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G13 - Contingent Pricing; Futures Pricing
Citations 1-10 of 23 total displayed.
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Most recent content
(1 Jan 2007):
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- Articles
Agency Conflicts and Risk Management
- Erwan Morellec and Clifford W. Smith, Jr.
Review of Finance 2007; 11: 1-23.
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- Articles
Stochastic Dominance Bounds on American Option Prices in Markets with Frictions
- George M. Constantinides and Stylianos Perrakis
Review of Finance 2007; 11: 71-115.
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- Articles
Design and Estimation of Multi-Currency Quadratic Models
- Markus Leippold and Liuren Wu
Review of Finance 2007; 11: 167-207.
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Bankruptcy, Counterparty Risk, and Contagion
- Holger Kraft and Mogens Steffensen
Review of Finance 2007; 11: 209-252.
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Improved Forecasting of Mutual Fund Alphas and Betas
- Harry Mamaysky, Matthew Spiegel, and Hong Zhang
Review of Finance 2007; 11: 359-400.
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Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach
- Laurent Deville and Fabrice Riva
Review of Finance 2007; 11: 497-525.
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An Empirical Portfolio Perspective on Option Pricing Anomalies
- Joost Driessen and Pascal Maenhout
Review of Finance 2007; 11: 561-603.
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Past content
(since Jan 1998):
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- Articles
Why is the Index Smile So Steep?
- Nicole Branger and Christian Schlag
Review of Finance 2004; 8: 109-127.
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Measuring Systematic Risk in EMU Government Yield Spreads
- Alois Geyer, Stephan Kossmeier, and Stefan Pichler
Review of Finance 2004; 8: 171-197.
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- Articles
Design and Estimation of Quadratic Term Structure Models
- Markus Leippold and Liuren Wu
Review of Finance 2003; 7: 47-73.
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