Anthony Neuberger
Anthony Neuberger
Professor of Finance, Cass Business School, City University of London
Email verificata su city.ac.uk
Titolo
Citata da
Citata da
Anno
Option prices, implied price processes, and stochastic volatility
M Britten‐Jones, A Neuberger
The journal of Finance 55 (2), 839-866, 2000
9502000
Optimal replication of contingent claims under transaction costs
S Hodges
Review Futures Market 8, 222-239, 1989
9111989
The log contract
A Neuberger
Journal of portfolio management 20, 74-74, 1994
3081994
Realized skewness
A Neuberger
The Review of Financial Studies 25 (11), 3423-3455, 2012
1902012
Trade disclosure regulation in markets with negotiated trades
NY Naik, A Neuberger, S Viswanathan
The Review of Financial Studies 12 (4), 873-900, 1999
1811999
The skew risk premium in the equity index market
R Kozhan, A Neuberger, P Schneider
The Review of Financial Studies 26 (9), 2174-2203, 2013
1692013
Hedging long-term exposures with multiple short-term futures contracts
A Neuberger
The Review of Financial Studies 12 (3), 429-459, 1999
1241999
Robust bounds for forward start options
D Hobson, A Neuberger
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012
1122012
Volatility trading
AJ Neuberger
Institute of Finance and Accounting, London Business School, 1990
991990
Improved inference in regression with overlapping observations
M Britten‐Jones, A Neuberger, I Nolte
Journal of Business Finance & Accounting 38 (5‐6), 657-683, 2011
632011
Pricing liquidity risk with heterogeneous investment horizons
A Beber, J Driessen, A Neuberger, P Tuijp
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 2011-120, 2018
382018
The pension protection fund
D McCarthy, A Neuberger
Fiscal Studies 26 (2), 139-167, 2005
332005
An empirical examination of market maker profits on the London Stock Exchange
AJ Neuberger
Journal of Financial Services Research 6 (4), 343-372, 1993
311993
Gold derivatives: the market impact
A Neuberger, I Cooper, JR Franks, SM Schaefer
World Gold Council, 2001
242001
Arbitrage pricing with incomplete markets
M Britten-Jones, A Neuberger
Applied Mathematical Finance 3 (4), 347-363, 1996
241996
Disclosure regulation in competitive dealership markets: analysis of the London stock exchange
NY Naik, S Viswanathan, A Neuberger
London Business School Institute of Finance and Accounting Working Paper 193, 1994
241994
Do IPOs really underperform in the long-run? New evidence from the Canadian market
M Kooli, JF L'Her, JM Suret
The Journal of Private Equity 9 (4), 48-58, 2006
222006
Pensions policy: evidence on aspects of savings behaviour and capital markets
D McCarthy, A Neuberger
CEPR, 2004
222004
The skew risk premium in index option prices
R Kozhan, A Neuberger, P Schneider
SSRN eLibrary, 2011
182011
More on hedging American options under model uncertainty
D Hobson, A Neuberger
arXiv preprint arXiv:1604.02274, 2016
162016
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20