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Subjective bond returns and belief aggregation
Buraschi, Andrea; Piatti, Ilaria; Whelan, Paul - In: The review of financial studies 35 (2022) 8, pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117
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The overnight drift
Boyarchenko, Nina; Larsen, Lars C.; Whelan, Paul - In: The review of financial studies 36 (2023) 9, pp. 3502-3547
Persistent link: https://www.econbiz.de/10014331549
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The price of a smile : hedging and spanning in option markets
Buraschi, Andrea; Jackwerth, Jens Carsten - In: The review of financial studies 14 (2001) 2, pp. 495-527
Persistent link: https://www.econbiz.de/10001570577
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The price of a smile : hedging and spanning in option markets
Buraschi, Andrea (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
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How large is the inflation risk premium in the US nominal term structure?
Buraschi, Andrea (contributor); Jiltsov, Alexei (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700577
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When there is no place to hide : correlation risk and the cross-section of hedge fund returns
Buraschi, Andrea; Kosowski, Robert L.; Trojani, Fabio - In: The review of financial studies 27 (2014) 2, pp. 581-616
Persistent link: https://www.econbiz.de/10010357870
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Model uncertainty and option markets with heterogeneous beliefs
Buraschi, Andrea; Jiltsov, Alexei - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2841-2897
Persistent link: https://www.econbiz.de/10003398507
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Habit formation and macroeconomic models of the term structure of interest rates
Buraschi, Andrea; Jiltsov, Alexei - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 3009-3063
Persistent link: https://www.econbiz.de/10003593873