Anthony Neuberger
Anthony Neuberger
Professor of Finance, Cass Business School, City University of London
Adresse e-mail validée de city.ac.uk
Titre
Citée par
Citée par
Année
Option prices, implied price processes, and stochastic volatility
M Britten‐Jones, A Neuberger
The journal of Finance 55 (2), 839-866, 2000
9382000
Optimal replication of contingent claims under transaction costs
S Hodges
Review Futures Market 8, 222-239, 1989
9061989
The log contract
A Neuberger
Journal of portfolio management 20, 74-74, 1994
3041994
Realized skewness
A Neuberger
The Review of Financial Studies 25 (11), 3423-3455, 2012
1872012
Trade disclosure regulation in markets with negotiated trades
NY Naik, A Neuberger, S Viswanathan
The Review of Financial Studies 12 (4), 873-900, 1999
1801999
The skew risk premium in the equity index market
R Kozhan, A Neuberger, P Schneider
The Review of Financial Studies 26 (9), 2174-2203, 2013
1612013
Hedging long-term exposures with multiple short-term futures contracts
A Neuberger
The Review of Financial Studies 12 (3), 429-459, 1999
1241999
Robust bounds for forward start options
D Hobson, A Neuberger
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012
1092012
Volatility trading
AJ Neuberger
Institute of Finance and Accounting, London Business School, 1990
991990
Improved inference in regression with overlapping observations
M Britten‐Jones, A Neuberger, I Nolte
Journal of Business Finance & Accounting 38 (5‐6), 657-683, 2011
622011
Pricing liquidity risk with heterogeneous investment horizons
A Beber, J Driessen, A Neuberger, P Tuijp
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 2011-120, 2018
382018
The pension protection fund
D McCarthy, A Neuberger
Fiscal Studies 26 (2), 139-167, 2005
332005
An empirical examination of market maker profits on the London Stock Exchange
AJ Neuberger
Journal of Financial Services Research 6 (4), 343-372, 1993
311993
Gold derivatives: the market impact
A Neuberger, I Cooper, JR Franks, SM Schaefer
World Gold Council, 2001
242001
Arbitrage pricing with incomplete markets
M Britten-Jones, A Neuberger
Applied Mathematical Finance 3 (4), 347-363, 1996
231996
Disclosure regulation in competitive dealership markets: analysis of the London stock exchange
NY Naik, S Viswanathan, A Neuberger
London Business School Institute of Finance and Accounting Working Paper 193, 1994
231994
Do IPOs really underperform in the long-run? New evidence from the Canadian market
M Kooli, JF L'Her, JM Suret
The Journal of Private Equity 9 (4), 48-58, 2006
222006
Pensions policy: evidence on aspects of savings behaviour and capital markets
D McCarthy, A Neuberger
CEPR, 2004
222004
The skew risk premium in index option prices
R Kozhan, A Neuberger, P Schneider
SSRN eLibrary, 2011
172011
More on hedging American options under model uncertainty
D Hobson, A Neuberger
arXiv preprint arXiv:1604.02274, 2016
162016
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20