Chicago Booth Fama-Miller: Asset Pricing (Topic)最新文献

What Information Drives Asset Prices? 什么信息驱动资产价格?

Chicago Booth Fama-Miller: Asset Pricing (Topic) Pub Date : 2017-08-01 DOI: 10.2139/ssrn.3015833

Anish Ghosh, G. Constantinides

引用次数: 9

Interest Rate Volatility and Risk Management: Evidence from CBOE Treasury Options 利率波动与风险管理:来自芝加哥期权交易所国债期权的证据

Chicago Booth Fama-Miller: Asset Pricing (Topic) Pub Date : 2013-08-01 DOI: 10.2139/ssrn.1585744

Raphael N. Markellos, Dimitris Psychoyios

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引用次数: 16

Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence 指数期货期权对风险规避投资者有利吗

Chicago Booth Fama-Miller: Asset Pricing (Topic) Pub Date : 2010-07-26 DOI: 10.2139/ssrn.1282085

G. Constantinides, Michal Czerwonko, J. Jackwerth, Stylianos Perrakis

引用次数: 91

Using Economic Theory to Build Optimal Portfolios 运用经济理论构建最优投资组合

Chicago Booth Fama-Miller: Asset Pricing (Topic) Pub Date : 2008-04-24 DOI: 10.2139/ssrn.1126596

Thomas Chevrier, R. McCulloch

引用次数: 10