Authors: CUMBY R FIGLEWSKI S HASBROUCK J

Citation: R. Cumby et al., INTERNATIONAL ASSET ALLOCATION WITH TIME-VARYING RISK - AN ANALYSIS AND IMPLEMENTATION, Japan and the world economy, 6(1), 1994, pp. 1-25

Authors: FIGLEWSKI S FREUND S

Citation: S. Figlewski et S. Freund, THE PRICING OF CONVEXITY RISK AND TIME DECAY IN OPTIONS MARKETS, Journal of banking & finance, 18(1), 1994, pp. 73-91

Authors: CANINA L FIGLEWSKI S

Citation: L. Canina et S. Figlewski, THE INFORMATIONAL CONTENT OF IMPLIED VOLATILITY, The Review of financial studies, 6(3), 1993, pp. 659-681

Authors: CUMBY R FIGLEWSKI S HASBROUCK J

Citation: R. Cumby et al., INTERNATIONAL ASSET ALLOCATION WITH TIME-VARYING RISK - AN ANALYSIS AND IMPLEMENTATION, The Journal of finance, 48(3), 1993, pp. 1079-1080

Authors: FIGLEWSKI S WEBB GP

Citation: S. Figlewski et Gp. Webb, OPTIONS, SHORT SALES, AND MARKET COMPLETENESS, The Journal of finance, 48(2), 1993, pp. 761-777