Options
- Hedging Real Estate RiskFrank J Fabozzi, Robert J Shiller and Radu S TunaruThe Journal of Portfolio Management September 2009, 35 (5) 92-103; DOI: https://doi.org/10.3905/JPM.2009.35.5.092
- REIT-Based Property Return Indices: A New Way to Track and Trade Commercial Real EstateHolly Horrigan, Brad Case, David Geltner and Henry PollakowskiThe Journal of Portfolio Management September 2009, 35 (5) 80-91; DOI: https://doi.org/10.3905/JPM.2009.35.5.080
- Should Owners of Nasdaq Stocks Fear Short-Selling?Stephen E. Christophe, Michael G. Ferri and James J. AngelThe Journal of Portfolio Management April 2007, 33 (3) 122-131; DOI: https://doi.org/10.3905/jpm.2007.684762
- American Option Pricing and Filtering with a Hidden Regime-Switching Jump DiffusionTak Kuen Siu and Robert J. ElliottThe Journal of Derivatives January 2022, jod.2022.1.147; DOI: https://doi.org/10.3905/jod.2022.1.147
- Do Options Belong in the Portfolios of Individual Investors?Victor Haghani, Vladimir Ragulin and James WhiteThe Journal of Derivatives January 2022, jod.2022.1.145; DOI: https://doi.org/10.3905/jod.2022.1.145
- Zero Black–Derman–Toy Interest Rate ModelGrzegorz Krzyżanowski, Ernesto Mordecki and Andrés SosaThe Journal of Fixed Income December 2021, 31 (3) 93-111; DOI: https://doi.org/10.3905/jfi.2021.1.122
- Income Enhancement with OptionsMegan Miller, Brian Jacobsen and Martijn de VreeThe Journal of Derivatives December 2021, jod.2021.1.143; DOI: https://doi.org/10.3905/jod.2021.1.143
- Equity Portfolio Trading with Volatility and Dividend DerivativesRadu TunaruThe Journal of Derivatives December 2021, jod.2021.1.142; DOI: https://doi.org/10.3905/jod.2021.1.142
- Practical Applications of Portfolio Protection? It’s a Long (Term) Story…Nicholas McQuinn, Ashwin Thapar and Dan VillalonPractical Applications December 2021, pa.2021.pa471; DOI: https://doi.org/10.3905/pa.2021.pa471
- Right Tail Hedging: Managing Risk When Markets Melt UpVineer BhansaliThe Journal of Portfolio Management July 2018, 44 (7) 55-62; DOI: https://doi.org/10.3905/jpm.2018.44.7.055
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