Options
- 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
- Power Options in Executive CompensationCarole Bernard, Phelim Boyle and Jit Seng ChenThe Journal of Derivatives February 2016, 23 (3) 9-20; DOI: https://doi.org/10.3905/jod.2016.23.3.009
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Technical analysis (11)
- Fixed income and structured finance
- Project finance (44)
- Factors, risk premia
- Factor-based models (105)
- Style investing (31)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (85)
- Portfolio construction (308)
- ESG investing (70)
- Manager selection (41)
- Other (40)
- Quantitative methods
- Statistical methods (281)
- Simulations (72)
- Quantitative methods (186)
- Risk management
- Tail risks (31)
- Risk management (157)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (60)
- Other real assets (38)
- Currency (35)
- Private equity (146)
- Long-term/retirement investing
- Wealth management (131)
- Retirement (181)
- Social security (22)
- Pension funds (30)
- Other (5)
- Performance measurement
- Volatility measures (17)
- Performance measurement (349)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (145)
- Credit default swaps (27)
- Other (49)
- Mutual funds/passive investing/indexing
- Passive strategies (13)
- Other (97)