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发表于 2010-5-31 06:51 AM
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得,兄弟消消火,我替你发上来。。。老陈原来还是做option model的烟酒啊。。。其实老郎和老陈都是牛人,学术之争就不用上纲上线乱扣帽子哟。。。
PUBLICATIONS
* "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," with Gurdip Bakshi and Charles Cao, forthcoming in the Review of Financial Studies, 1999.
* "Models of Currency Option Pricing," with Gurdip Bkshi, in Advanced Fixed-Income Valuation Tools, edited by N. Jegadeesh and B. Tuckman, 2000, pp. 320-344.
* "Pricing and Hedging Long-Term Options," with Gurdip Bakshi and Charles Cao, Journal of Econometrics 94, January 2000, pp. 277-318.
* "Empirical Performance of Alternative Option Pricing Models", with Gurdip Bakshi and Charles Cao, Journal of Finance, Vol. 52, No. 5, December 1997.
* "An Alternative Valuation Model for Contingent Claims", with Gurdip Bakshi, Journal of Financial Economics 44, (1997), pp. 123-165.
* "Equilibrium Valuation of Foreign Exchange Claims", with Gurdip Bakshi, Journal of Finance, (June 1997), pp. 799-826.
* "The Spirit of Capitalism and Stock Market Prices," with Gurdip Bakshi, American Economic Review, Vol. 86 No. 1, (March 1996), pp. 133-157.
* "Portfolio Performance Measurement: Theory and Applications," with Peter Knez, Review of Financial Studies, Vol. 9 No. 2, (June 1996), pp. 507-551.
* "Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economics," with Gurdip Bakshi, Review of Financial Studies, Vol. 9 No. 1, (March 1996), 237-271.
* "Financial Innovation and Arbitrage Pricing in Frictional Economies," Journal of Economic Theory, Vol. 65 No. 1, (Feb 1995), pp. 117-135.
* "Measurement of Market Integration and Arbitrage," with Peter Knez, Review of Financial Studies, Vol. 8 No. 2, (June 1995), pp. 287-325.
* "Baby Boom, Population Aging, and Capital Markets," with Gurdip Bakshi, Journal of Business, Vol. 67 No. 2, (1994), pp. 165--202.
* "A Pricing Operator-Based Testing Foundation for a Class of Factor Pricing Models," with Peter Knez, Mathematical Finance, Vol. 4 No. 2, (April 1994), pp. 121-141.
* "Production-Based Asset Pricing in Japan," with Gurdip Bakshi and Atsuyuki Naka, Pacific-Basin Finance Journal, Vol. 3, (1995), pp. 217-240.
切,你是哪根葱?值得我lie?老蛇自然知道为什么我发不了连接。
也不是毫无办法,陈的连接是这个:w ...
流动的建筑 发表于 2010-5-31 06:38 AM |
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