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ECONIS (ZBW)
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1
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
2
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
3
Financial innovation and arbitrage pricing in frictional economies
Chen, Zhiwu
- In:
Journal of economic theory
65
(
1995
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10001178541
Saved in:
4
Measurement of market integration and arbitrage
Chen, Zhiwu
- In:
The review of financial studies
8
(
1995
)
2
,
pp. 287-325
Persistent link: https://www.econbiz.de/10001184651
Saved in:
5
The spirit of capitalism and stock-market prices
Bakshi, Gurdip S.
- In:
The American economic review
86
(
1996
)
1
,
pp. 133-157
Persistent link: https://www.econbiz.de/10001201842
Saved in:
6
Portfolio performance measurement : theory and applications
Chen, Zhiwu
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 511-555
Persistent link: https://www.econbiz.de/10001202792
Saved in:
7
An alternative valuation model for contingent claims
Bakshi, Gurdip S.
- In:
Journal of financial economics
44
(
1997
)
1
,
pp. 123-165
Persistent link: https://www.econbiz.de/10001219691
Saved in:
8
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
9
Stock valuation in dynamic economies
Bakshi, Gurdip S.
;
Chen, Zhiwu
- In:
Journal of financial markets
8
(
2005
)
2
,
pp. 111-151
Persistent link: https://www.econbiz.de/10002852768
Saved in:
10
Liquidity as an investment style
Ibbotson, Roger G.
;
Chen, Zhiwu
;
Kim, Daniel Y.-J.
;
Hu, …
- In:
Financial analysts' journal : FAJ
69
(
2013
)
3
,
pp. 30-44
Persistent link: https://www.econbiz.de/10009753727
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