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Ali Boloorforoosh
Ali Boloorforoosh
Concordia University and TD Asset Management
Verified email at concordia.ca - Homepage
Title
Cited by
Cited by
Year
Beta risk in the cross-section of equities
A Boloorforoosh, P Christoffersen, M Fournier, C Gouriéroux
The Review of Financial Studies 33 (9), 4318-4366, 2020
232020
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach
S Perrakis, A Boloorforoosh
Journal of Banking & Finance 37 (8), 3157-3168, 2013
132013
Catastrophe futures and reinsurance contracts: An incomplete markets approach
S Perrakis, A Boloorforoosh
Journal of Futures Markets 38 (1), 104-128, 2018
102018
Is idiosyncratic volatility risk priced? evidence from the physical and risk-neutral distributions
A Boloorforoosh
Concordia University, 2014
62014
Catastrophe Derivatives and Reinsurance Contracts: An Incomplete Markets Approach
S Perrakis, A Boloorforoosh
Available at SSRN, 2014
12014
Beta Risk in the Cross $ Section of Stocks and Options
A Boloorforoosh, P Christoffersen, M Fournier, C Gouriéroux
2016
Three Essays in Theoretical and Empirical Derivative Pricing
A Boloorforoosh
Concordia University, 2014
2014
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Articles 1–7