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Neil D. Pearson
Titolo
Citata da
Citata da
Anno
Differential interpretation of public signals and trade in speculative markets
E Kandel, ND Pearson
Journal of Political Economy 103 (4), 831-872, 1995
14841995
Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
H He, ND Pearson
Journal of Economic Theory 54 (2), 259-304, 1991
6461991
Value at risk
TJ Linsmeier, ND Pearson
Financial analysts journal 56 (2), 47-67, 2000
6292000
Value at risk
TJ Linsmeier, ND Pearson
Financial analysts journal 56 (2), 47-67, 2000
6292000
Exploiting the conditional density in estimating the term structure: An application to the Cox, Ingersoll, and Ross model
ND Pearson, TS Sun
The Journal of Finance 49 (4), 1279-1304, 1994
6201994
Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
H He, ND Pearson
Journal of Economic Theory 54 (2), 259-304, 1991
5791991
The dark side of financial innovation: A case study of the pricing of a retail financial product
BJ Henderson, ND Pearson
Journal of Financial Economics 100 (2), 227-247, 2011
4512011
Risk measurement: An introduction to value at risk
TJ Linsmeier, ND Pearson
4391996
New evidence on the financialization of commodity markets
BJ Henderson, ND Pearson, L Wang
The Review of Financial Studies 28 (5), 1285-1311, 2015
4042015
Is the short rate drift actually nonlinear?
DA Chapman, ND Pearson
The Journal of Finance 55 (1), 355-388, 2000
3412000
Option market activity
J Lakonishok, I Lee, ND Pearson, AM Poteshman
The Review of Financial Studies 20 (3), 813-857, 2007
3162007
Stock price clustering on option expiration dates
SX Ni, ND Pearson, AM Poteshman
Journal of Financial Economics 78 (1), 49-87, 2005
2502005
Why does the option to stock volume ratio predict stock returns?
L Ge, TC Lin, ND Pearson
Journal of Financial Economics 120 (3), 601-622, 2016
2212016
Is there price discovery in equity options?
D Muravyev, ND Pearson, JP Broussard
Journal of Financial Economics 107 (2), 259-283, 2013
2082013
Open-end mutual funds and capital-gains taxes
MJ Barclay, ND Pearson, MS Weisbach
Journal of Financial Economics 49 (1), 3-43, 1998
1921998
Risk budgeting: portfolio problem solving with value-at-risk
ND Pearson
John Wiley & Sons, 2011
1862011
Risk budgeting: portfolio problem solving with value-at-risk
ND Pearson
John Wiley & Sons, 2011
1862011
Quantitative disclosures of market risk in the SEC release
TJ Linsmeier, ND Pearson
Accounting Horizons 11 (1), 107, 1997
1501997
Using proxies for the short rate: when are three months like an instant?
DA Chapman, JB Long Jr, ND Pearson
The Review of Financial Studies 12 (4), 763-806, 1999
1441999
Options trading costs are lower than you think
D Muravyev, ND Pearson
The Review of Financial Studies 33 (11), 4973-5014, 2020
1312020
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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