9201 University City Boulevard
Charlotte, NC 28223
United States
University of North Carolina (UNC) at Charlotte
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catastrophe bonds, diversification benefits, out-of-sample portfolio analysis
Volatility of Volatility, Variance Risk Premium, Expected Stock Return
VRP, Volatility Risk Premium, Option Selling, Option Strategies, Risk Reduction With Options
VIX derivatives, conditional expected return, autocorrelation, return predictability, market timing
Real options, entitlement, development, real estate, regulations
Idiosyncratic Risk, Merge and Acquisition, Corporate Governance
Fractional Cointegration, Variance Risk Premium, Return Predictability
fixed indexed annuities, retirement security, retirement income
Stochastic string, power option, pricing, hedging, Malliavin calculus
Subprime Mortgage, Occupancy Status, Occupancy Fraud
Exotic options, Exchange options, Power options
exotic options, exercise price uncertainty, nonlinear payoff options
convergence, regional house prices, structural time series models, trends and cycles, unobserved components
land development process, preselling, risk management, real options