Andreas

    Опубликовано в: Journal of financial and quantitative analysis
    Статья


    Значок книги
  6. 66

    Does risk-neutral skewness predict the cross section of equity option portfolio returns?. по Bali, Turan G.

    Опубликовано в: Journal of financial and quantitative analysis
    Статья


    Значок книги
  7. 67

    Disagreement, portfolio optimization and excess volatility. по Duchin, Ran

    Опубликовано в: Journal of financial and quantitative analysis
    Статья


    Значок книги
  8. 68

    Growth versus margins destabilizing consequences of giving the stock market what it wants. по Aghion, Philippe

    Опубликовано в: Journal of Finance
    Статья


    Значок книги
  9. 69

    When uncertainty blows in the orchard Comovement and equilibrium volatility risk premia. по Buraschi, Andrea

    Опубликовано в: Journal of Finance
    Статья


    Значок книги
  10. 70

    Asset pricing with dynamic margin constraints. по Rytchkov, Oleg

    Опубликовано в: Journal of Finance
    Статья


    Значок книги

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