Items where Author is "Neuberger, A."
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