Index by author

Spring 2016; Volume 23,Issue 3

B

  1. Bernard, Carole

    1. Power Options in Executive Compensation
      Carole Bernard, Phelim Boyle and Jit Seng Chen
      The Journal of Derivatives Spring 2016, 23 (3) 9-20; DOI: https://doi.org/10.3905/jod.2016.23.3.009

  2. Boyle, Phelim

    1. Power Options in Executive Compensation
      Carole Bernard, Phelim Boyle and Jit Seng Chen
      The Journal of Derivatives Spring 2016, 23 (3) 9-20; DOI: https://doi.org/10.3905/jod.2016.23.3.009

C

  1. Chen, Jit Seng

    1. Power Options in Executive Compensation
      Carole Bernard, Phelim Boyle and Jit Seng Chen
      The Journal of Derivatives Spring 2016, 23 (3) 9-20; DOI: https://doi.org/10.3905/jod.2016.23.3.009

D

  1. Daigler, Robert T.

    1. The Implied Convexity of VIX Futures
      Robert T. Daigler, Brice Dupoyet and Fernando M. Patterson
      The Journal of Derivatives Spring 2016, 23 (3) 73-90; DOI: https://doi.org/10.3905/jod.2016.23.3.073

  2. Dupoyet, Brice

    1. The Implied Convexity of VIX Futures
      Robert T. Daigler, Brice Dupoyet and Fernando M. Patterson
      The Journal of Derivatives Spring 2016, 23 (3) 73-90; DOI: https://doi.org/10.3905/jod.2016.23.3.073

F

  1. Figlewski, Stephen

    1. Open Access
      Editor’s Letter
      Stephen Figlewski
      The Journal of Derivatives Spring 2016, 23 (3) 1-2; DOI: https://doi.org/10.3905/jod.2016.23.3.001

L

  1. Lehnert, Thorsten

    1. Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
      Thorsten Lehnert, Yuehao Lin and Nicolas Martelin
      The Journal of Derivatives Spring 2016, 23 (3) 22-35; DOI: https://doi.org/10.3905/jod.2016.23.3.022

  2. Lin, Yuehao

    1. Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
      Thorsten Lehnert, Yuehao Lin and Nicolas Martelin
      The Journal of Derivatives Spring 2016, 23 (3) 22-35; DOI: https://doi.org/10.3905/jod.2016.23.3.022

M

  1. Martelin, Nicolas

    1. Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
      Thorsten Lehnert, Yuehao Lin and Nicolas Martelin
      The Journal of Derivatives Spring 2016, 23 (3) 22-35; DOI: https://doi.org/10.3905/jod.2016.23.3.022

P

  1. Patterson, Fernando M.

    1. The Implied Convexity of VIX Futures
      Robert T. Daigler, Brice Dupoyet and Fernando M. Patterson
      The Journal of Derivatives Spring 2016, 23 (3) 73-90; DOI: https://doi.org/10.3905/jod.2016.23.3.073

T

  1. Tang, Hongfei

    1. Tracking Performance of Leveraged Energy Exchange-Traded Funds
      Hongfei Tang and Xiaoqing Eleanor Xu
      The Journal of Derivatives Spring 2016, 23 (3) 37-60; DOI: https://doi.org/10.3905/jod.2016.23.3.037

X

  1. Xu, Xiaoqing Eleanor

    1. Tracking Performance of Leveraged Energy Exchange-Traded Funds
      Hongfei Tang and Xiaoqing Eleanor Xu
      The Journal of Derivatives Spring 2016, 23 (3) 37-60; DOI: https://doi.org/10.3905/jod.2016.23.3.037

Z

  1. Zimmermann, Paul

    1. The Fallacy of Fully Dividend-Protected Stock Options and Convertible Bonds
      Paul Zimmermann
      The Journal of Derivatives Spring 2016, 23 (3) 61-72; DOI: https://doi.org/10.3905/jod.2016.23.3.061
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Derivatives: 23 (3)
The Journal of Derivatives
Vol. 23, Issue 3
Spring 2016
Sign up for alerts