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A source of unbiased implied volatility forecasts

Feinstein, Steven Phillip - 1988

Persistent link: https://www.econbiz.de/10000987043

Stock market volatility

Feinstein, Steven Phillip - In: Economic review 72 (1987) 6, pp. 42-47

Persistent link: https://www.econbiz.de/10001069883

Forecasting stock-market volatility using options on index futures

Feinstein, Steven Phillip - In: Economic review 74 (1989) 3, pp. 12-30

Persistent link: https://www.econbiz.de/10001089649

The Hull and White implied volatility : ¬a theoretical and empirical investigation of a volatility forecast implied by the Hull and White stochastic volatility option pricing model

Feinstein, Steven P. - 1992

Persistent link: https://www.econbiz.de/10004380194

Distortion in corporate valuation: implications of capital structure changes

Oded, Jacob; Michel, Allen; Feinstein, Steven P. - In: Managerial Finance 37 (2011) 8, pp. 681-696

Purpose – The traditional discounted cash flows (DCF) valuation procedure used by financial analysts assumes that firms maintain a policy of fixed debt. However, empirical evidence suggests that many firms rebalance their debt. This paper seeks to explore the implication of this discrepancy...

Persistent link: https://www.econbiz.de/10014940185