Byeong-Je An

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

Assistant Professor of Finance

S3-B1a-05 Nanyang Avenue

Singapore, 639798

Singapore

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

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 16,005

SSRN RANKINGS

Top 16,005

in Total Papers Downloads

2,773

CITATIONS
Rank 17,311

SSRN RANKINGS

Top 17,311

in Total Papers Citations

19

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

The Joint Cross Section of Stocks and Options

Downloads 1,316 ( 3,864)
Citation 19

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
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 1,097 (16,950)
Citation 19

Abstract:

Loading...

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
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 191 (147,497)
Citation 19

Abstract:

Loading...

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
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 28 (459,068)
Citation 19

Abstract:

Loading...

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
Byeong-Je An, Andrew Ang and Pierre Collin-Dufresne
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,457 (11,081)

Abstract:

Loading...

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:

Loading...

Private Equity Premium, Agency Conflicts, Search Frictions