Publications
Latest Publications
1.
Kian Guan Lim, and Zhi Da, 2002, Pricing Options using Implied Trees: Evidence from FTSE-100 Options, Journal of Futures Markets
2.
Jagannathan, Ravi, George Skoulakis, and Zhenyu Wang, 2002, Generalized Method of Moments: Applications in Finance, Journal of Business and Economic Statistics
3.
Jagannathan,Ravi,Zhenyu Wang, 2002, Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Models, The Journal of Finance
4.
Burik, Paul, and O. Kruse, 2002, Strukturen in Fondsgeschaeft: Chance für Spezialisten, Bank und Markt
5.
Burik, Paul, H. J. Hockmann, F. Thiessen editors, and Schaeffer-Poeschel Verlag, 2002, Der Assetmanagement-Prozess, Investment Banking
6.
Ravi Jagannathan, Zhenyu Wang, 2002, Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods, The Journal of Finance
7.
Guojun Wu, Zhijie Xiao, 2002, An Analysis of Risk Measures, Journal of Risk
8.
Wu, Guojun, and Zhijie Xiao, 2002, A Generalized Partially Linear Model of Asymmetric Volatility, Journal of Empirical Finance
9.
Ju, Nengjiu, 2002, Pricing Asian and Basket Options Via Taylor Expansion, Journal of Computational Finance
10.
Liu, Hong, and Jiongmin Yong, 2002, Contingent Claims in an Illiquid Market, Mathematical Finance
