| 主要论著 |
"Viable Costs and Equilibrium Prices in Frictional
Securities Markets," Annals of Economics and Finance,
Vol. 2, No. 2, 297-323, November 2002
"Do Call Prices and the Underlying Stock Always
Move in the Same Direction?"( with G. Bakshi and
C. Cao), Review of Financial Studies, Vol. 13, 549-584,
2000
"Pricing and Hedging Long-Term Options" (with
G. Bakshi and C. Cao), Journal of Econometrics, 1998
"Empirical Performance of Alternative Option Pricing
Models" (with G. Bakshi and C. Cao), Journal of
Finance, Vol. LII, No. 5, 1997
"Equilibrium Valuation of Foreign Exchange Claims"
(with G. Bakshi), Journal of Finance, Vol. LII, No.
2, 1997
"An Alternative Valuation Model for Contingent
Claims" (with G. Bakshi), Journal of Financial
Economics, Vol. 44, 1997
"The Spirit of Capitalism and Stock Market Prices"
(with G. Bakshi), American Economic Review, Vol. 86,
No. 1, 1996
"Portfolio Performance Measurement: Theory and
Applications" (with P. Knez), Review of Financial
Studies, Vol. 9, No. 2, 1996
"Inflation, Asset Prices, and the Term Structure
of Interest Rates in Monetary Economies" (with
G. Bakshi), Review of Financial Studies, Vol. 9, No.
1, 1996 |
