Mark Broadie - Publications, H-index & Citations

Mark Broadie

London Business School

41H指数

114论文数

9.1K被引数

收录论文 8

发表时间

Understanding Index Option Returns

REVIEW OF FINANCIAL STUDIES

IF5.4

2009-05-04

154

PREAI

Broadie, Mark; Chernov, Mikhail; Johannes, Michael

Model specification and risk premia: Evidence from futures options

JOURNAL OF FINANCE

IF9.5

2007-05-08

373

OAAI

Broadie, Mark; Chernov, Mikhail; Johannes, Michael

Optimal debt and equity values in the presence of chapter 7 and chapter 11

JOURNAL OF FINANCE

IF9.5

2007-05-08

113

PREAI

Broadie, Mark; Chernov, Mikhail; Sundaresan, Suresh

American options with stochastic dividends and volatility:: A nonparametric investigation

JOURNAL OF ECONOMETRICS

IF4

2000-01-01

OAAI

Broadie, M; Detemple, J; Ghysels, E; Torrés, O

Optimal replication of contingent claims under portfolio constraints

REVIEW OF FINANCIAL STUDIES

IF5.4

1998-01-01

OAAI

Broadie, M; Cvitanic, J; Soner, HM

American option valuation: New bounds, approximations, and a comparison of existing methods

REVIEW OF FINANCIAL STUDIES

IF5.4

1996-10-01

331

OAAI

Broadie, M; Detemple, J

AMERICAN CAPPED CALL OPTIONS ON DIVIDEND-PAYING ASSETS

REVIEW OF FINANCIAL STUDIES

IF5.4

1995-01-01

OAAI

BROADIE, M; DETEMPLE, J

PORTFOLIO MANAGEMENT - NEW MODELS FOR SUCCESSFUL INVESTMENT DECISIONS - JONES,CK

JOURNAL OF FINANCE

IF9.5

1994-03-01

PREAI

BROADIE, M

研究方向