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

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2,736

CITATIONS
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SSRN RANKINGS

Top 17,300

in Total Papers Citations

19

Scholarly Papers (3)

1.
Downloads 1,301 ( 3,764)
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
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 1,086 (16,686)
Citation 19

Abstract:

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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 189 (145,067)
Citation 19

Abstract:

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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 26 (459,445)
Citation 19

Abstract:

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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 (10,951)

Abstract:

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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:

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Private Equity Premium, Agency Conflicts, Search Frictions