Access Statistics for Joshua Rosenberg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general approach to integrated risk management with skewed, fat-tailed risks 10 27 107 539 22 60 215 988
Asset Pricing Puzzles: Evidence from Options Markets 1 2 21 117 5 12 62 309
Empirical Pricing Kernels 2 7 40 428 5 14 72 892
Empirical Tests of Interest Rate Model Pricing Kernels 0 2 12 189 1 6 34 492
GARCH Gamma 3 11 56 1,020 8 28 125 2,635
GARCH Gamma 0 0 0 2 5 13 49 340
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 2 3 27 695 9 14 70 1,772
How do treasury dealers manage their positions? 5 15 51 111 38 84 303 585
Implied Volatility Functions: A Reprise 7 15 49 496 15 33 103 783
Nonparametric pricing of multivariate contingent claims 0 1 20 287 0 8 51 674
Option Hedging Using Empirical Pricing Kernels 2 3 22 382 2 3 79 1,186
Option Hedging Using Empirical Pricing Kernels 1 2 9 365 3 7 27 1,045
Option-Based Tests of Interest Rate Diffusion Functions 0 1 4 70 0 5 24 306
Price discovery in the foreign currency futures and spot market 5 12 47 185 20 44 196 680
Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions 0 0 0 0 1 2 8 66
Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions 0 0 0 3 3 9 36 337
Semiparametric Pricing of Multivariate Contingent Claims 0 8 18 163 2 12 28 329
Stock returns and volatility: pricing the short-run and long-run components of market risk 9 24 111 217 16 44 243 540
Testing the Term Structure of Stochastic Volatility Models Using Option Hedging Performance Criteria 0 0 0 0 2 4 14 255
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 3 6 20 273
Testing the Volatility Term Structure using Option Hedging Criteria 3 7 40 494 8 26 119 1,228
The effect of employee stock options on bank investment choice, borrowing, and capital 3 7 25 47 10 23 104 212
The impact of CEO turnover on equity volatility 2 5 24 227 4 15 68 771
Total Working Papers 55 152 683 6,038 182 472 2,050 16,698

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general approach to integrated risk management with skewed, fat-tailed risks 3 5 30 110 4 8 48 214
Empirical pricing kernels 6 19 52 235 11 33 95 451
Pricing multivariate contingent claims using estimated risk-neutral density functions 1 2 6 39 2 4 12 74
The Impact of CEO Turnover on Equity Volatility 1 7 21 67 3 10 55 204
Total Journal Articles 11 33 109 451 20 55 210 943

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Statistics updated 2009-11-04