Articles published: All time Last 6 months Last 12 months Last 24 months Last 36 months
Citations Article
3
Article: Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness
by
2
Article: Stock Returns and Risk: Evidence from Quantile
by  and
1
Article: China’s Stock Market Integration with a Leading Power and a Close Neighbor
by ,  and
1
Article: Corporate Risk Disclosure and Corporate Governance
by
1
Article: Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital
by  and Jr.
1
Article: Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency
by
1
Article: Are Entrepreneur-Led Companies Better? Evidence from Publicly Traded U.S. Companies: 1998-2010
by
1
Article: Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models
by ,  and
1
Article: Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors
by  and
1
Article: A General Empirical Model of Hedging
by  and