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Financial innovation, market participation, and asset prices
Calvet, Laurent E.; Gonzalez-Eiras, Martín; Sodini, Paolo - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 3, pp. 431-459
Persistent link: https://www.econbiz.de/10002233818
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Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.; Fisher, Adlai; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
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Financial Innovation, Market Participation, and Asset Prices
Calvet, Laurent; Gonzalez-Eiras, Martin; Sodini, Paolo - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 3, pp. 431-460
Persistent link: https://www.econbiz.de/10006692932
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Leverage Constraints and the Optimal Hedging of Stock and Bond Options
Naik, Vasanttilak; Uppal, Raman - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 2, pp. 199-222
Persistent link: https://www.econbiz.de/10006710003
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Optimal Replication of Options with Transactions Costs and Trading Restrictions
Edirisinghe, Chanaka; Naik, Vasanttilak; Uppal, Raman - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 1, pp. 117-138
Persistent link: https://www.econbiz.de/10006711815