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Maenhout, Pascal J.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
9,716 |
Total
Citations
343 |
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1.
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Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance Vilkov, Grigory
Goethe University Frankfurt - Department of Finance
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25 Feb 05
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Last Revised:
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14 Jul 08
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2,088
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39
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Correlation risk, Dispersion trading, Index volatility, Stochastic volatility, Expected option returns
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2.
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance Weinbaum, David
Syracuse University
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1,973
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66
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3.
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance Weinbaum, David
Syracuse University
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1,344
(5,662)
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21
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4.
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Stock Market Mean Reversion And The Optimal Equity Allocation Of A Long-Lived Investor
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Versions (2)
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hide multiple versions |
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance Viceira, Luis M.
Harvard Business School - Finance Unit
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Posted:
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01 Aug 00
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Last Revised:
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18 Nov 08
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933
(10,314)
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20
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance Viceira, Luis M.
Harvard Business School - Finance Unit
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0
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance Viceira, Luis M.
Harvard Business School - Finance Unit
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933
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20
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Hedging Demand, Intertemporal Portfolio Choice, And Mean Reversion
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5.
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Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance
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856
(11,826)
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40
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6.
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Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
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Show Abstracts |
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Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance
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Posted:
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04 Mar 05
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Last Revised:
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29 Jul 10
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823
(12,586)
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49
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance
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0
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G12, G13
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance Weinbaum, David
Syracuse University
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228
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49
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Cremers, Martijn
University of Notre Dame Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance
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595
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49
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Credit spreads, jump risk premium, firm value model
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7.
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Investing Retirement Wealth: A Life-Cycle Model
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance
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Posted:
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20 Apr 99
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Last Revised:
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12 Oct 10
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756
(14,308)
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66
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance
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714
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66
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Campbell, John Y.
Harvard University - Department of Economics Cocco, Joao F.
London Business School Gomes, Francisco
London Business School Maenhout, Pascal J.
INSEAD - Finance
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42
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66
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8.
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Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance Vilkov, Grigory
Goethe University Frankfurt - Department of Finance
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452
(29,450)
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28
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implied correlation, return predictability, index variance, variance risk premium, individual options
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9.
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Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance
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279
(52,393)
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12
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10.
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Dumas, Bernard
INSEAD Maenhout, Pascal J.
INSEAD - Finance
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212
(70,429)
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2
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11.
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Driessen, Joost
Tilburg University - Department of Finance Maenhout, Pascal J.
INSEAD - Finance
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G11, G12
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