Options
- Implied Remaining Variance with Application to Bachelier ModelJian Sun, Qiankun Niu, Shinan Cao and Peter CarrThe Journal of Fixed Income September 2016, 26 (2) 78-95; DOI: https://doi.org/10.3905/jfi.2016.26.2.078
- Overlooked Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted SpreadsAlexander N. Bogin, Nataliya Polkovnichenko and William M. DoernerThe Journal of Fixed Income September 2016, 26 (2) 5-15; DOI: https://doi.org/10.3905/jfi.2016.26.2.005
- An Analytical Method for Multi-Asset Option Pricing Based on a Single-Factor ModelLetian YeThe Journal of Derivatives August 2016, 24 (1) 7-16; DOI: https://doi.org/10.3905/jod.2016.24.1.007
- Option-Implied Volatility Measures and Stock Return PredictabilityXi Fu, Y. Eser Arisoy, Mark B. Shackleton and Mehmet UmutluThe Journal of Derivatives August 2016, 24 (1) 58-78; DOI: https://doi.org/10.3905/jod.2016.24.1.058
- Risk and Return of Equity Index Collar StrategiesRoni Israelov and Matthew KleinThe Journal of Alternative Investments June 2016, 19 (1) 41-54; DOI: https://doi.org/10.3905/jai.2016.19.1.041
- On Pricing Asian Options under Stochastic VolatilityEmilio Russo and Alessandro StainoThe Journal of Derivatives May 2016, 23 (4) 7-19; DOI: https://doi.org/10.3905/jod.2016.23.4.007
- Real Options in Practice: Valuing Connected Gas Fields in the North SeaSweder van Wijnbergen and Lin ZhaoThe Journal of Derivatives May 2016, 23 (4) 54-73; DOI: https://doi.org/10.3905/jod.2016.23.4.054
- An Option-Based Model for Valuing the Common Stock of Emerging-Growth FirmsJohn D. FinnertyThe Journal of Derivatives May 2016, 23 (4) 33-53; DOI: https://doi.org/10.3905/jod.2016.23.4.033
- In-Out Parity Relations for American-Style Barrier OptionsJoão Pedro Ruas, João Pedro Vidal Nunes and José Carlos DiasThe Journal of Derivatives May 2016, 23 (4) 20-32; DOI: https://doi.org/10.3905/jod.2016.23.4.020
- Performance Analysis of Options-Based Equity Mutual Funds, Closed-End Funds, and Exchange-Traded FundsKeith Black and Edward SzadoThe Journal of Wealth Management April 2016, 19 (1) 51-69; DOI: https://doi.org/10.3905/jwm.2016.19.1.051
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Fixed income and structured finance
- Project finance (31)
- Factors, risk premia
- Factor-based models (77)
- Style investing (18)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (69)
- Portfolio construction (281)
- ESG investing (65)
- Manager selection (33)
- Other (39)
- Quantitative methods
- Statistical methods (240)
- Simulations (50)
- Quantitative methods (185)
- Risk management
- Tail risks (26)
- Risk management (143)
- Real assets/alternative investments/private equity
- Real estate (40)
- Commodities (58)
- Other real assets (31)
- Currency (29)
- Private equity (128)
- Long-term/retirement investing
- Wealth management (109)
- Retirement (169)
- Social security (18)
- Pension funds (26)
- Other (5)
- Performance measurement
- Performance measurement (334)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (128)
- Credit default swaps (27)
- Other (48)
- Mutual funds/passive investing/indexing
- Passive strategies (10)
- Other (97)