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Kapadia, Nikunj's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,879 |
Total
Citations
635 |
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1.
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Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
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1,094
(7,982)
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167
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risk neutral skews, option pricing, individual stock options
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2.
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Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Szado, Edward
University of Massachusetts at Amherst - Isenberg School of Management
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805
(12,983)
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5
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options buy-write strategy covered call russell
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3.
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Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business Freed, Laurence
Moody's Investors Service Geng, Gary
Amaranth Advisors llc Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
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801
(13,084)
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40
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4.
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Delta-Hedged Gains and the Negative Market Volatility Risk Premium
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Versions (2)
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Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
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Posted:
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17 Apr 01
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Last Revised:
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19 Feb 02
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658
(17,451)
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155
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Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
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0
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Option pricing, stochastic volatility, volatility risk premium, delta-hedged gains
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Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
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658
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155
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5.
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Common Failings: How Corporate Defaults are Correlated
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Versions (2)
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Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business Duffie, Darrell
Stanford University - Graduate School of Business Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Saita, Leandro
Stanford Graduate School of Business
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Posted:
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02 Jan 06
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Last Revised:
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08 Sep 10
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432
(30,794)
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92
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Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business Duffie, Darrell
Stanford University - Graduate School of Business Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Saita, Leandro
Stanford Graduate School of Business
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32
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92
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Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business Duffie, Darrell
Stanford University - Graduate School of Business Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Saita, Leandro
Stanford Graduate School of Business
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400
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92
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Correlated default, doubly stochastic, contagion, frailty
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6.
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Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
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389
(35,208)
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168
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7.
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Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Pu, Xiaoling
Kent State University - Department of Finance
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17 Mar 09
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Last Revised:
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22 Feb 12
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330
(43,030)
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6
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limited arbitrage, credit default swap
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8.
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Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Szado, Edward
University of Massachusetts at Amherst - Isenberg School of Management
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279
(52,311)
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Russell, Buy, Write, Covered Call Options, Trading Strategy, Risk Management, Capital Protection
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9.
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Feng, Shuang
Edinboro University of Pennsylvania Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
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19 Sep 11
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Last Revised:
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04 Jan 12
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91
(143,882)
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2
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Hedge Fund, Fund Flow, Fee Structure, Managerial Incentives, Gross Return
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10.
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Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
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