| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence |
1 |
1 |
4 |
4 |
2 |
4 |
14 |
14 |
| Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence |
2 |
2 |
38 |
38 |
5 |
16 |
82 |
82 |
| Artificial Stupidity: A Reply |
0 |
0 |
2 |
2 |
0 |
1 |
9 |
9 |
| Employee Stock Options: Much More Valuable Than You Thought |
0 |
0 |
4 |
4 |
0 |
0 |
10 |
10 |
| Employee Stock Options: Much More Valuable Than You Thought |
0 |
2 |
8 |
37 |
2 |
5 |
35 |
140 |
| Generalized Binomial Trees |
3 |
9 |
34 |
1,288 |
11 |
29 |
151 |
3,773 |
| Generalized Binomial Trees |
0 |
1 |
9 |
206 |
0 |
1 |
21 |
423 |
| Generalized Binomial Trees |
1 |
2 |
4 |
4 |
2 |
4 |
17 |
17 |
| Implied Binomial Trees: Generalizations and Empirical Tests |
2 |
4 |
39 |
453 |
4 |
10 |
82 |
854 |
| Implied Probability Distributions: Empirical Analysis |
0 |
0 |
0 |
2 |
0 |
6 |
37 |
413 |
| Incentive Contracts and Hedge Fund Management |
2 |
4 |
6 |
6 |
7 |
13 |
22 |
22 |
| Incentive Contracts and Hedge Fund Management |
1 |
1 |
14 |
14 |
7 |
13 |
51 |
51 |
| Incentive Contracts and Hedge Fund Management |
3 |
8 |
32 |
130 |
10 |
25 |
129 |
434 |
| Incentive Contracts and Hedge Fund Management: A Numerical Evaluation Procedure |
0 |
0 |
3 |
30 |
4 |
7 |
30 |
128 |
| Managerial Responses to Incentives: Control of Firm Risk, Derivative Pricing Implications, and Outside Wealth Management |
1 |
2 |
13 |
13 |
2 |
11 |
49 |
49 |
| Managerial Responses to Incentives: Control of Firm Risk, Derivative Pricing Implications, and Outside Wealth Management |
0 |
0 |
9 |
9 |
1 |
5 |
20 |
20 |
| Mispricing of S&P 500 Index Options |
2 |
4 |
18 |
75 |
3 |
12 |
60 |
242 |
| Mispricing of S&P 500 Index Options |
1 |
1 |
4 |
4 |
1 |
1 |
11 |
11 |
| Mispricing of S&P 500 Index Options |
4 |
5 |
50 |
50 |
7 |
13 |
74 |
74 |
| Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review |
4 |
12 |
49 |
49 |
5 |
21 |
101 |
101 |
| Option Pricing: Real and Risk-Neutral Distributions |
4 |
9 |
35 |
35 |
12 |
22 |
87 |
87 |
| Option Pricing: Real and Risk-Neutral Distributions |
6 |
11 |
31 |
118 |
13 |
20 |
60 |
228 |
| Recovering Delisting Returns of Hedge Funds |
0 |
1 |
21 |
21 |
0 |
2 |
45 |
45 |
| Recovering Delisting Returns of Hedge Funds |
0 |
2 |
15 |
15 |
1 |
3 |
22 |
22 |
| Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns |
3 |
7 |
29 |
29 |
4 |
11 |
55 |
55 |
| Recovering Risk Aversion from Option Prices and Realized Returns |
4 |
25 |
121 |
1,023 |
13 |
50 |
221 |
3,113 |
| Recovering Risk Aversion from Option Prices and Realized Returns |
0 |
2 |
17 |
204 |
1 |
3 |
36 |
401 |
| Total Working Papers |
44 |
115 |
609 |
3,863 |
117 |
308 |
1,531 |
10,818 |
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