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Robust Estimation of Risk-Neutral MomentsRePEc
ideas.repec.org
von M Ammann · · Zitiert von: 11 — Manuel Ammann; Alexander Feser. Registered: Abstract. This study provides an in-depth analysis of how to estimate risk ... von M Ammann · · Zitiert von: 2 — Author. Listed: Manuel Ammann. (University of St. Gallen). Alexander Feser. (University of St. Gallen).
Option-implied Value-at-Risk and the cross IDEAS/RePEc
ideas.repec.org
von M Ammann · · Zitiert von: 2 — Manuel Ammann & Alexander Feser, "Option-implied Value-at-Risk and the cross-section of stock returns," Review of Derivatives Research, Springer, vol. › revdev
Originate-to-distribute Model and the Subprime Mortgage ...Scholars Portal
journals.scholarsportal.info
Option-implied Value-at-Risk and the cross-section of stock returns. Authors. Manuel Ammann · Alexander Feser · ORCID ID ...
Robust Estimation of Risk-neutral Moments - Manuel Ammann, Alexander...
books.google.lv
Robust Estimation of Risk-neutral Moments. Front Cover. Manuel Ammann, Alexander Feser. School of Finance, University of St. Gallen, Reviews ...
Essays on the Interaction of Option and Equity Marketsadmin.ch
www.e-helvetica.nb.admin.ch
von A Feser · — Alexander Feser from. Germany. Approved on the application of. Prof. Dr. Manuel Ammann and. Prof. Paul Söderlind, PhD. Dissertation no
Curriculum VitaeManuel Ammann
manuelammann.ch
Markets, 39, 1137–1166, with Alexander Feser. 3. “The Impact of the Morningstar Sustainability Rating on Mutual Fund Flows”,. European Financial Management , 1137–1166, with Alexander Feser. 5. “The Impact of the Morningstar Sustainability Rating on Mutual Fund Flows”,. European Financial Management, 25(3), ...
Manuel Ammann - de.LinkFang.orgde.linkfang.org › wiki › Manuel_Ammann
www.unserlexikon.de
Option-implied Value-at-Risk and the cross-section of stock returns, Review of Derivatives Research, 22(3), 2019, S , mit Alexander Feser. The Impact ...
Januar 01, Manuel Ammann - Wikipedia
www.wiki.de-de.nina.az
— ... Value-at-Risk and the cross-section of stock returns, Review of Derivatives Research, 22(3), 2019, S , mit Alexander Feser. › Manuel_Ammann
Wikipedia: Manuel AmmannWikipedia
, mit Alexander Feser. The Impact of the Morningstar Sustainability Rating on Mutual Fund Flows, European Financial Management, 25(3), 2018, S , ...
Journals - Manuel Ammann
manuelammann.ch
, with Alexander Feser. The Impact of the Morningstar Sustainability Rating on Mutual Fund Flows, European Financial Management, 25 (3), 2019, pp. › journals
Manuel Ammann - DeWiki.de
dewiki.de
Option-implied Value-at-Risk and the cross-section of stock returns, Review of Derivatives Research, 22(3), 2019, S , mit Alexander Feser. › Lexikon › Manuel_Ammann
Option-implied Value-at-Risk and the cross-section of stock ...Infona.pl
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von M Ammann · · Zitiert von: 2 — Option-implied Value-at-Risk and the cross-section of stock returns. Manuel Ammann, Alexander Feser · Details · Contributors · Fields of science ...
Option-implied Value-at-Risk and the cross-section of X-MOL
www.x-mol.com
Manuel Ammann , Alexander Feser. Based on a novel rescaled option-implied Value-at-Risk (rVaR) measure, we show that option-implied information is priced ... › paper
期权隐含的风险价值和股票收益的横截面,Review of ...x-mol.com
www.x-mol.com
Manuel Ammann , Alexander Feser. 基于一种新颖的经重新调整的期权隐含风险价值(rVaR)度量,我们表明,期权隐含信息的定价有所不同,具体取决于它所基于的期权行权 ...
Option-implied Value-at-Risk and the cross-section of stock ...Springer Professional
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— Option-implied Value-at-Risk and the cross-section of stock returns. Authors: Manuel Ammann, Alexander Feser.
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