S
Study
Academic Library
Search
Shelves
Open access
My library
Review
Pascal J. Maenhout · Study
Home
/
Author
Pascal J. Maenhout
19 works
· latest 2020
· 2 institutions
cluster: provisional
Works
19 shown
Option-Implied Correlations and the Price of Correlation Risk
·
2020
·
3 authors
·
preprint
·
Open access
56
citations
Option-Implied Correlations and the Price of Correlation Risk
SSRN Electronic Journal
·
2013
·
3 authors
·
preprint
·
Open access
42
citations
The world price of jump and volatility risk
Journal of Banking & Finance
·
2012
·
2 authors
·
Open access
55
citations
Option-Implied Correlations and the Price of Correlation Risk
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
36
citations
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry
Journal of Financial and Quantitative Analysis
·
2009
·
4 authors
108
citations
The Price of Correlation Risk: Evidence from Equity Options
The Journal of Finance
·
2009
·
3 authors
·
Open access
424
citations
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
Review of Financial Studies
·
2008
·
3 authors
222
citations
Individual stock-option prices and credit spreads
Journal of Banking & Finance
·
2008
·
4 authors
·
Open access
87
citations
An Empirical Portfolio Perspective on Option Pricing Anomalies
European Finance Review
·
2007
·
2 authors
136
citations
Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
Journal of Economic Theory
·
2006
·
1 author
246
citations
Consumption and Portfolio Choice over the Life Cycle
Review of Financial Studies
·
2005
·
3 authors
1,544
citations
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry
SSRN Electronic Journal
·
2005
·
4 authors
·
preprint
·
Open access
52
citations
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
SSRN Electronic Journal
·
2005
·
3 authors
·
preprint
·
Open access
50
citations
Robust Portfolio Rules and Asset Pricing
Review of Financial Studies
·
2004
·
1 author
·
Open access
784
citations
A Portfolio Perspective on Option Pricing Anomalies
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
37
citations
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
European Finance Review
·
2001
·
5 authors
·
Open access
103
citations
Investing Retirement Wealth
University of Chicago Press eBooks
·
2001
·
4 authors
·
chapter
81
citations
Investing Retirement Wealth: A Life-Cycle Model
SSRN Electronic Journal
·
2000
·
4 authors
·
preprint
·
Open access
165
citations
Investing Retirement Wealth: A Life-Cycle Model
National Bureau of Economic Research
·
1999
·
4 authors
·
report
·
Open access
77
citations