14
H index
19
i10 index
7549
Citations
Stanford University | 14 H index 19 i10 index 7549 Citations RESEARCH PRODUCTION: 31 Articles 12 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Myron S. Scholes. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 8 |
Journal of Financial Economics | 4 |
The Journal of Business | 4 |
American Economic Review | 2 |
Journal of Financial Transformation | 2 |
Journal of Political Economy | 2 |
Working Papers Series with more than one paper published | # docs |
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Research Papers / Stanford University, Graduate School of Business | 2 |
Year | Title of citing document | |
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2020 | Large Bets and Stock Market Crashes. (2020). Kyle, Albert S ; Obizhaeva, Anna A. In: Working Papers. RePEc:abo:neswpt:w0269. Full description at Econpapers || Download paper | |
2020 | Quantifying the U.S. Market Response to the African Swine Fever Outbreak in China. (2020). Schulz, Lee ; Pudenz, Christopher C. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304298. Full description at Econpapers || Download paper | |
2020 | Model-Independent Price Bounds for Catastrophic Mortality Bonds. (2016). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Papers. RePEc:arx:papers:1607.07108. Full description at Econpapers || Download paper | |
2020 | Gated Neural Networks for Option Pricing: Rationality by Design. (2016). Yang, Yongxin ; Hospedales, Timothy M ; Zheng, YU. In: Papers. RePEc:arx:papers:1609.07472. Full description at Econpapers || Download paper | |
2020 | Option Pricing with Greed and Fear Factor: The Rational Finance Approach. (2017). Fabozzi, Frank ; Racheva-Iotova, Boryana. In: Papers. RePEc:arx:papers:1709.08134. Full description at Econpapers || Download paper | |
2020 | Rational Models for Inflation-Linked Derivatives. (2018). Sloth, David ; Skovmand, David ; Macrina, Andrea ; Dam, Henrik. In: Papers. RePEc:arx:papers:1801.08804. Full description at Econpapers || Download paper | |
2020 | Market Impact in a Latent Order Book. (2018). Lemhadri, Ismael. In: Papers. RePEc:arx:papers:1802.06101. Full description at Econpapers || Download paper | |
2020 | A Generalized Framework for Simultaneous Long-Short Feedback Trading. (2018). Burke, Kevin ; O'Brien, Joseph D. In: Papers. RePEc:arx:papers:1806.05561. Full description at Econpapers || Download paper | |
2020 | Option pricing models without probability. (2019). Brigo, Damiano ; Cass, Thomas ; Bellani, Claudio ; Armstrong, John. In: Papers. RePEc:arx:papers:1808.09378. Full description at Econpapers || Download paper | |
2020 | Fast calibration of two-factor models for energy option pricing. (2018). de Nicolao, Giuseppe ; Marziali, Andrea ; Fabbiani, Emanuele. In: Papers. RePEc:arx:papers:1809.03941. Full description at Econpapers || Download paper | |
2020 | Closed-form expansions with respect to the mixing solution for option pricing under stochastic volatility. (2019). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:1812.07803. Full description at Econpapers || Download paper | |
2020 | A weighted finite difference method for subdiffusive Black Scholes Model. (2019). Plociniczak, Lukasz ; Magdziarz, Marcin ; Zanowski, Grzegorz Krzy. In: Papers. RePEc:arx:papers:1907.00297. Full description at Econpapers || Download paper | |
2020 | Stochastic Price Dynamics Equations Via Supply and Demand; Implications for Volatility and Risk. (2019). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1908.01103. Full description at Econpapers || Download paper | |
2021 | An analytical perturbative solution to the Merton Garman model using symmetries. (2019). Shaw, Nathaniel Wiesendanger ; Calmet, Xavier. In: Papers. RePEc:arx:papers:1909.01413. Full description at Econpapers || Download paper | |
2020 | Arbitrage-free modeling under Knightian Uncertainty. (2019). Maggis, Marco ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1909.04602. Full description at Econpapers || Download paper | |
2021 | Dynamics of symmetric SSVI smiles and implied volatility bubbles. (2019). Martini, Claude ; Jacquier, Antoine ; el Amrani, Mehdi. In: Papers. RePEc:arx:papers:1909.10272. Full description at Econpapers || Download paper | |
2020 | Mixed Levy Subordinated Market Model and Implied Probability Weighting Function. (2019). Fabozzi, Frank J ; Rachev, Svetlozar T ; Hu, Yuan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1910.05902. Full description at Econpapers || Download paper | |
2021 | The value of power-related options under spectrally negative L\evy processes. (2019). Aguilar, Jean-Philippe. In: Papers. RePEc:arx:papers:1910.07971. Full description at Econpapers || Download paper | |
2020 | Quantization-based Bermudan option pricing in the $FX$ world. (2019). Pages, Gilles ; Montes, Thibaut ; Lemaire, Vincent ; Fayolle, Jean-Michel. In: Papers. RePEc:arx:papers:1911.05462. Full description at Econpapers || Download paper | |
2020 | Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion. (2019). Hicks, Will. In: Papers. RePEc:arx:papers:1911.11475. Full description at Econpapers || Download paper | |
2020 | Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning. (2019). Hanson, Erik ; Nganje, William ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:1911.13300. Full description at Econpapers || Download paper | |
2021 | A Quantum algorithm for linear PDEs arising in Finance. (2019). Oumgari, Mugad ; Jacquier, Antoine ; Fontanela, Filipe. In: Papers. RePEc:arx:papers:1912.02753. Full description at Econpapers || Download paper | |
2021 | Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. (2019). Ruf, Johannes ; Vcern, Alevs . In: Papers. RePEc:arx:papers:1912.03651. Full description at Econpapers || Download paper | |
2020 | Option Pricing in an Investment Risk-Return Setting. (2020). Stoyanov, Stoyan V ; Fabozzi, Frank J ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2001.00737. Full description at Econpapers || Download paper | |
2020 | Hedging problems for Asian options with transactions costs. (2020). Shishkova, Alena ; Pergamenchtchikov, Serguei. In: Papers. RePEc:arx:papers:2001.01443. Full description at Econpapers || Download paper | |
2020 | Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures. (2020). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed . In: Papers. RePEc:arx:papers:2002.02876. Full description at Econpapers || Download paper | |
2020 | Equal risk option pricing with deep reinforcement learning. (2020). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2002.08492. Full description at Econpapers || Download paper | |
2020 | Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing. (2020). Mathys, Ludovic ; Farkas, Walter. In: Papers. RePEc:arx:papers:2002.09911. Full description at Econpapers || Download paper | |
2020 | Convex Optimization Over Risk-Neutral Probabilities. (2020). Boyd, Stephen ; Tuck, Jonathan ; Barratt, Shane. In: Papers. RePEc:arx:papers:2003.02878. Full description at Econpapers || Download paper | |
2020 | An iterative splitting method for pricing European options under the Heston model. (2020). Huang, Zhongyi ; Li, Hongshan. In: Papers. RePEc:arx:papers:2003.12934. Full description at Econpapers || Download paper | |
2020 | Correlating L\evy processes with Self-Decomposability: Applications to Energy Markets. (2020). Sasso, Emanuela ; Sabino, Piergiacomo ; Gardini, Matteo. In: Papers. RePEc:arx:papers:2004.04048. Full description at Econpapers || Download paper | |
2020 | On the multiplicity of the martingale condition: Spontaneous symmetry breaking in Quantum Finance. (2020). Tse, Alan Ching-Biu ; Au, Alan ; Arraut, Ivan. In: Papers. RePEc:arx:papers:2004.11270. Full description at Econpapers || Download paper | |
2020 | Short-Term Investments and Indices of Risk. (2020). Schreiber, Amnon ; Heller, Yuval. In: Papers. RePEc:arx:papers:2005.06576. Full description at Econpapers || Download paper | |
2020 | Explicit approximations for option prices via Malliavin calculus for the stochastic Verhulst volatility model. (2020). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:2006.01542. Full description at Econpapers || Download paper | |
2020 | Existence of equivalent local martingale deflators in semimartingale market models. (2020). Platen, Eckhard ; Tappe, Stefan. In: Papers. RePEc:arx:papers:2006.01572. Full description at Econpapers || Download paper | |
2020 | Quant Bust 2020. (2020). Kakushadze, Zura. In: Papers. RePEc:arx:papers:2006.05632. Full description at Econpapers || Download paper | |
2020 | Tempered Stable Processes with Time Varying Exponential Tails. (2020). Douady, Raphael ; Roh, Kum-Hwan ; Kim, Young Shin. In: Papers. RePEc:arx:papers:2006.07669. Full description at Econpapers || Download paper | |
2020 | Liquidity Provider Returns in Geometric Mean Markets. (2020). Evans, Alex. In: Papers. RePEc:arx:papers:2006.08806. Full description at Econpapers || Download paper | |
2020 | Robust uncertainty sensitivity analysis. (2020). Drapeau, Samuel ; Bartl, Daniel ; Wiesel, Johannes ; Obloj, Jan. In: Papers. RePEc:arx:papers:2006.12022. Full description at Econpapers || Download paper | |
2020 | Optimal Hedging in Incomplete Markets. (2020). Hughston, Lane P ; Bouzianis, George. In: Papers. RePEc:arx:papers:2006.12989. Full description at Econpapers || Download paper | |
2021 | Quantum computing for Finance: state of the art and future prospects. (2020). Gambella, Claudio ; Egger, Daniel J ; Yndurain, Elena ; Woerner, Stefan ; Simonetto, Andrea ; Raymond, Rudy ; Mevissen, Martin ; McFaddin, Scott ; Marecek, Jakub. In: Papers. RePEc:arx:papers:2006.14510. Full description at Econpapers || Download paper | |
2020 | A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312. Full description at Econpapers || Download paper | |
2020 | Dynamic Hedging using Generated Genetic Programming Implied Volatility Models. (2020). Abdelmalek, Wafa ; Abid, Fathi ; ben Hamida, Sana. In: Papers. RePEc:arx:papers:2006.16407. Full description at Econpapers || Download paper | |
2020 | Expectation and Price in Incomplete Markets. (2020). McCloud, Paul. In: Papers. RePEc:arx:papers:2006.16703. Full description at Econpapers || Download paper | |
2020 | Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility. (2020). Abdelmalek, Wafa ; ben Hamida, Sana ; Abid, Fathi. In: Papers. RePEc:arx:papers:2007.07207. Full description at Econpapers || Download paper | |
2020 | Deep Hedging of Long-Term Financial Derivatives. (2020). Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2007.15128. Full description at Econpapers || Download paper | |
2020 | Data-Driven Option Pricing using Single and Multi-Asset Supervised Learning. (2020). Tanksale, Atharva ; Rajani, Sharan ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2008.00462. Full description at Econpapers || Download paper | |
2020 | Insider Ownership and Dividend Payout Policy: The Role of Business Cycle. (2020). Aliyeva, Asmar. In: Papers. RePEc:arx:papers:2008.04069. Full description at Econpapers || Download paper | |
2020 | Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907. Full description at Econpapers || Download paper | |
2020 | Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model. (2020). Contreras, Mauricio. In: Papers. RePEc:arx:papers:2009.09329. Full description at Econpapers || Download paper | |
2020 | The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2020). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2009.10972. Full description at Econpapers || Download paper | |
2020 | Practical Option Valuations of Futures Contracts with Negative Underlying Prices. (2020). Martinez, Guillermo ; Soufiani, Elham ; Roldan-Contreras, Ana ; Swishchuk, Anatoliy ; Yao, Yao ; Agrawal, Nishant ; Seifi, Mohsen. In: Papers. RePEc:arx:papers:2009.12350. Full description at Econpapers || Download paper | |
2020 | A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402. Full description at Econpapers || Download paper | |
2020 | Heteroscedasticity test of high-frequency data with jumps and microstructure noise. (2020). Liu, Zhi ; Zhang, Chuanhai. In: Papers. RePEc:arx:papers:2010.07659. Full description at Econpapers || Download paper | |
2020 | Option Hedging with Risk Averse Reinforcement Learning. (2020). Trapletti, Michele ; Vittori, Edoardo ; Restelli, Marcello. In: Papers. RePEc:arx:papers:2010.12245. Full description at Econpapers || Download paper | |
2020 | Options Pricing for Two Stocks by Black Sholes Time Fractional Order NonLinear Partial Differential Equation. (2020). Hafeez, Saeed ; Zakaria, Kamran. In: Papers. RePEc:arx:papers:2010.13411. Full description at Econpapers || Download paper | |
2020 | A Finite Element Approach to the Numerical Solutions of Lelands Mode. (2020). Erlangga, Yogi Ahmad ; Wei, Dongming ; Zhumakhanova, Gulzat. In: Papers. RePEc:arx:papers:2010.13541. Full description at Econpapers || Download paper | |
2020 | Derivatives Pricing in Non-Arbitrage Market. (2020). Gonchar, N S. In: Papers. RePEc:arx:papers:2010.13630. Full description at Econpapers || Download paper | |
2020 | Generalised geometric Brownian motion: Theory and applications to option pricing. (2020). Stojkoski, Viktor ; Metzler, Ralf ; Kocarev, Ljupco ; Basnarkov, Lasko ; Sandev, Trifce . In: Papers. RePEc:arx:papers:2011.00312. Full description at Econpapers || Download paper | |
2020 | Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry. (2020). Halperin, Igor. In: Papers. RePEc:arx:papers:2011.01417. Full description at Econpapers || Download paper | |
2020 | A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets. (2020). Sabino, Piergiacomo ; Gardini, Matteo ; Sasso, Emanuela. In: Papers. RePEc:arx:papers:2011.04256. Full description at Econpapers || Download paper | |
2020 | Spontaneous symmetry breaking in Quantum Finance. (2020). Au, Alan ; Arraut, Ivan ; Tse, Alan Ching-Biu. In: Papers. RePEc:arx:papers:2011.05278. Full description at Econpapers || Download paper | |
2020 | Portfolio Risk Measurement Using a Mixture Simulation Approach. (2020). Sharifi, Azin ; Sina, Seyed Mohammad ; Arian, Hamidreza. In: Papers. RePEc:arx:papers:2011.07994. Full description at Econpapers || Download paper | |
2020 | Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes. (2020). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:2011.08275. Full description at Econpapers || Download paper | |
2020 | Option Pricing Incorporating Factor Dynamics in Complete Markets. (2020). Lindquist, Brent W ; Shirvani, Abootaleb ; Hu, Yuan ; Rachev, Svetlozar T ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2011.08343. Full description at Econpapers || Download paper | |
2020 | Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance. (2020). Linden, Noah ; An, Dong ; Wang, Jiasu ; Shao, Changpeng ; Montanaro, Ashley ; Liu, Jin-Peng. In: Papers. RePEc:arx:papers:2012.06283. Full description at Econpapers || Download paper | |
2020 | Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351. Full description at Econpapers || Download paper | |
2020 | High-frequency dynamics of the implied volatility surface. (2020). Baldacci, Bastien. In: Papers. RePEc:arx:papers:2012.10875. Full description at Econpapers || Download paper | |
2021 | On the RND under Hestons stochastic volatility model. (2021). Boukai, Ben. In: Papers. RePEc:arx:papers:2101.03626. Full description at Econpapers || Download paper | |
2021 | Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study. (2021). Iacus, Stefano ; Carpi, Tiziana ; Hino, Airo ; Porro, Giuseppe. In: Papers. RePEc:arx:papers:2101.07695. Full description at Econpapers || Download paper | |
2021 | Extensive networks would eliminate the demand for pricing formulas. (2021). Huh, Jeonggyu ; Park, Kyunghyun ; Jeon, Jaegi. In: Papers. RePEc:arx:papers:2101.09064. Full description at Econpapers || Download paper | |
2021 | Unraveling S&P500 stock volatility and networks -- An encoding and decoding approach. (2021). Hsieh, Fushing ; Wang, Xiaodong. In: Papers. RePEc:arx:papers:2101.09395. Full description at Econpapers || Download paper | |
2021 | Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing. (2021). Kim, Young Shin. In: Papers. RePEc:arx:papers:2101.11001. Full description at Econpapers || Download paper | |
2021 | Asymmetric Tsallis distributions for modelling financial market dynamics. (2021). Devi, Sandhya. In: Papers. RePEc:arx:papers:2102.04532. Full description at Econpapers || Download paper | |
2021 | Hedging of Financial Derivative Contracts via Monte Carlo Tree Search. (2021). Szehr, Oleg. In: Papers. RePEc:arx:papers:2102.06274. Full description at Econpapers || Download paper | |
2021 | The Golden Age of the Mathematical Finance. (2021). Jos'e Manuel Corcuera, . In: Papers. RePEc:arx:papers:2102.06693. Full description at Econpapers || Download paper | |
2020 | PARAMETRIC CROP INSURANCE AGAINST FLOODS: THE CASE OF BOSNIA AND HERZEGOVINA. (2020). Stani, Stanko ; Bakot, Bojan . In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:224:p:83-100. Full description at Econpapers || Download paper | |
2020 | Climate-related Risks and Central Banks’ Collateral Policy: a Methodological Experiment. (2020). Pierre-Franois, Weber ; Romain, Svartzman ; Bunyamin, Erkan ; Antoine, Oustry. In: Working papers. RePEc:bfr:banfra:790. Full description at Econpapers || Download paper | |
2020 | When are dividend increases bad for corporate bonds?. (2020). Do, Viet ; Truong, Cameron ; Wei, Xiaoting. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1295-1326. Full description at Econpapers || Download paper | |
2020 | The value of ongoing venture capital investment to newly listed firms. (2020). Suchard, Joann ; Owen, Sian ; Hsu, Weihuei. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1327-1349. Full description at Econpapers || Download paper | |
2020 | Overnight block trades in the Korean stock market. (2020). Kim, Suk Bong ; Hur, Seokkyun ; Chung, Chune Young. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2231-2261. Full description at Econpapers || Download paper | |
2020 | Past managerial guidance and returns to variance trading around earnings announcements. (2020). Neururer, Thaddeus. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2995-3031. Full description at Econpapers || Download paper | |
2020 | Levered and inverse VIX ETP option contract adjustments: No harm, no foul?. (2020). Whaley, Robert E ; Tengulov, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3253-3277. Full description at Econpapers || Download paper | |
2020 | Financial applications of semidefinite programming: a review and call for interdisciplinary research. (2020). Harris, Geoff ; Gepp, Adrian ; Vanstone, Bruce. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3527-3555. Full description at Econpapers || Download paper | |
2020 | Determinants and consequences of financial distress: review of the empirical literature. (2020). Sun, LI ; Uddin, Md Borhan ; Huang, Hedy Jiaying ; D'Costa, Mabel ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1023-1075. Full description at Econpapers || Download paper | |
2020 | Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:632-654. Full description at Econpapers || Download paper | |
2020 | Commodity option pricing efficiency before Black, Scholes, and Merton. (2020). Saleuddin, Rasheed ; Chambers, David. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:2:p:540-564. Full description at Econpapers || Download paper | |
2020 | Do bankers on the board reduce crash risk?. (2020). Liao, Qunfeng ; Kim, Hany ; Kang, Minjung. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:684-723. Full description at Econpapers || Download paper | |
2020 | Estimating portfolio risk for tail risk protection strategies. (2020). Lohre, Harald ; Happersberger, David ; Nolte, Ingmar. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1107-1146. Full description at Econpapers || Download paper | |
2020 | Mispriced index option portfolios. (2020). Perrakis, Stylianos ; Czerwonko, Michal ; Constantinides, George M. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:297-330. Full description at Econpapers || Download paper | |
2020 | Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706. Full description at Econpapers || Download paper | |
2020 | Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets. (2020). Sarris, Alexandros ; Dotsis, George ; Triantafyllou, Athanasios. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:3:p:631-651. Full description at Econpapers || Download paper | |
2020 | The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Zhao, Chen ; Li, Yubin ; Govindaraj, Suresh. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:615-644. Full description at Econpapers || Download paper | |
2020 | Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370. Full description at Econpapers || Download paper | |
2020 | Option Profit and Loss Attribution and Pricing: A New Framework. (2020). Wu, Liuren ; Carr, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2271-2316. Full description at Econpapers || Download paper | |
2020 | PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES. (2020). Ibrushi, Denada ; Cenesizoglu, Tolga. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:649-673. Full description at Econpapers || Download paper | |
2020 | The Effect of Risk Aversion and Loss Aversion on Equityâ€Linked Life Insurance With Surrender Guarantees. (2020). Hilpert, Christian. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:665-687. Full description at Econpapers || Download paper | |
2020 | Option pricing with orthogonal polynomial expansions. (2020). Filipovi, Damir ; Ackerer, Damien. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:1:p:47-84. Full description at Econpapers || Download paper | |
2020 | Convergence of optimal expected utility for a sequence of discreteâ€time markets. (2020). Schachermayer, Walter ; Kreps, David M. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1205-1228. Full description at Econpapers || Download paper | |
2020 | Biopsia de un inversor (¿conservador?) de renta fija. (2020). Delfau, Emiliano. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:766. Full description at Econpapers || Download paper | |
2020 | LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC. (2020). Fergusson, Kevin. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:381-417_3. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1992 | FIRMS RESPONSES TO ANTICIPATED REDUCTIONS IN TAX RATES - THE TAX-REFORM ACT OF 1986 In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 36 |
1992 | Firms Responses to Anticipated Reductions in Tax Rates: The Tax Reform Act of 1986.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2013 | The Cost of Constraints: Risk Management, Agency Theory and Asset Prices In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | The Cost of Constraints: Risk Management, Agency Theory and Asset Prices.(2014) In: Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1974 | The effects of dividend yield and dividend policy on common stock prices and returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 139 |
1989 | Decentralized investment banking : The case of discount dividend-reinvestment and stock-purchase plans In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
1989 | Decentralized Investment Banking: The Case of Discount Dividend-Reinve stment and Stock-Purchase Plans.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1977 | Estimating betas from nonsynchronous data In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 695 |
1978 | Dividends and taxes In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 119 |
2009 | Makert-Based Mechanisms to Reduce Systemic Risk In: Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
1996 | Global Financial Markets, Derivative Securities, and Systemic Risks. In: Journal of Risk and Uncertainty. [Citation analysis] | article | 2 |
2007 | Information Sharing, Price Negotiation and Management Buy-outs of Private Family-owned Firms In: Small Business Economics. [Full Text][Citation analysis] | article | 16 |
1991 | The Role of Tax Rules in the Recent Restructuring of U.S. Corporations In: NBER Chapters. [Full Text][Citation analysis] | chapter | 8 |
1983 | Who Owns the Assets in a Defined-Benefit Pension Plan? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 13 |
1982 | Who Owns the Assets in a Defined Benefit Pension Plan.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1983 | Economic Implications of ERISA In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
1982 | Economic Implications of ERISA.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1989 | Converting Corporations to Partnerships through Leverage: Theoretical and Practical Impediments In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
1989 | Employee Stock Ownership Plans and Corporate Restructuring: Myths and Realities In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
1989 | The Effects of Changes in Tax Laws on Corporate Reorganization Activity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 76 |
1990 | The Effects of Changes in Tax Laws on Corporate Reorganization Activity..(1990) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | article | |
2006 | The Derivatives Sourcebook In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 0 |
1990 | Tax Planning, Regulatory Capital Planning, and Financial Reporting Strategy for Commercial Banks. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 101 |
1993 | Entretien avec Myron Scholes, Managing Director, Salomon Brothers et Professeur à Stanford In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
2004 | The future of hedge funds In: Journal of Financial Transformation. [Citation analysis] | article | 2 |
2004 | The future of hedge funds.(2004) In: Journal of Financial Transformation. [Citation analysis] This paper has another version. Agregated cites: 2 | article | |
1998 | Autobiography In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
2008 | Interview with Nobel Prize Laureate Myron S. Scholes In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
1972 | The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices. In: The Journal of Business. [Full Text][Citation analysis] | article | 168 |
1978 | The Returns and Risk of Alternative Call Option Portfolio Investment Strategies. In: The Journal of Business. [Full Text][Citation analysis] | article | 25 |
1982 | The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies. In: The Journal of Business. [Full Text][Citation analysis] | article | 13 |
1973 | The Pricing of Options and Corporate Liabilities. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 5745 |
1982 | Dividends and Taxes: Some Empirical Evidence. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 133 |
1981 | The economics of hedging and spreading in futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
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