Pascal J. Maenhout - Publications, H-index & Citations

Pascal J. Maenhout

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21H指数

44论文数

4.7K被引数

收录论文 8

发表时间

Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice

The Journal of Finance

IF0

2026-01-21

OAAI

PASCAL J. MAENHOUT; HAO XING; ANNE G. BALTER

Robustness and dynamic sentiment

JOURNAL OF FINANCIAL ECONOMICS

IF12

2025-01-01

PREAI

Maenhout, Pascal J.; Vedolin, Andrea; Xing, Hao

The world price of jump and volatility risk

JOURNAL OF BANKING & FINANCE

IF3.8

2013-02-01

OAAI

Driessen, Joost; Maenhout, Pascal

Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 游戏中的皮肤重要吗？共同基金行业的董事激励与治理

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2009-10-09

PREAI

Cremers, Martijn; Driessen, Joost; Maenhout, Pascal; Weinbaum, David

The Price of Correlation Risk: Evidence from Equity Options

JOURNAL OF FINANCE

IF9.5

2009-05-20

206

PREAI

Driessen, Joost; Maenhout, Pascal J.; Vilkov, Grigory

Individual stock-option prices and credit spreads

JOURNAL OF BANKING & FINANCE

IF3.8

2008-12-01

133

PREAI

Cremers, Martijn; Driessen, Joost; Maenhout, Pascal; Weinbaum, David

Explaining the level of credit spreads: Option-implied jump risk premia in a firm value model

REVIEW OF FINANCIAL STUDIES

IF5.4

2008-08-19

173

OAAI

Cremers, K. J. Martijn; Driessen, Joost; Maenhout, Pascal

Consumption and portfolio choice over the life cycle

REVIEW OF FINANCIAL STUDIES

IF5.4

2005-02-10

640

PREAI

Cocco, JF; Gomes, FJ; Maenhout, PJ

研究方向