Robust estimation of shape-constrained state price density surfaces
M Ludwig - The Journal of Derivatives, 2015 - pm-research.com
In order to better capture empirical phenomena, research on option price and implied
volatility modeling increasingly advocates the use of nonparametric methods over simple …
volatility modeling increasingly advocates the use of nonparametric methods over simple …
Aggregating information in option transactions
The listed options market in the United States trades hundreds of option contracts across
different strikes and expirations for each underlying stock. The order flow from these option …
different strikes and expirations for each underlying stock. The order flow from these option …
Profitability Analysis of Select Private Equity Funds in India
This study analyzes the solvency and profitability of select private equity funds in India:
Sequoia Capital India, ChrysCapital, Everstone Capital Advisors Pvt, ICICI Ventures, and …
Sequoia Capital India, ChrysCapital, Everstone Capital Advisors Pvt, ICICI Ventures, and …
Process Alpha: How to Construct and Manage Optimized Venture Portfolios.
J Milam - Journal of Portfolio Management, 2022 - search.ebscohost.com
The author provides a specific strategy to design and manage an optimal venture investment
strategy, regardless of the venture thesis. The author first discusses the contributing factors …
strategy, regardless of the venture thesis. The author first discusses the contributing factors …
How Proper Information, Effective Risk Management, and Legacy Capital Can Solve the Funding Gap
J Milam - The Journal of Private Equity, 2018 - JSTOR
One of the articles in the Spring Edition of The Journal of Private Equity explores why
positive risk-adjusted returns, namely alpha, has been limited to a select group of venture …
positive risk-adjusted returns, namely alpha, has been limited to a select group of venture …