Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Liu, Yan
2012.
Index Option Returns and Generalized Entropy Bounds.
SSRN Electronic Journal,
Ruan, Xinfeng
and
Zhang, Jin E.
2018.
Risk-neutral moments in the crude oil market.
Energy Economics,
Vol. 72,
Issue. ,
p.
583.
Lamoureux, Christopher G.
and
Zhang, Huacheng
2018.
An Empirical Assessment of Characteristics and Optimal Portfolios.
SSRN Electronic Journal ,
Sichert, Tobias
2018.
Structural Breaks in the Variance Process and the Pricing Kernel Puzzle.
SSRN Electronic Journal ,
Tosi, Adriano
2018.
International Volatility Arbitrage.
SSRN Electronic Journal ,
Post, Thierry
and
Rodrrguez Longarela, IIaki
2018.
Stochastic Arbitrage Opportunities for Stock Index Options.
SSRN Electronic Journal ,
Mason, Paul
and
Utke, Steven
2019.
Investor Taxes and Option Prices.
SSRN Electronic Journal ,
Jeon, Yoontae
Kan, Raymond
and
Li, Gang
2019.
Stock Return Autocorrelations and the Cross Section of Option Returns.
SSRN Electronic Journal ,
Siddiqi, Hammad
2019.
Anchoring-Adjusted Option Pricing Models.
Journal of Behavioral Finance,
Vol. 20,
Issue. 2,
p.
139.
Barroso, Pedro
Reichenecker, Jurij-Andrei
and
Reichenecker, Michael R.
2019.
Let the Parametric Phoenix Fly.
SSRN Electronic Journal ,
Yan, Cheng
and
Wu, Xiaoli
2020.
Expected option returns during the post-GFC era.
Investment Analysts Journal,
Vol. 49,
Issue. 2,
p.
118.
Mercurio, Peter Joseph
Wu, Yuehua
and
Xie, Hong
2020.
Option Portfolio Selection with Generalized Entropic Portfolio Optimization.
Entropy,
Vol. 22,
Issue. 8,
p.
805.
Faias, José Afonso
and
Guedes, José
2020.
The diffusion of complex securities: The case of CAT bonds.
Insurance: Mathematics and Economics,
Vol. 90,
Issue. ,
p.
46.
Zhu, Shushang
Zhu, Wei
Pei, Xi
and
Cui, Xueting
2020.
Hedging crash risk in optimal portfolio selection.
Journal of Banking & Finance,
Vol. 119,
Issue. ,
p.
105905.
Das, Sanjiv Ranjan
and
Ross, Greg
2020.
The Role of Options in Goals-Based Wealth Management.
SSRN Electronic Journal ,
Mercurio, Peter Joseph
Wu, Yuehua
and
Xie, Hong
2020.
Portfolio Optimization for Binary Options Based on Relative Entropy.
Entropy,
Vol. 22,
Issue. 7,
p.
752.
Chan, Jonathan
Huckle, Thomas
Jacquier, Antoine
and
Muguruza, Aitor
2021.
Portfolio Optimisation With Options.
SSRN Electronic Journal ,
Liu, Yan
2021.
Index option returns and generalized entropy bounds.
Journal of Financial Economics,
Vol. 139,
Issue. 3,
p.
1015.
Kang, Byung Jin
Eom, Cheoljun
Lee, Woo Baik
Chang, Uk
and
Park, Jong Won
2021.
A Study of the Performance of Option Strategy Benchmark Index in Global Option Markets.
Korean Journal of Financial Studies,
Vol. 50,
Issue. 4,
p.
439.
Kedžo, Margareta Gardijan
and
Šego, Boško
2021.
The relative efficiency of option hedging strategies using the third-order stochastic dominance.
Computational Management Science,
Vol. 18,
Issue. 4,
p.
477.