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Hedging, Jet Fuel, Risk Management
Discount for lack of marketability, derivatives, put options, lookback options
Options, Options on Futures Spreads, Lognormal, Normal
Risk management, value-at-risk, real-time assessment
Executive stock options, stock options, option exercises, private information, executive compensation, insider trading, insider information
Arithmetic Brownian Motion, Geometric Brownian Motion, Option Valuation, Black-Scholes-Merton option pricing model
Term structure, expectations hypothesis, Eurodollar futures, LIBOR
Economic forecasts, Interest Rates, Treasury bonds
Individual equity options, cross-section of delta-hedged option returns, big data, shrinkage, model uncertainty, model averaging *
Options, option valuation models, derivatives securities
Securities Litigation, Safe Harbor Provisions, Analysts Recommendations
options, call options, covered call writing, performance evaluation, alpha
Ethics, Finance, Philosophy, Worldviews
Futures Contracts, Arbitrage, Copper, China, Derivatives
Term Structure, Expectations Hypothesis, LIBOR, Forward Rates
corn futures, crude oil futures, multivariate GARCH, volatility breaks, Fourier flexible form, variance impulse response function
Samuelson Hypothesis, Carry Arbitrage, Maturity Effect, Volatility
Enterprise risk management, Performance attribution, Return decomposition, Term structure of interest rates, Duration, Convexity
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enterprise risk management, performance attribution, return decomposition, term structure of interest rates, duration, convexity
compound options, options, geometric Brownian motion, maturity varying parameters
Cross-section of delta-hedged option returns, sparse models, model selection uncertainty, Bootstrap, post-selection estimation
Bonds, Return decomposition, Term structure of interest rates, Duration, Convexity
Extended Service Contracts, Warranties, Automotive Retailing
Samuelson hypothesis, carry arbitrage, futures markets
