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Article(electronic)#22017
Non-Myopic Betas
In: Journal of Financial Economics (JFE), Volume 129, Issue 2
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Article(electronic)#32012
Measuring Equity Risk with Option-Implied Correlations
In: EFA 2009 Bergen Meetings Paper
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Article(electronic)#42018
Asymmetric Volatility Risk: Evidence from Option Markets
In: Review of Finance, Volume 2019, Issue 23(4)
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Article(electronic)#82021
Dynamics of Asset Demands with Confidence Heterogeneity
In: CEPR Discussion Paper No. DP16441
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Article(electronic)#92020
Investor Sophistication and Portfolio Dynamics
In: CEPR Discussion Paper No. DP15116
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Article(electronic)#102020
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices
In: Swiss Finance Institute Research Paper No. 20-119
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Article(electronic)#112020
Carbon Tail Risk
In: The Review of Financial Studies, Volume 2021, Issue 34(3)
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Article(electronic)#132019
Dispersion of Beliefs Bounds: Sentimental Recovery
In: Management Science, forthcoming
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Article(electronic)#142018
The Implications of Financial Innovation for Capital Markets and Household Welfare
In: CEPR Discussion Paper No. DP13137
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Article(electronic)#152016
Option-Implied Correlations, Factor Models, and Market Risk
In: INSEAD Working Paper No. 2017/20/FIN
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