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Simultaneous option prices and an implied risk free rate of interest : a test of the Black-Scholes model

Swidler, Steven Mark - In: Geld, Banken und Versicherungen : Beiträge zum ... … 3 (1985) 2, pp. 1077-1086

Persistent link: https://www.econbiz.de/10001009776

Simultaneous option prices and an implied risk-free rate of interest : a test of the Black-Scholes model

Swidler, Steven Mark - In: Journal of economics & business 38 (1986) 2, pp. 155-164

Persistent link: https://www.econbiz.de/10001015510

Implied volatilities and transaction costs

Swidler, Steven Mark - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 437-447

Persistent link: https://www.econbiz.de/10001129736

Sustainable company resilience : alpha and beta in up and down markets

Burson, Jonathan; Banta-Ryan, Casey; Swidler, Steven Mark - In: The journal of impact and ESG investing 3 (2022) 2, pp. 94-107

Persistent link: https://www.econbiz.de/10014233008

Amsterdam-Cambridge-UNC Charlotte Symposium 2008 Real Estate Portfolio & Risk Management : editors' introduction

Buttimer, Richard J.; Giambona, Erasmo; Patel, Kanaklata - In: The journal of real estate finance and economics 39 (2009) 3, pp. 225-228

Persistent link: https://www.econbiz.de/10003900685

REIT performance and market timing ability

Buttimer, Richard J.; Chen, Jun; Chiang, I-hsuan Ethan - In: Managerial finance 38 (2012) 3, pp. 249-279

Persistent link: https://www.econbiz.de/10009530979

Cambridge-UNC Charlotte Symposium 2006 Real estate risk management and property derivatives : editors' introduction

Buttimer, Richard J.; Patel, Kanak - In: The journal of real estate finance and economics 36 (2008) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10003622037

Hedging Home Equity Risk : Examination of a Nobel Idea

Sommervoll, Dag Einar - 2020

Robert Shiller has long advocated the use of derivative real estate instruments to manage home equity risk. While his Nobel idea discusses the benefits to homeowners, to date, practical issues of hedging have been largely unexplored. Starting with the 2006 listing of real estate futures...

Persistent link: https://www.econbiz.de/10012843265