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M

Mathieu Fournier

universite de montreal

9H指数
30论文数
293被引数
收录论文 5
发表时间
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Modeling Conditional Factor Risk Premia Implied by Index Option Returns
errJOURNAL OF FINANCE
IF9.5
err2024-03-08
err2
errOAAI
errFournier, Mathieu; Jacobs, Kris; Orlowski, Piotr
err分享
err收藏
Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2020-11-10
err16
errOAAI
errChristoffersen, Peter; Fournier, Mathieu; Jacobs, Kris; Karoui, Mehdi
err分享
err收藏
Beta Risk in the Cross-Section of Equities
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2019-12-20
err8
PREAI
errBoloorforoosh, Ali; Christoffersen, Peter; Fournier, Mathieu; Gourieroux, Christian
err分享
err收藏
A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2019-07-19
err9
PREAI
errFournier, Mathieu; Jacobs, Kris
err分享
err收藏
The Factor Structure in Equity Options
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2017-08-02
err36
errOAAI
errChristoffersen, Peter; Fournier, Mathieu; Jacobs, Kris
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
C
Christian Gouriéroux
H 指数: 59 · 论文数: 646
P
Peter Christoffersen
H 指数: 52 · 论文数: 275
K
Kris Jacobs
H 指数: 41 · 论文数: 183
P
Piotr Orłowski
H 指数: 6 · 论文数: 18
M
Mehdi Karoui
H 指数: 4 · 论文数: 9
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