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Items where City Author is "Neuberger, Anthony"

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Article

Neuberger, A. ORCID: 0000-0002-5344-1083 (2023). The Black–Scholes paper: a personal perspective. Decisions in Economics and Finance, 46(2), pp. 713-730. doi: 10.1007/s10203-023-00415-z

Neuberger, A. ORCID: 0000-0002-5344-1083 & Payne, R. G. (2021). The Skewness of the Stock Market at Long Horizons. The Review of Financial Studies, 34(3), pp. 1572-1616. doi: 10.1093/rfs/hhaa048

Della Corte, P., Kozhan, R. & Neuberger, A. ORCID: 0000-0002-5344-1083 (2020). The Cross-Section of Currency Volatility Premia. Journal of Financial Economics, 139(3), pp. 950-970. doi: 10.1016/j.jfineco.2020.08.010

Beber, A., Driessen, J., Neuberger, A. ORCID: 0000-0002-5344-1083 & Tuijp, P. (2020). Pricing Liquidity Risk with Heterogeneous Investment Horizons. Journal of Financial and Quantitative Analysis, pp. 1-67. doi: 10.1017/S0022109020000137

Hobson, D.E. & Neuberger, A. (2017). Model uncertainty and the pricing of American options. Finance and Stochastics, 21(1), pp. 285-329. doi: 10.1007/s00780-016-0314-2

Kozhan, R., Neuberger, A. & Schneider, P. (2013). The Skew Risk Premium in the Equity Index Market. The Review of Financial Studies, 26(9), pp. 2174-2203. doi: 10.1093/rfs/hht039

Neuberger, A. (2012). Realized Skewness. The Review of Financial Studies, 25(11), pp. 3423-3455. doi: 10.1093/rfs/hhs101

Hobson, D.E. & Neuberger, A. (2012). Robust bounds for forward start options. Mathematical Finance, 22(1), pp. 31-56. doi: 10.1111/j.1467-9965.2010.00473.x

Britten-Jones, M., Neuberger, A. & Nolte, I. (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance & Accounting, 38(5-6), pp. 657-683. doi: 10.1111/j.1468-5957.2011.02244.x

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