Byeong-Je An

Nanyang Technological University (NTU) - Division of Banking & Finance

Assistant Professor of Finance

S3-B1a-05 Nanyang Avenue

Singapore, 639798

Singapore

SCHOLARLY PAPERS

3

DOWNLOADS
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CITATIONS
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Top 18,717

in Total Papers Citations

17

Scholarly Papers (3)

1.
Downloads 1,255 ( 3,548)
Citation 17

The Joint Cross Section of Stocks and Options

Georgetown McDonough School of Business Research Paper No. 2012-10
Number of pages: 142 Posted: 22 Feb 2012 Last Revised: 24 Mar 2014
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 1,046 (15,960)
Citation 17

Abstract:

implied volatility, risk premiums, predictability, short-term momentum

The Joint Cross Section of Stocks and Options

Netspar Discussion Paper No. 10/2013-032, Georgetown McDonough School of Business Research Paper
Number of pages: 69 Posted: 19 Oct 2013
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 186 (136,247)
Citation 17

Abstract:

implied volatility, risk premiums, predictability, short-term momentum

The Joint Cross Section of Stocks and Options

NBER Working Paper No. w19590
Number of pages: 96 Posted: 01 Nov 2013
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 23 (447,455)
Citation 17

Abstract:

2.

How Often Should You Take Tactical Asset Allocation Decisions?

Columbia Business School Research Paper No. 15-27
Number of pages: 39 Posted: 07 Mar 2015
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc and Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 923 (10,304)

Abstract:

market timing, return predictability, portfolio choice, dynamic asset allocation, time-varying policy portfolio, hedging demands

3.

Equilibrium Asset Prices and Manager's Contracts: An Application to Private Equity Fund

Posted: 29 Nov 2016
Byeong-Je An
Nanyang Technological University (NTU) - Division of Banking & Finance

Abstract:

Private Equity Premium, Agency Conflicts, Search Frictions