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Muthuswamy, Jayaram's
Scholarly Papers
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Total Downloads
730 |
Total
Citations
5 |
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1.
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Dowling, Sean Reserve Bank of Australia Muthuswamy, Jayaram Kent State University
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Balyeat, R. Brian Xavier University - Department of Finance Muthuswamy, Jayaram Kent State University
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160
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Large returns, conditional correlation, equity portfolios, diversification, portfolio performance, heteroscedasticity
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Muthuswamy, Jayaram Kent State University Hanson, Thomas A. Kent State University - Department of Finance
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Option pricing model, binomial lattice, Black-Scholes model, Gosper's algorithm, hypergeometricity
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Chance, Don M. Louisiana State University, Baton Rouge - Department of Finance Hanson, Thomas A. Kent State University - Department of Finance Li, Weiping Oklahoma State University Muthuswamy, Jayaram Kent State University
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Black-Scholes-Merton model, option pricing, implied volatility, volatility, volatility smile, computational finance, options
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5.
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The Correlation Structure of Unexpected Returns in U.S. Equities
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Balyeat, R. Brian Xavier University - Department of Finance Muthuswamy, Jayaram Kent State University
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Posted:
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12 Jan 07
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Last Revised:
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16 Jun 09
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Balyeat, R. Brian Xavier University - Department of Finance Muthuswamy, Jayaram Kent State University
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Balyeat, R. Brian Xavier University - Department of Finance Muthuswamy, Jayaram Kent State University
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G11, G12
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Balyeat, R. Brian Xavier University - Department of Finance Muthuswamy, Jayaram Kent State University
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Large returns, conditional correlation, equity portfolios, diversification, portfolio performance, heteroskedasticity
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Records 1 -
5
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