Macquarie University Home Page Macquarie University ResearchOnline

Kalotay, Egon

Statistics
Title Hits Visitors Downloads
Canonical valuation and hedging of index options 105 101 0
Consumer expectations and short-horizon return predictability 78 64 0
An Empirical study of the relation between equity implied probabilities of default and fundamental information 46 46 0
Portfolio construction and performance measurement when returns are non-normal 134 122 0
A Simple empirical model of equity-implied probabilities of default 83 74 0
Discussion of Hensher and Jones 35 24 0
Repository Search URL

Kalotay, Egon

Formatted Bibliography URL

Kalotay, Egon

Bibliography Script

To include a live feed of this author's bibliography on a static Web page (e.g., a personal home page), add the following JavaScript include to the body of the HTML.