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andrea buraschi
andrea buraschi
Adresse e-mail validée de ChicagoBooth.edu
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Model uncertainty and option markets with heterogeneous beliefs
A Buraschi, A Jiltsov
The Journal of Finance 61 (6), 2841-2897, 2006
4372006
The price of a smile: Hedging and spanning in option markets
A Buraschi, J Jackwerth
The Review of Financial Studies 14 (2), 495-527, 2001
3482001
Correlation risk and optimal portfolio choice
A Buraschi, P Porchia, F Trojani
The Journal of Finance 65 (1), 393-420, 2010
3372010
Inflation risk premia and the expectations hypothesis
A Buraschi, A Jiltsov
Journal of Financial Economics 75 (2), 429-490, 2005
3202005
An equilibrium valuation of bitcoin and decentralized network assets
E Pagnotta, A Buraschi
Available at SSRN 3142022, 2018
2232018
When uncertainty blows in the orchard: Comovement and equilibrium volatility risk premia
A Buraschi, F Trojani, A Vedolin
The Journal of Finance 69 (1), 101-137, 2014
1962014
When there is no place to hide: Correlation risk and the cross-section of hedge fund returns
A Buraschi, R Kosowski, F Trojani
The Review of Financial Studies 27 (2), 581-616, 2014
1672014
Habit formation and macroeconomic models of the term structure of interest rates
A Buraschi, A Jiltsov
The Journal of Finance 62 (6), 3009-3063, 2007
1462007
Liquidity risk and specialness
A Buraschi, D Menini
Journal of Financial Economics 64 (2), 243-284, 2002
1402002
Differences in beliefs and currency risk premiums
A Beber, F Breedon, A Buraschi
Journal of Financial Economics 98 (3), 415-438, 2010
1232010
Economic uncertainty, disagreement, and credit markets
A Buraschi, F Trojani, A Vedolin
Management Science 60 (5), 1281-1296, 2014
1192014
Incentives and endogenous risk taking: A structural view on hedge fund alphas
A Buraschi, R Kosowski, W Sritrakul
The Journal of Finance 69 (6), 2819-2870, 2014
1112014
Correlation risk and the term structure of interest rates
A Buraschi, A Cieslak, F Trojani
unpublished paper, Imperial College London and University of St. Gallen, 2008
712008
Term structure models with differences in beliefs
A Buraschi, P Whelan
Imperial College Business School Working Paper, 2012
702012
Donations
A Buraschi, F Cornelli
Available at SSRN 331485, 2002
532002
When uncertainty blows in the orchard: Comovement and equilibrium volatility risk premia
A Buraschi, F Trojani, A Vedolin
Journal of Finance, Forthcoming, 2011
452011
Dynamic networks and asset pricing
A Buraschi, P Porchia
AFA 2013 San Diego Meetings Paper, 2012
402012
The forward valuation of compound options
A Buraschi, B Dumas
The journal of Derivatives 9 (1), 8-17, 2001
402001
Term structure of interest rates implications of habit persistence
A Buraschi, A Jiltsov
Journal of Finance 62 (6), 3009-3063, 2007
332007
Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models
A Buraschi, F Corielli
Journal of Banking & Finance 29 (11), 2883-2907, 2005
332005
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