Zobrazeno 1 - 10
of 35
pro vyhledávání: '"Hitesh Doshi"'
Publikováno v:
Buildings, Vol 13, Iss 1, p 8 (2022)
Low-sloped roofs such as commercial and high-rise buildings in a dense urban area provide vast “unused” surfaces that can be used to manage storm-water and mitigate urban flooding. Storm-water Detention Assembly (SDA) known as “blue roof” exe
Externí odkaz:
https://doaj.org/article/ce943fd470024f1eb58c3c4916f9cdb1
Publikováno v:
Journal of Financial and Quantitative Analysis. 58:1295-1325
We synthetically create option contracts on a corporate bond index using CDX swaptions, overcoming the limitations that stem from the lack of traded corporate bond options. Our approach allows us to estimate forward-looking moments concerning the cor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4214e8fd7014b5b27591971a00d00397
https://doi.org/10.1017/s0022109022000096
https://doi.org/10.1017/s0022109022000096
Publikováno v:
Management Science. 67:5255-5277
The existing literature finds that information not captured by traditional term structure factors helps predict excess bond returns. When estimating no-arbitrage affine term structure models, aligning in-sample and out-of-sample objective functions r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bacea6f833fa3cfd0ac52caa72319bba
https://doi.org/10.1287/mnsc.2020.3715
https://doi.org/10.1287/mnsc.2020.3715
Autor:
Boutchkova, Maria1 (AUTHOR), Hitesh Doshi2 (AUTHOR), Durnev, Art3 (AUTHOR) artem-durnev@uiowa.edu, Molchanov, Alexander4 (AUTHOR)
Publikováno v:
Review of Financial Studies. Apr2012, Vol. 25 Issue 4, p1111-1154. 44p. 8 Charts.
Publikováno v:
Journal of Financial Economics. 135:754-773
We introduce a top-down no-arbitrage model for pricing structured products. Losses are described by Cox processes whose intensities depend on economic variables. The model provides economic insight into the impact of structured products on financial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0eddea1e5268a76ee7ae9b9e2fc9f9fc
https://doi.org/10.1016/j.jfineco.2019.08.002
https://doi.org/10.1016/j.jfineco.2019.08.002
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c5d1e319eec179267d1b2a9360fb506
https://doi.org/10.2139/ssrn.4225996
https://doi.org/10.2139/ssrn.4225996
Publikováno v:
Green Chemistry
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f50fbe802480e3ca0c0ddb1c5a03002
https://doi.org/10.1515/9783110597820-006
https://doi.org/10.1515/9783110597820-006
Publikováno v:
The Journal of Finance. 74:1431-1471
Building on theoretical asset pricing literature, we examine the role of market risk and the size, book‐to‐market (BTM), and volatility anomalies in the cross‐section of unlevered equity returns. Compared with levered (stock) returns, unlevered
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50d695149fde92bc9cd1b99db9d7b098
https://doi.org/10.1111/jofi.12758
https://doi.org/10.1111/jofi.12758
Publikováno v:
SSRN Electronic Journal.
We evaluate the empirical validity of the compound option framework. In a model where corporate securities are options on a firm's assets, option contracts on these can be viewed as options on options, or compound options. We estimate a model with pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ec25cff20e8627979a10354c69e9bb9
https://doi.org/10.2139/ssrn.3885357
https://doi.org/10.2139/ssrn.3885357
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4c3f9253d1d677e5939d258fc2bbf456
https://doi.org/10.2139/ssrn.3978125
https://doi.org/10.2139/ssrn.3978125