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SSRN eLibrary Search Results
Chicago Booth Fama-Miller: Derivatives (Topic)
1,599 Total downloads

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Showing Papers 1 - 6 of 6
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Incl. Electronic Paper American Options: Upper Bounds on the Cost of Delayed Exercise
Arun Chockalingam and Haolin Feng
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences and Lingnan (University) College, Sun Yat-sen University
Date Posted: April 11, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index
Journal of Futures Markets
 Chung San-Lin , Wei-Che Tsai , Yaw-Huei Wang and Pei-Shih (Pace) Weng
National Taiwan University , National Sun Yat-Sen University - Department of Finance , National Taiwan University and National Dong Hwa University - Department of Finance
Date Posted: November 20, 2010
Last Revised: January 17, 2013
Accepted Paper Series
253 downloads

Incl. Electronic Paper The Puzzle of Index Option Returns
Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-24
 George M. Constantinides , Jens Carsten Jackwerth and Alexi Savov
University of Chicago - Booth School of Business , University of Konstanz - Department of Economics and New York University (NYU) - Department of Finance
Date Posted: October 21, 2009
Last Revised: September 25, 2012
Working Paper Series
599 downloads

Incl. Electronic Paper Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence
 George M. Constantinides , Michal Czerwonko , Jens Carsten Jackwerth and Stylianos Perrakis
University of Chicago - Booth School of Business , McGill University , University of Konstanz - Department of Economics and Concordia University, Quebec - John Molson School of Business
Date Posted: October 14, 2008
Last Revised: July 26, 2010
Working Paper Series
123 downloads

Incl. Electronic Paper Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-23
 George M. Constantinides , Michal Czerwonko , Jens Carsten Jackwerth and Stylianos Perrakis
University of Chicago - Booth School of Business , McGill University , University of Konstanz - Department of Economics and Concordia University, Quebec - John Molson School of Business
Date Posted: March 18, 2008
Last Revised: July 27, 2011
Working Paper Series
296 downloads

Incl. Electronic Paper Understanding Trust
CRSP Working Paper No. 621
 Paola Sapienza , Anna Toldra and Luigi Zingales
Northwestern University - Kellogg School of Management - Department of Finance , Universidad Carlos III de Madrid and University of Chicago Booth School of Business
Date Posted: September 04, 2007
Working Paper Series
312 downloads


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