Robert Tompkins

Business School of Finance & Management (HfB) - Bankakademie Group

Frankfurt

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 39,787

SSRN RANKINGS

Top 39,787

in Total Papers Downloads

2,017

SSRN CITATIONS

6

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

The Favorite/Long-Shot Bias in S&P 500 and Ftse 100 Index Futures Options: The Return to Bets and the Cost of Insurance

EFA 2003 Annual Conference Paper No. 135, Sauder School of Business Working Paper
Number of pages: 22 Posted: 23 Jul 2003
Stewart D. Hodges, Robert Tompkins and William T. Ziemba
University of Warwick - Financial Options Research Centre (FORC), Business School of Finance & Management (HfB) - Bankakademie Group and University of British Columbia (UBC) - Sauder School of Business
Downloads 1,356 (23,722)
Citation 11

Abstract:

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long-shot bias, gambling, option prices, implied volatilities

2.

Pricing, No-Arbitrage Bounds and Robust Hedging of Installment Options

Number of pages: 41 Posted: 09 Mar 2001
Mark Davis, Walter Schachermayer and Robert Tompkins
Vienna University of Technology - Financial and Actuarial Mathematics Research Group, Universität Wien, Fakultät für Mathematik and Business School of Finance & Management (HfB) - Bankakademie Group
Downloads 433 (108,878)
Citation 1

Abstract:

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3.

Bad Days and Good Nights: A Re-Examination of Non-Traded and Traded Period Returns

Number of pages: 38 Posted: 06 Mar 2008
Zvi Wiener and Robert Tompkins
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Business School of Finance & Management (HfB) - Bankakademie Group
Downloads 228 (214,988)
Citation 2

Abstract:

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Stock Market Anomalies, Return Decomposition, Close to Open, Open to Close, Skewness, Kurtosis, Basle I, Capital Requirements, Risk Management

4.

Exotic Options: Currency Translated Options

Osterreichisches Bank-Archiv, Forthcoming
Posted: 17 Sep 2004
Jose Carlos Wong and Robert Tompkins
Goethe University Frankfurt and Business School of Finance & Management (HfB) - Bankakademie Group

Abstract:

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Exotic options, Flexos, Compos, Quantos

Other Papers (1)

Total Downloads: 1,092
1.

The Relation between Implied and Realised Probability Density Functions

Number of pages: 61 Posted: 04 Mar 2002
Financial Options Research Ctr., Univ. of Warwick, University of Bologna - Department of Management, University of Warwick - Financial Options Research Centre (FORC) and Business School of Finance & Management (HfB) - Bankakademie Group
Downloads 1,092

Abstract:

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Implied Risk-Neutral Distribution, RND, Implied Volatility Smiles, Probability Integral Transform, Options, Goodness-of-Fit Tests, NIG