Department of Finance, Rutgers Business School
100 Rockafeller Road
Piscataway, NJ 08854
in Total Papers Downloads
in Total Papers Citations
hedge funds, performance, alpha, flows, capacity constraints, counter-factual analysis
Credit default swap spread, option-implied volatility, volatility risk premium, informed trading
Central Clearing, Counterparty Risk, Systemic Risk, Liquidity, Credit Default Swap
bankruptcy, option pricing, heterogeneous beliefs, limits to arbitrage
Diversification, Commodity, REITs, TIPS, DCC
diversification, commodity, REITs, TIPS, DCC
individual equity option-models, risk-neutral kurtosis, return-jumps, volatility-jumps, stochastic volatility, option-implied return distributions
Dodd-Frank Act, Over-the-Counter Markets, Liquidity, Real-Time Trade Reporting, Credit Default Swaps
Seasoned Equity Offerings, Research and Development, Information Asymmetry, Signaling, Over-optimism
Initial Public Offerings, Hedge Funds, Private Information, Underwriters, Prime Brokers
Education and Productivity, Education Area, Work Experience, Complementarity, Hedge Fund Performance
funding liquidity, credit default swaps, basis, CDS Big Bang, standardization
Derivatives, Credit Derivatives Markets and Instruments, Modeling and Pricing Credit Derivatives, Options Markets and Instruments, Volatility Issues
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