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There are 11374 results for: content related to: Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

  1. Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 341–378, HAITAO LI and FENG ZHAO

    Version of Record online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00838.x

  2. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2819–2870, ANDREA BURASCHI, ROBERT KOSOWSKI and WORRAWAT SRITRAKUL

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12167

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    Empirical Performance of Alternative Option Pricing Models

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2003–2049, Gurdip Bakshi, Charles Cao and Zhiwu Chen

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02749.x

  4. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  5. Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 721–733, EDWIN BURMEISTER and MARJORIE B. McELROY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04603.x

  6. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  7. Implied Volatility Functions: Empirical Tests

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 2059–2106, Bernard Dumas, Jeff Fleming and Robert E. Whaley

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00083

  8. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

  9. Noisy Prices and Inference Regarding Returns

    The Journal of Finance

    Volume 68, Issue 2, April 2013, Pages: 665–714, ELENA ASPAROUHOVA, HENDRIK BESSEMBINDER and IVALINA KALCHEVA

    Version of Record online : 7 MAR 2013, DOI: 10.1111/jofi.12010

  10. Model Uncertainty and Option Markets with Heterogeneous Beliefs

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2841–2897, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01006.x

  11. Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 2859–2897, ĽUBOŠ PÁSTOR, MEENAKSHI SINHA and BHASKARAN SWAMINATHAN

    Version of Record online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01415.x

  12. A Nonlinear Factor Analysis of S&P 500 Index Option Returns

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2325–2363, CHRISTOPHER S. JONES

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01059.x

  13. The Cost of Capital for Alternative Investments

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2185–2226, JAKUB W. JUREK and ERIK STAFFORD

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12269

  14. Hedging Pressure Effects in Futures Markets

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1437–1456, Frans A. De Roon, Theo E. Nijman and Chris Veld

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00253

  15. Agency Costs, Risk Management, and Capital Structure

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1213–1243, Hayne E. Leland

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00051

  16. The Performance of Hedge Funds: Risk, Return, and Incentives

    The Journal of Finance

    Volume 54, Issue 3, June 1999, Pages: 833–874, Carl Ackermann, Richard McEnally and David Ravenscraft

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00129

  17. Stochastic Volatilities and Correlations of Bond Yields

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1491–1524, BING HAN

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01242.x

  18. Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2805–2840, ANDREW W. LO and JIANG WANG

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01005.x

  19. Linear-Rational Term Structure Models

    The Journal of Finance

    Volume 72, Issue 2, April 2017, Pages: 655–704, DAMIR FILIPOVIĆ, MARTIN LARSSON and ANDERS B. TROLLE

    Version of Record online : 21 MAR 2017, DOI: 10.1111/jofi.12488

  20. Volatility, the Macroeconomy, and Asset Prices

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2471–2511, RAVI BANSAL, DANA KIKU, IVAN SHALIASTOVICH and AMIR YARON

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12110