Charlotte Strunk Hansen

Platinum Grove Asset Management L.P.

Reckson Executive Park, Building 4

1100 King Street

Rye Brook, NY 10573

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 14,427

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Top 14,427

in Total Papers Downloads

3,337

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (9)

1.

The Relationship between Implied and Realized Volatility in the Danish Option and Equity Markets

Number of pages: 21 Posted: 08 Feb 2000
Charlotte Strunk Hansen
Platinum Grove Asset Management L.P.
Downloads 925 (24,463)

Abstract:

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2.

Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model

Number of pages: 40 Posted: 09 Dec 1999
Charlotte Christiansen and Charlotte Strunk Hansen
Aarhus University - CREATES and Platinum Grove Asset Management L.P.
Downloads 666 (38,516)
Citation 2

Abstract:

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3.

Examining the Statistical Properties of Financial Ratios

EFA 2005 Moscow Meetings Paper
Number of pages: 33 Posted: 08 Mar 2005
Charlotte Strunk Hansen and Bjorn Tuypens
Platinum Grove Asset Management L.P. and Oak Hill Platinum Partners, LLC
Downloads 553 (49,192)

Abstract:

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Dividend Yield, Earnings Yield, Expected Returns

Proxying for Expected Returns with Price Earnings Ratios

Number of pages: 10 Posted: 19 Oct 2004
Charlotte Strunk Hansen and Bjorn Tuypens
Platinum Grove Asset Management L.P. and Oak Hill Platinum Partners, LLC
Downloads 539 (50,212)
Citation 2

Abstract:

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Earnings yield, stock return, forecasting

Proxying for Expected Returns with Price Earnings Ratios

Finance Letters, Vol. 1, No. 3, 2005
Posted: 27 Apr 2005
Charlotte Strunk Hansen and Bjorn Tuypens
Platinum Grove Asset Management L.P. and Oak Hill Platinum Partners, LLC

Abstract:

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Earnings yield, stock return, forecasting

5.

The Telescoping Overlap Problem in Options Data

AFA 2002 Atlanta Meetings
Number of pages: 42 Posted: 20 Dec 2001
Charlotte Strunk Hansen, Nagpurnanand Prabhala and Bent Jesper Christensen
Platinum Grove Asset Management L.P., The Johns Hopkins Carey Business School and Aarhus University
Downloads 339 (89,205)

Abstract:

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Implied volatility; S&P 100 index options; Market efficiency; Overlapping data

6.

Long-Run Regressions: Theory and Application to Us Asset Markets

Number of pages: 83 Posted: 27 Oct 2004
Charlotte Strunk Hansen and Bjorn Tuypens
Platinum Grove Asset Management L.P. and Oak Hill Platinum Partners, LLC
Downloads 292 (104,709)
Citation 5

Abstract:

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Forecasting, stock returns, spectral analysis, Hansen-Hodrick standard errors

7.

What Are BLDRS?

Journal of Alternative Investments, 2007
Number of pages: 13 Posted: 22 Apr 2015
Jay Dahya, Jack Clark Francis and Charlotte Strunk Hansen
Zicklin School of Business, Zicklin School of Business, Baruch College and Platinum Grove Asset Management L.P.
Downloads 23 (508,878)

Abstract:

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BLDRS, SPDRS, ETFs, WEBS

8.

Predicting the S&P 500 - Simple Efficient Methods

Posted: 15 Apr 2004
Charlotte Strunk Hansen and Bjorn Tuypens
Platinum Grove Asset Management L.P. and Oak Hill Platinum Partners, LLC

Abstract:

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Forecasting, stock returns, spectral analysis, Hansen-Hodrick standard errors

9.

The Relation between Implied and Realized Volatility in the Danish Option and Equity Markets

Accounting and Finance, Vol. 41, No. 3, November 2001, pp. 197-228
Posted: 08 Jan 2002
Charlotte Strunk Hansen
Platinum Grove Asset Management L.P.

Abstract:

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