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Frederick H. Willeboordse

Simon Fraser University (SFU)

SCHOLARLY PAPERS

3

DOWNLOADS

193

TOTAL CITATIONS

0

Scholarly Papers (3)

What Do Crypto Options Tell Us? Risk Premia Implied by BTC Option Prices

Number of pages: 37 Posted: 03 Apr 2026
Christina V. Atanasova, Terrel Miao, Ignacio Segarra and Frederick H. Willeboordse
Simon Fraser University (SFU), Simon Fraser University (SFU), Simon Fraser University (SFU) - Beedie School of Business and Simon Fraser University (SFU)
Downloads 150

Abstract:

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Crypto Options, Risk-Neutral Probability, SDF, Risk Premia

2.

Democratization or Predation? Engineered Investor Vulnerability and the Ethics of the Contemporary Mega-IPO

Number of pages: 53 Posted: 20 Apr 2026
Frederick H. Willeboordse and Christina V. Atanasova
Simon Fraser University (SFU) and Simon Fraser University (SFU)
Downloads 34

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initial public offering; engineered investor vulnerability; exploitation; manipulation; non-domination; symbolic misrepresentation of relational status; institutional corruption; choice architecture; retail investor ethics; market design; dual-class governance; financial market ethics, engineered investor vulnerability, retail investor ethics, market design ethics, financial market ethics

3.

What a Positive Out-of-Sample R 2 Identifies - Relative Forecast Performance, Regime Comparisons, and Economic Attribution

Number of pages: 135 Posted: 27 Jul 2026
Frederick H. Willeboordse
Simon Fraser University (SFU)
Downloads 9

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Equity Premium Prediction, Out-of-Sample R2, Recursive Forecasting, Forecast Evaluation, Return Predictability, Structural Change, Shapley Decomposition, Campbell and Thompson