City Research Online

Items where City Author is "Neuberger, Anthony"

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Number of items: 8.

Della Corte, P., Kozhan, R. and Neuberger, A. ORCID: 0000-0002-5344-1083 (2020). The Cross-Section of Currency Volatility Premia. Journal of Financial Economics,

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

Neuberger, A. ORCID: 0000-0002-5344-1083 and Payne, R. G. (2020). The Skewness of the Stock Market at Long Horizons. The Review of Financial Studies,

Hobson, D.E. and 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. and 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. and 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. and 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

This list was generated on Wed May 27 04:47:02 2020 UTC.