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Anthony Neuberger
Anthony Neuberger
Professor of Finance, Cass Business School, City University of London
Adresse e-mail validée de city.ac.uk
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Option prices, implied price processes, and stochastic volatility
M Britten‐Jones, A Neuberger
The journal of Finance 55 (2), 839-866, 2000
11272000
Optimal replication of contingent claims under transaction costs
S Hodges
Review Futures Market 8, 222-239, 1989
10101989
The log contract
A Neuberger
Journal of portfolio management 20, 74-74, 1994
3711994
Realized skewness
A Neuberger
The Review of Financial Studies 25 (11), 3423-3455, 2012
2772012
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
2532013
Trade disclosure regulation in markets with negotiated trades
NY Naik, A Neuberger, S Viswanathan
The Review of Financial Studies 12 (4), 873-900, 1999
2091999
Robust bounds for forward start options
D Hobson, A Neuberger
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012
1452012
Hedging long-term exposures with multiple short-term futures contracts
A Neuberger
The Review of Financial Studies 12 (3), 429-459, 1999
1391999
Volatility trading
AJ Neuberger
Institute of Finance and Accounting, London Business School, 1990
1081990
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
892011
The skewness of the stock market over long horizons
A Neuberger, R Payne
The Review of Financial Studies 34 (3), 1572-1616, 2021
452021
The pension protection fund
D McCarthy, A Neuberger
Fiscal Studies 26 (2), 139-167, 2005
362005
An empirical examination of market maker profits on the London Stock Exchange
AJ Neuberger
Journal of Financial Services Research 6, 343-372, 1993
341993
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, 48-58, 2006
332006
The cross-section of currency volatility premia
P Della Corte, R Kozhan, A Neuberger
Journal of Financial Economics 139 (3), 950-970, 2021
312021
Gold derivatives: the market impact
A Neuberger, I Cooper, JR Franks, SM Schaefer
World Gold Council, 2001
272001
Arbitrage pricing with incomplete markets
M Britten-Jones, A Neuberger
Applied Mathematical Finance 3 (4), 347-363, 1996
271996
The Journal of Alexander Henry the Younger, 1799-1814 (volume I)
A Henry
Champlain Society, 2013
252013
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, 1998
251998
The skew risk premium in index option prices
R Kozhan, A Neuberger, P Schneider
SSRN eLibrary, 2011
222011
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