Author Page for Charlotte Strunk Hansen

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 1,031 (36,703)

Abstract:

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 701 (62,273)

Citation 2

Abstract:

3.

Examining the Statistical Properties of Financial Ratios

Number of pages: 33 Posted: 08 Mar 2005

Charlotte Strunk Hansen and Bjorn Tuypens

Platinum Grove Asset Management L.P. and affiliation not provided to SSRN

Downloads 585 (78,362)

Citation 1

Abstract:

4.

Proxying for Expected Returns with Price Earnings Ratios

Downloads 566 (81,576)

2

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 affiliation not provided to SSRN

Downloads 566 (80,624)

Citation 2

Abstract:

Proxying for Expected Returns with Price Earnings Ratios

Posted: 27 Apr 2005

Charlotte Strunk Hansen and Bjorn Tuypens

Platinum Grove Asset Management L.P. and affiliation not provided to SSRN

Abstract:

5.

The Telescoping Overlap Problem in Options Data

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 378 (131,974)

Abstract:

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 affiliation not provided to SSRN

Downloads 322 (157,076)

Citation 5

Abstract:

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 44 (671,227)

Abstract:

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 affiliation not provided to SSRN

Charlotte Strunk Hansen

Platinum Grove Asset Management L.P.

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Scholarly Papers (8)

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

Abstract:

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

Abstract:

Examining the Statistical Properties of Financial Ratios

Abstract:

Proxying for Expected Returns with Price Earnings Ratios

Proxying for Expected Returns with Price Earnings Ratios

Abstract:

Proxying for Expected Returns with Price Earnings Ratios

Abstract:

The Telescoping Overlap Problem in Options Data

Abstract:

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

Abstract:

What Are BLDRS?

Abstract:

Predicting the S&P 500 - Simple Efficient Methods

Abstract: